# EDGAR Filing Document

**Accession Number:** 0000933188
**File Stem:** 0001752724-23-075518
**Filing Date:** 2023-3
**Character Count:** 568328
**Document Hash:** 774203db4f280766ba6683d27b3a88e0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075518.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075518

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SENIOR DEBT PORTFOLIO
- **CENTRAL INDEX KEY:** 0000933188
- **IRS NUMBER:** 043254322

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08876
- **FILM NUMBER:** 23784752

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### Senior Debt Portfolio (MA) (Series ID: S000022423)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000064522 | Senior Debt Portfolio (MA) |  |

## Nport-Ex

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited)

------

Asset-Backed Securities — 4.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| AGL CLO 17, Ltd., Series 2022-17A, Class E, 11.004%, (3 mo. SOFR + 6.35%), 1/21/35<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$868856 |
| Alinea CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class D, 7.908%, (3 mo. USD LIBOR + 3.10%), 7/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2407757 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class E, 10.808%, (3 mo. USD LIBOR + 6.00%), 7/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2611746 |
| AMMC CLO 15, Ltd., Series 2014-15A, Class ERR, 11.702%, (3 mo. USD LIBOR + 6.91%), 1/15/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4439920 |
| AMMC CLO XII, Ltd., Series 2013-12A, Class ER, 10.772%, (3 mo. USD LIBOR + 6.18%), 11/10/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp; 2890472 |
| Apidos CLO XX, Series 2015-20A, Class DR, 10.492%, (3 mo. USD LIBOR + 5.70%), 7/16/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp; 2083609 |
| Ares LVlll CLO, Ltd., Series 2020-58A, Class ER, 11.332%, (3 mo. SOFR + 6.70%), 1/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2570514 |
| Ares XLIX CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-49A, Class D, 7.815%, (3 mo. USD LIBOR + 3.00%), 7/22/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2359410 |
| &nbsp;&nbsp;&nbsp;Series 2018-49A, Class E, 10.515%, (3 mo. USD LIBOR + 5.70%), 7/22/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3041220 |
| Ares XXXIIR CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-32RA, Class C, 7.506%, (3 mo. USD LIBOR + 2.90%), 5/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4620900 |
| &nbsp;&nbsp;&nbsp;Series 2014-32RA, Class D, 10.456%, (3 mo. USD LIBOR + 5.85%), 5/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 845236 |
| Ares XXXVR CLO, Ltd., Series 2015-35RA, Class E, 10.492%, (3 mo. USD LIBOR + 5.70%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3382972 |
| Babson CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-1A, Class DR, 7.408%, (3 mo. USD LIBOR + 2.60%), 1/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2243830 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class C, 7.392%, (3 mo. USD LIBOR + 2.60%), 4/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3178595 |
| Bain Capital Credit CLO, Ltd., Series 2018-1A, Class D, 7.515%, (3 mo. USD LIBOR + 2.70%), 4/23/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4556315 |
| Battalion CLO XXII, Ltd., Series 2021-22A, Class E, 11.758%, (3 mo. USD LIBOR + 6.95%), 1/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1558639 |
| Battalion CLO XXIII, Ltd., Series 2022-23A, Class D, 8.608%, (3 mo. SOFR + 3.95%), 5/19/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3273844 |
| Benefit Street Partners CLO V-B, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-5BA, Class C, 7.738%, (3 mo. USD LIBOR + 2.93%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4649140 |
| &nbsp;&nbsp;&nbsp;Series 2018-5BA, Class D, 10.758%, (3 mo. USD LIBOR + 5.95%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3126760 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Benefit Street Partners CLO VIII, Ltd., Series 2015-8A, Class DR, 10.408%, (3 mo. USD LIBOR + 5.60%), 1/20/31<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp;$4483635 |
| Benefit Street Partners CLO XIV, Ltd., Series 2018-14A, Class D, 7.408%, (3 mo. USD LIBOR + 2.60%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1349778 |
| Benefit Street Partners CLO XVI, Ltd., Series 2018-16A, Class E, 11.492%, (3 mo. USD LIBOR + 6.70%), 1/17/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2077092 |
| Benefit Street Partners CLO XVII, Ltd., Series 2019-17A, Class ER, 11.142%, (3 mo. USD LIBOR + 6.35%), 7/15/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1632642 |
| Benefit Street Partners CLO XXII, Ltd., Series 2020-22A, Class ER, 11.569%, (3 mo. SOFR + 6.93%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 908080 |
| Benefit Street Partners CLO XXV, Ltd., Series 2021-25A, Class E, 11.642%, (3 mo. USD LIBOR + 6.85%), 1/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2773992 |
| Betony CLO 2, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class C, 7.702%, (3 mo. USD LIBOR + 2.90%), 4/30/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2381962 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class D, 10.452%, (3 mo. USD LIBOR + 5.65%), 4/30/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp; 3959005 |
| BlueMountain CLO XXIV, Ltd., Series 2019-24A, Class ER, 11.648%, (3 mo. USD LIBOR + 6.84%), 4/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1137516 |
| BlueMountain CLO XXVI, Ltd., Series 2019-26A, Class ER, 11.938%, (3 mo. USD LIBOR + 7.13%), 10/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2812650 |
| BlueMountain CLO XXX, Ltd., Series 2020-30A, Class ER, 11.358%, (3 mo. SOFR + 6.70%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1714508 |
| BlueMountain CLO XXXIII, Ltd., Series 2021-33A, Class E, 11.505%, (3 mo. USD LIBOR + 6.83%), 11/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2308625 |
| BlueMountain CLO XXXV, Ltd., Series 2022-35A, Class E, 9.893%, (3 mo. SOFR + 7.75%), 7/22/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1894968 |
| BlueMountain CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-3A, Class CR, 7.408%, (3 mo. USD LIBOR + 2.60%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4425325 |
| &nbsp;&nbsp;&nbsp;Series 2015-3A, Class DR, 10.208%, (3 mo. USD LIBOR + 5.40%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2480439 |
| &nbsp;&nbsp;&nbsp;Series 2016-3A, Class DR, 7.706%, (3 mo. USD LIBOR + 3.10%), 11/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1371623 |
| &nbsp;&nbsp;&nbsp;Series 2016-3A, Class ER, 10.556%, (3 mo. USD LIBOR + 5.95%), 11/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1257767 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class D, 7.852%, (3 mo. USD LIBOR + 3.05%), 7/30/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2231705 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class E, 10.752%, (3 mo. USD LIBOR + 5.95%), 7/30/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1659150 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Canyon Capital CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-1RA, Class E, 10.492%, (3 mo. USD LIBOR + 5.70%), 7/15/30<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;$3925677 |
| &nbsp;&nbsp;&nbsp;Series 2016-1A, Class DR, 7.592%, (3 mo. USD LIBOR + 2.80%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2797761 |
| &nbsp;&nbsp;&nbsp;Series 2016-1A, Class ER, 10.542%, (3 mo. USD LIBOR + 5.75%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3346464 |
| &nbsp;&nbsp;&nbsp;Series 2016-2A, Class ER, 10.792%, (3 mo. USD LIBOR + 6.00%), 10/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3745408 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class D, 7.692%, (3 mo. USD LIBOR + 2.90%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2755962 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class E, 10.542%, (3 mo. USD LIBOR + 5.75%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2293954 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class ER, 11.542%, (3 mo. USD LIBOR + 6.75%), 10/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1356153 |
| Carlyle CLO C17, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series C17A, Class CR, 7.602%, (3 mo. USD LIBOR + 2.80%), 4/30/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4656865 |
| &nbsp;&nbsp;&nbsp;Series C17A, Class DR, 10.802%, (3 mo. USD LIBOR + 6.00%), 4/30/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3015498 |
| Carlyle Global Market Strategies CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-3A, Class CR2, 8.292%, (3 mo. USD LIBOR + 3.50%), 1/14/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2315083 |
| &nbsp;&nbsp;&nbsp;Series 2012-3A, Class DR2, 11.292%, (3 mo. USD LIBOR + 6.50%), 1/14/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1282347 |
| &nbsp;&nbsp;&nbsp;Series 2014-3RA, Class C, 7.765%, (3 mo. USD LIBOR + 2.95%), 7/27/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 904764 |
| &nbsp;&nbsp;&nbsp;Series 2014-3RA, Class D, 10.215%, (3 mo. USD LIBOR + 5.40%), 7/27/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp; 1780103 |
| &nbsp;&nbsp;&nbsp;Series 2014-4RA, Class C, 7.692%, (3 mo. USD LIBOR + 2.90%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2478399 |
| &nbsp;&nbsp;&nbsp;Series 2014-4RA, Class D, 10.442%, (3 mo. USD LIBOR + 5.65%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2921499 |
| Carlyle US CLO, Ltd., Series 2019-4A, Class DR, 11.258%, (3 mo. SOFR + 6.60%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2521404 |
| CarVal CLO IV, Ltd., Series 2021-1A, Class E, 11.408%, (3 mo. USD LIBOR + 6.60%), 7/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 912306 |
| CIFC Funding, Ltd., Series 2022-4A, Class D, 8.208%, (3 mo. SOFR + 3.55%), 7/16/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1658048 |
| Dryden CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-55A, Class D, 7.642%, (3 mo. USD LIBOR + 2.85%), 4/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1351578 |
| &nbsp;&nbsp;&nbsp;Series 2018-55A, Class E, 10.192%, (3 mo. USD LIBOR + 5.40%), 4/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1718358 |
| &nbsp;&nbsp;&nbsp;Series 2022-112A, Class E, 10.514%, (3 mo. SOFR + 7.78%), 8/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1912868 |
| Dryden Senior Loan Fund: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-41A, Class DR, 7.43%, (3 mo. USD LIBOR + 2.60%), 4/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6464668 |
| &nbsp;&nbsp;&nbsp;Series 2015-41A, Class ER, 10.13%, (3 mo. USD LIBOR + 5.30%), 4/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;&nbsp;&nbsp; 1045890 |
| &nbsp;&nbsp;&nbsp;Series 2016-42A, Class DR, 7.722%, (3 mo. USD LIBOR + 2.93%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2256505 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Dryden Senior Loan Fund: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-42A, Class ER, 10.342%, (3 mo. USD LIBOR + 5.55%), 7/15/30<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;$2989399 |
| Elmwood CLO 14, Ltd., Series 2022-1A, Class E, 10.989%, (3 mo. SOFR + 6.35%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp; 1790266 |
| Elmwood CLO 17, Ltd., Series 2022-4A, Class E, 11.808%, (3 mo. SOFR + 7.15%), 7/17/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1874182 |
| Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 11.437%, (3 mo. USD LIBOR + 6.65%), 10/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4053636 |
| Galaxy XXV CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-19A, Class D1R, 11.346%, (3 mo. USD LIBOR + 6.53%), 7/24/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1777886 |
| &nbsp;&nbsp;&nbsp;Series 2018-25A, Class D, 7.918%, (3 mo. USD LIBOR + 3.10%), 10/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2364910 |
| &nbsp;&nbsp;&nbsp;Series 2018-25A, Class E, 10.768%, (3 mo. USD LIBOR + 5.95%), 10/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3155561 |
| Golub Capital Partners CLO 37B, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-37A, Class D, 8.108%, (3 mo. USD LIBOR + 3.30%), 7/20/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3701360 |
| &nbsp;&nbsp;&nbsp;Series 2018-37A, Class E, 10.558%, (3 mo. USD LIBOR + 5.75%), 7/20/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp; 4576098 |
| Golub Capital Partners CLO 53B, Ltd., Series 2021-53A, Class E, 11.508%, (3 mo. USD LIBOR + 6.70%), 7/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1123461 |
| Golub Capital Partners CLO 58B, Ltd., Series 2021-58A, Class E, 11.628%, (3 mo. USD LIBOR + 6.81%), 1/25/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2253415 |
| Golub Capital Partners CLO, Ltd., Series 2020-48A, Class D, 8.592%, (3 mo. USD LIBOR + 3.80%), 4/17/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1874282 |
| Halseypoint CLO 5, Ltd., Series 2021-5A, Class E, 11.742%, (3 mo. USD LIBOR + 6.94%), 1/30/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1829990 |
| Harriman Park CLO, Ltd., Series 2020-1A, Class ER, 11.208%, (3 mo. USD LIBOR + 6.40%), 4/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 921845 |
| ICG US CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class D, 7.915%, (3 mo. USD LIBOR + 3.10%), 7/22/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1769434 |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class E, 10.565%, (3 mo. USD LIBOR + 5.75%), 7/22/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2459565 |
| Madison Park Funding LIX, Ltd., Series 2021-59A, Class E, 11.395%, (3 mo. USD LIBOR + 6.60%), 1/18/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1432594 |
| Madison Park Funding XXXVI, Ltd., Series 2019-36A, Class ER, 11.708%, (3 mo. SOFR + 7.05%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2272683 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Marble Point CLO XXIV, Ltd., Series 2022-1A, Class D1, 8.879%, (3 mo. SOFR + 4.24%), 4/20/35<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$1859584 |
| Neuberger Berman CLO XVIII, Ltd., Series 2014-18A, Class DR2, 10.735%, (3 mo. USD LIBOR + 5.92%), 10/21/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1883326 |
| Neuberger Berman CLO XXII, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-22A, Class DR, 7.892%, (3 mo. USD LIBOR + 3.10%), 10/17/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2394610 |
| &nbsp;&nbsp;&nbsp;Series 2016-22A, Class ER, 10.852%, (3 mo. USD LIBOR + 6.06%), 10/17/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2727573 |
| Neuberger Berman Loan Advisers CLO 28, Ltd., Series 2018-28A, Class E, 10.408%, (3 mo. USD LIBOR + 5.60%), 4/20/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp; 1789589 |
| Neuberger Berman Loan Advisers CLO 48, Ltd., Series 2022-48A, Class E, 11.16%, (3 mo. SOFR + 6.50%), 4/25/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2302251 |
| OCP CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-24A, Class D, 8.439%, (3 mo. SOFR + 3.80%), 7/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 469403 |
| &nbsp;&nbsp;&nbsp;Series 2022-24A, Class E, 12.059%, (3 mo. SOFR + 7.42%), 7/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 941822 |
| Palmer Square CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-2A, Class DRR, 10.642%, (3 mo. USD LIBOR + 5.85%), 10/17/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp; 2910105 |
| &nbsp;&nbsp;&nbsp;Series 2015-1A, Class DR4, 11.175%, (3 mo. USD LIBOR + 6.50%), 5/21/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1845306 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class C, 7.295%, (3 mo. USD LIBOR + 2.50%), 4/18/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2829585 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class D, 9.945%, (3 mo. USD LIBOR + 5.15%), 4/18/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1831218 |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class D, 10.43%, (3 mo. USD LIBOR + 5.60%), 7/16/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1872316 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class E, 11.142%, (3 mo. USD LIBOR + 6.35%), 7/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 921093 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class E, 10.989%, (3 mo. SOFR + 6.35%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5023749 |
| &nbsp;&nbsp;&nbsp;Series 2022-3A, Class E, 12.619%, (3 mo. SOFR + 7.98%), 7/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2208544 |
| RAD CLO 5, Ltd., Series 2019-5A, Class E, 11.516%, (3 mo. USD LIBOR + 6.70%), 7/24/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1519131 |
| RAD CLO 11, Ltd., Series 2021-11A, Class E, 11.042%, (3 mo. USD LIBOR + 6.25%), 4/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 687996 |
| RAD CLO 14, Ltd., Series 2021-14A, Class E, 11.292%, (3 mo. USD LIBOR + 6.50%), 1/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp; 935155 |
| Regatta XIII Funding, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class C, 7.892%, (3 mo. USD LIBOR + 3.10%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2368977 |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class D, 10.742%, (3 mo. USD LIBOR + 5.95%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4272915 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Regatta XIV Funding, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-3A, Class D, 8.018%, (3 mo. USD LIBOR + 3.20%), 10/25/31<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;$2367472 |
| &nbsp;&nbsp;&nbsp;Series 2018-3A, Class E, 10.768%, (3 mo. USD LIBOR + 5.95%), 10/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3922623 |
| Regatta XV Funding, Ltd., Series 2018-4A, Class D, 11.318%, (3 mo. USD LIBOR + 6.50%), 10/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp; 3439958 |
| Symphony CLO, Ltd., Series 2022-37A, Class D1, 9.676%, (3 mo. SOFR + 5.43%), 10/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2446170 |
| Upland CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-1A, Class CR, 7.708%, (3 mo. USD LIBOR + 2.90%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4228308 |
| &nbsp;&nbsp;&nbsp;Series 2016-1A, Class DR, 10.708%, (3 mo. USD LIBOR + 5.90%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp; 4073714 |
| Vibrant CLO IX, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-9A, Class C, 8.008%, (3 mo. USD LIBOR + 3.20%), 7/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2213163 |
| &nbsp;&nbsp;&nbsp;Series 2018-9A, Class D, 11.058%, (3 mo. USD LIBOR + 6.25%), 7/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2522632 |
| Vibrant CLO X, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-10A, Class C, 8.058%, (3 mo. USD LIBOR + 3.25%), 10/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4449645 |
| &nbsp;&nbsp;&nbsp;Series 2018-10A, Class D, 10.998%, (3 mo. USD LIBOR + 6.19%), 10/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4050620 |
| Voya CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-1A, Class DR2, 10.894%, (3 mo. SOFR + 6.26%), 4/18/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp; 2720373 |
| &nbsp;&nbsp;&nbsp;Series 2015-3A, Class CR, 7.958%, (3 mo. USD LIBOR + 3.15%), 10/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2214503 |
| &nbsp;&nbsp;&nbsp;Series 2015-3A, Class DR, 11.008%, (3 mo. USD LIBOR + 6.20%), 10/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp; 4498373 |
| &nbsp;&nbsp;&nbsp;Series 2016-3A, Class CR, 8.045%, (3 mo. USD LIBOR + 3.25%), 10/18/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1776710 |
| &nbsp;&nbsp;&nbsp;Series 2016-3A, Class DR, 10.875%, (3 mo. USD LIBOR + 6.08%), 10/18/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp; 2543268 |
| Webster Park CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-1A, Class CR, 7.708%, (3 mo. USD LIBOR + 2.90%), 7/20/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1871616 |
| &nbsp;&nbsp;&nbsp;Series 2015-1A, Class DR, 10.308%, (3 mo. USD LIBOR + 5.50%), 7/20/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2142638 |
| Wellfleet CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class E, 11.892%, (3 mo. USD LIBOR + 7.10%), 1/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp; 920234 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class D, 8.798%, (3 mo. SOFR + 4.14%), 4/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 918746 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class E, 12.518%, (3 mo. SOFR + 7.86%), 4/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2083473 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class E, 12.173%, (3 mo. SOFR + 8.56%), 10/18/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 981270 |
| Total Asset-Backed Securities<br> (identified cost $334,630,246) |  | &nbsp;&nbsp;**$299188083** |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Common Stocks — 0.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 0.0%<sup>(3)</sup> | Aerospace and Defense — 0.0%<sup>(3)</sup> | Aerospace and Defense — 0.0%<sup>(3)</sup> |
| IAP Global Services, LLC<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;$748489 |
|  |  | &nbsp;&nbsp;**$748489** |
| Containers and Glass Products — 0.1% | Containers and Glass Products — 0.1% | Containers and Glass Products — 0.1% |
| LG Newco Holdco, Inc., Class A<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;342076 | &nbsp;&nbsp;$3506279 |
|  |  | &nbsp;&nbsp;**$3506279** |
| Electronics/Electrical — 0.0%<sup>(3)</sup> | Electronics/Electrical — 0.0%<sup>(3)</sup> | Electronics/Electrical — 0.0%<sup>(3)</sup> |
| Skillsoft Corp.<sup>(5)(6)</sup> | 1010393 | &nbsp;&nbsp;$1939954 |
|  |  | &nbsp;&nbsp;**$1939954** |
| Health Care — 0.0% | Health Care — 0.0% | Health Care — 0.0% |
| Akorn Holding Company, LLC, Class A<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;792089 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Investment Companies — 0.0%<sup>(3)</sup> | Investment Companies — 0.0%<sup>(3)</sup> | Investment Companies — 0.0%<sup>(3)</sup> |
| Aegletes B.V.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;138671 | &nbsp;&nbsp;$2426742 |
| Jubilee Topco, Ltd., Class A<sup>(4)(5)(6)</sup> | 2563805 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;**$2426742** |
| Nonferrous Metals/Minerals — 0.0%<sup>(3)</sup> | Nonferrous Metals/Minerals — 0.0%<sup>(3)</sup> | Nonferrous Metals/Minerals — 0.0%<sup>(3)</sup> |
| ACNR Holdings, Inc., Class A<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30298 | &nbsp;&nbsp;$3090396 |
|  |  | &nbsp;&nbsp;**$3090396** |
| Oil and Gas — 0.1% | Oil and Gas — 0.1% | Oil and Gas — 0.1% |
| AFG Holdings, Inc.<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;281241 | &nbsp;&nbsp;$916846 |
| McDermott International, Ltd.<sup>(5)(6)</sup> | 1382889 | &nbsp;&nbsp;&nbsp;&nbsp; 645394 |
| QuarterNorth Energy, Inc.<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46553 | &nbsp;&nbsp;&nbsp;&nbsp; 6470867 |
|  |  | &nbsp;&nbsp;**$8033107** |
| Radio and Television — 0.1% | Radio and Television — 0.1% | Radio and Television — 0.1% |
| Clear Channel Outdoor Holdings, Inc.<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;482097 | &nbsp;&nbsp;$920805 |
| Cumulus Media, Inc., Class A<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;371654 | &nbsp;&nbsp;&nbsp;&nbsp; 2490082 |
| iHeartMedia, Inc., Class A<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;205018 | &nbsp;&nbsp;&nbsp;&nbsp; 1588889 |
|  |  | &nbsp;&nbsp;**$4999776** |
| Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> | Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> | Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> |
| David's Bridal, LLC<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;195511 | &nbsp;&nbsp;$0 |
| Phillips Pet Holding Corp.<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp; 220343 |
|  |  | &nbsp;&nbsp;**$220343** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Telecommunications — 0.1% | Telecommunications — 0.1% | Telecommunications — 0.1% |
| GEE Acquisition Holdings Corp.<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;390679 | &nbsp;&nbsp;$3742705 |
|  |  | &nbsp;&nbsp;**$3742705** |
| Utilities — 0.1% | Utilities — 0.1% | Utilities — 0.1% |
| Longview Intermediate Holdings, LLC, Class A<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;359046 | &nbsp;&nbsp;$5206168 |
|  |  | &nbsp;&nbsp;**$5206168** |
| Total Common Stocks<br> (identified cost $71,992,464) |  | &nbsp;&nbsp;**$33913959** |

---

Corporate Bonds — 9.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 0.0%<sup>(3)</sup> | Aerospace and Defense — 0.0%<sup>(3)</sup> | Aerospace and Defense — 0.0%<sup>(3)</sup> |
| TransDigm, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 3/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;$1501167 |
| &nbsp;&nbsp;&nbsp;8.00%, 12/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1530945 |
|  |  | &nbsp;&nbsp;**$3032112** |
| Air Transport — 0.8% | Air Transport — 0.8% | Air Transport — 0.8% |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 4/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;$18942176 |
| &nbsp;&nbsp;&nbsp;5.75%, 4/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14475 | &nbsp;&nbsp;&nbsp;&nbsp; 14020299 |
| Delta Air Lines, Inc., 7.00%, 5/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5456750 |
| Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp; 7726021 |
| United Airlines, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 4/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp; 4800151 |
| &nbsp;&nbsp;&nbsp;4.625%, 4/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp; 4614060 |
|  |  | &nbsp;&nbsp;**$55559457** |
| Airlines — 0.1% | Airlines — 0.1% | Airlines — 0.1% |
| Air Canada, 3.875%, 8/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;$6993997 |
|  |  | &nbsp;&nbsp;**$6993997** |
| Automotive — 0.1% | Automotive — 0.1% | Automotive — 0.1% |
| Clarios Global, L.P., 6.75%, 5/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;$2198761 |
| Clarios Global, L.P./Clarios US Finance Co., 6.25%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478 | &nbsp;&nbsp;&nbsp;&nbsp; 4453506 |
|  |  | &nbsp;&nbsp;**$6652267** |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Building and Development — 0.1% | Building and Development — 0.1% | Building and Development — 0.1% | Building and Development — 0.1% |
| Cushman & Wakefield U.S. Borrower, LLC, 6.75%, 5/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;$3504233 |
| Winnebago Industries, Inc., 6.25%, 7/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1059180 |
|  |  |  | &nbsp;&nbsp;**$4563413** |
| Business Equipment and Services — 1.0% | Business Equipment and Services — 1.0% | Business Equipment and Services — 1.0% | Business Equipment and Services — 1.0% |
| Allied Universal Holdco, LLC/Allied Universal Finance Corp., 6.625%, 7/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;$2385888 |
| Allied Universal Holdco, LLC/Allied Universal Finance Corp./Atlas Luxco 4 S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 6/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20725 | &nbsp;&nbsp;&nbsp;&nbsp; 17825054 |
| &nbsp;&nbsp;&nbsp;4.625%, 6/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27575 | &nbsp;&nbsp;&nbsp;&nbsp; 23819974 |
| Prime Security Services Borrower, LLC/Prime Finance, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 4/15/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp; 9040664 |
| &nbsp;&nbsp;&nbsp;5.75%, 4/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17950 | &nbsp;&nbsp;&nbsp;&nbsp; 17614057 |
|  |  |  | &nbsp;&nbsp;**$70685637** |
| Chemicals — 0.2% | Chemicals — 0.2% | Chemicals — 0.2% | Chemicals — 0.2% |
| Cheever Escrow Issuer, LLC, 7.125%, 10/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;$1054849 |
| INEOS Finance PLC, 3.375%, 3/31/26<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1986511 |
| INEOS Quattro Finance 2 PLC, 3.375%, 1/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3400540 |
| Olympus Water US Holding Corp., 4.25%, 10/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp; 8445141 |
|  |  |  | &nbsp;&nbsp;**$14887041** |
| Commercial Services — 0.3% | Commercial Services — 0.3% | Commercial Services — 0.3% | Commercial Services — 0.3% |
| Neptune Bidco U.S., Inc., 9.29%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;$15186834 |
| WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp; 8108262 |
|  |  |  | &nbsp;&nbsp;**$23295096** |
| Communications Equipment — 0.1% | Communications Equipment — 0.1% | Communications Equipment — 0.1% | Communications Equipment — 0.1% |
| CommScope, Inc., 4.75%, 9/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7038 | &nbsp;&nbsp;$5867158 |
|  |  |  | &nbsp;&nbsp;**$5867158** |
| Containers & Packaging — 0.3% | Containers & Packaging — 0.3% | Containers & Packaging — 0.3% | Containers & Packaging — 0.3% |
| Clydesdale Acquisition Holdings, Inc., 6.625%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;$2485573 |
| Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp; 5685543 |
| &nbsp;&nbsp;&nbsp;4.375%, 10/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp; 8988167 |
|  |  |  | &nbsp;&nbsp;**$17159283** |
| Diversified Financial Services — 0.3% | Diversified Financial Services — 0.3% | Diversified Financial Services — 0.3% | Diversified Financial Services — 0.3% |
| AG Issuer, LLC, 6.25%, 3/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11581 | &nbsp;&nbsp;$10955626 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) |
| AG TTMT Escrow Issuer, LLC, 8.625%, 9/30/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;$3460751 |
| NFP Corp., 7.50%, 10/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp; 3197843 |
|  |  | &nbsp;&nbsp;**$17614220** |
| Diversified Telecommunication Services — 1.0% | Diversified Telecommunication Services — 1.0% | Diversified Telecommunication Services — 1.0% |
| Altice France S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;$1256008 |
| &nbsp;&nbsp;&nbsp;5.125%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63200 | &nbsp;&nbsp;&nbsp;&nbsp; 49688472 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp; 5112074 |
| Virgin Media Secured Finance PLC, 4.50%, 8/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp; 6586590 |
| Zayo Group Holdings, Inc., 4.00%, 3/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3186160 |
|  |  | &nbsp;&nbsp;**$65829304** |
| Drugs — 0.1% | Drugs — 0.1% | Drugs — 0.1% |
| Jazz Securities DAC, 4.375%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;$9182383 |
|  |  | &nbsp;&nbsp;**$9182383** |
| Ecological Services and Equipment — 0.1% | Ecological Services and Equipment — 0.1% | Ecological Services and Equipment — 0.1% |
| GFL Environmental, Inc., 4.25%, 6/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;$5816758 |
|  |  | &nbsp;&nbsp;**$5816758** |
| Electronics/Electrical — 0.4% | Electronics/Electrical — 0.4% | Electronics/Electrical — 0.4% |
| GoTo Group, Inc., 5.50%, 9/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12010 | &nbsp;&nbsp;$6063609 |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20200 | &nbsp;&nbsp;&nbsp;&nbsp; 17603088 |
|  |  | &nbsp;&nbsp;**$23666697** |
| Entertainment — 0.1% | Entertainment — 0.1% | Entertainment — 0.1% |
| AMC Entertainment Holdings, Inc., 7.50%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;$5621125 |
| Live Nation Entertainment, Inc., 3.75%, 1/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2412 | &nbsp;&nbsp;&nbsp;&nbsp; 2151956 |
| Six Flags Theme Parks, Inc., 7.00%, 7/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp; 1222632 |
|  |  | &nbsp;&nbsp;**$8995713** |
| Health Care — 0.7% | Health Care — 0.7% | Health Care — 0.7% |
| HCA, Inc., 5.25%, 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;$1251839 |
| Medline Borrower, L.P., 3.875%, 4/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25150 | &nbsp;&nbsp;&nbsp;&nbsp; 21534436 |
| RP Escrow Issuer, LLC, 5.25%, 12/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp; 2166375 |
| Tenet Healthcare Corp., 4.25%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25375 | &nbsp;&nbsp;&nbsp;&nbsp; 22631328 |
|  |  | &nbsp;&nbsp;**$47583978** |
| Hotels, Restaurants & Leisure — 0.5% | Hotels, Restaurants & Leisure — 0.5% | Hotels, Restaurants & Leisure — 0.5% |
| Carnival Corporation, 4.00%, 8/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37975 | &nbsp;&nbsp;$32869261 |
| SeaWorld Parks & Entertainment, Inc., 8.75%, 5/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp; 2497482 |
|  |  | &nbsp;&nbsp;**$35366743** |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Household Products — 0.0%<sup>(3)</sup> | Household Products — 0.0%<sup>(3)</sup> | Household Products — 0.0%<sup>(3)</sup> |
| Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc., 5.00%, 12/31/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;$1181732 |
|  |  | &nbsp;&nbsp;**$1181732** |
| Insurance — 0.0%<sup>(3)</sup> | Insurance — 0.0%<sup>(3)</sup> | Insurance — 0.0%<sup>(3)</sup> |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co., 4.25%, 10/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;$642250 |
| NFP Corp., 4.875%, 8/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 874555 |
|  |  | &nbsp;&nbsp;**$1516805** |
| Internet Software & Services — 0.3% | Internet Software & Services — 0.3% | Internet Software & Services — 0.3% |
| Arches Buyer, Inc., 4.25%, 6/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;$6331046 |
| Central Parent, Inc./CDK Global, Inc., 7.25%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15225 | &nbsp;&nbsp;&nbsp;&nbsp; 15205255 |
|  |  | &nbsp;&nbsp;**$21536301** |
| Leisure Goods/Activities/Movies — 0.4% | Leisure Goods/Activities/Movies — 0.4% | Leisure Goods/Activities/Movies — 0.4% |
| Lindblad Expeditions, LLC, 6.75%, 2/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;$3412224 |
| NCL Corp., Ltd., 5.875%, 2/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22375 | &nbsp;&nbsp;&nbsp;&nbsp; 20833922 |
|  |  | &nbsp;&nbsp;**$24246146** |
| Machinery — 0.2% | Machinery — 0.2% | Machinery — 0.2% |
| Madison IAQ, LLC, 4.125%, 6/30/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp;$10841343 |
| TK Elevator U.S. Newco, Inc., 5.25%, 7/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp; 4588501 |
|  |  | &nbsp;&nbsp;**$15429844** |
| Media — 0.4% | Media — 0.4% | Media — 0.4% |
| Diamond Sports Group, LLC/Diamond Sports Finance Co., 5.375%, 8/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;$498313 |
| iHeartCommunications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp; 2547426 |
| &nbsp;&nbsp;&nbsp;5.25%, 8/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2242250 |
| &nbsp;&nbsp;&nbsp;6.375%, 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp; 1109135 |
| &nbsp;&nbsp;&nbsp;8.375%, 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101 | &nbsp;&nbsp;&nbsp;&nbsp; 1886624 |
| Univision Communications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 5/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10075 | &nbsp;&nbsp;&nbsp;&nbsp; 8682333 |
| &nbsp;&nbsp;&nbsp;7.375%, 6/30/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12850 | &nbsp;&nbsp;&nbsp;&nbsp; 12618226 |
|  |  | &nbsp;&nbsp;**$29584307** |
| Oil, Gas & Consumable Fuels — 0.2% | Oil, Gas & Consumable Fuels — 0.2% | Oil, Gas & Consumable Fuels — 0.2% |
| CITGO Petroleum Corporation, 7.00%, 6/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12175 | &nbsp;&nbsp;$12086001 |
|  |  | &nbsp;&nbsp;**$12086001** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Professional Services — 0.1% | Professional Services — 0.1% | Professional Services — 0.1% |
| CoreLogic, Inc., 4.50%, 5/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;$4778670 |
|  |  | &nbsp;&nbsp;**$4778670** |
| Real Estate Investment Trusts (REITs) — 0.1% | Real Estate Investment Trusts (REITs) — 0.1% | Real Estate Investment Trusts (REITs) — 0.1% |
| Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, 5.875%, 10/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;$7343463 |
|  |  | &nbsp;&nbsp;**$7343463** |
| Retail — 0.1% | Retail — 0.1% | Retail — 0.1% |
| Fertitta Entertainment, LLC/Fertitta Entertainment Finance Co., Inc., 4.625%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6790 | &nbsp;&nbsp;$6001511 |
|  |  | &nbsp;&nbsp;**$6001511** |
| Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> | Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> | Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> |
| PetSmart, Inc./PetSmart Finance Corp., 4.75%, 2/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;$1459125 |
|  |  | &nbsp;&nbsp;**$1459125** |
| Software — 0.3% | Software — 0.3% | Software — 0.3% |
| Boxer Parent Co., Inc., 7.125%, 10/2/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;$4808926 |
| Sabre GLBL, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;7.375%, 9/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp; 2627404 |
| &nbsp;&nbsp;&nbsp;9.25%, 4/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp; 3004911 |
| Veritas US, Inc./Veritas Bermuda, Ltd., 7.50%, 9/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13575 | &nbsp;&nbsp;&nbsp;&nbsp; 8973133 |
|  |  | &nbsp;&nbsp;**$19414374** |
| Technology — 0.2% | Technology — 0.2% | Technology — 0.2% |
| Clarivate Science Holdings Corp., 3.875%, 7/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12575 | &nbsp;&nbsp;$11237050 |
|  |  | &nbsp;&nbsp;**$11237050** |
| Telecommunications — 0.4% | Telecommunications — 0.4% | Telecommunications — 0.4% |
| LCPR Senior Secured Financing DAC, 5.125%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;$8922504 |
| Lumen Technologies, Inc., 4.00%, 2/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11175 | &nbsp;&nbsp;&nbsp;&nbsp; 9439383 |
| VMED O2 UK Financing I PLC, 4.25%, 1/31/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp;&nbsp;&nbsp; 8844507 |
|  |  | &nbsp;&nbsp;**$27206394** |
| Trading Companies & Distributors — 0.1% | Trading Companies & Distributors — 0.1% | Trading Companies & Distributors — 0.1% |
| American Builders & Contractors Supply Co., Inc., 4.00%, 1/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;$798144 |
| SRS Distribution, Inc., 4.625%, 7/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp; 4665229 |
|  |  | &nbsp;&nbsp;**$5463373** |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% |
| Digicel International Finance, Ltd./Digicel International Holdings, Ltd., 8.75%, 5/25/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;$6245443 |
|  |  | &nbsp;&nbsp;**$6245443** |
| Total Corporate Bonds<br> (identified cost $701,257,008) |  | &nbsp;&nbsp;**$617481796** |

---

Exchange-Traded Funds — 0.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| SPDR Blackstone Senior Loan ETF | &nbsp;&nbsp;&nbsp;&nbsp;384000 | &nbsp;&nbsp;$16162560 |
| Total Exchange-Traded Funds<br> (identified cost $17,625,066) |  | &nbsp;&nbsp;**$16162560** |

---

Preferred Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Financial Services — 0.0% | Financial Services — 0.0% | Financial Services — 0.0% |
| DBI Investors, Inc., Series A-1<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9245 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% |
| ACNR Holdings, Inc., 15.00% (PIK)<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14309 | &nbsp;&nbsp;$8764262 |
|  |  | &nbsp;&nbsp;**$8764262** |
| Retailers (Except Food and Drug) — 0.0% | Retailers (Except Food and Drug) — 0.0% | Retailers (Except Food and Drug) — 0.0% |
| David's Bridal, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 8.00% (PIK)<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438 | &nbsp;&nbsp;$0 |
| &nbsp;&nbsp;&nbsp;Series B, 10.00% (PIK)<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22162 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;**$0** |
| Total Preferred Stocks<br> (identified cost $1,794,236) |  | &nbsp;&nbsp;**$8764262** |

---

Senior Floating-Rate Loans — 110.5%<sup>(7)</sup>

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 2.6% | Aerospace and Defense — 2.6% | Aerospace and Defense — 2.6% | Aerospace and Defense — 2.6% |
| Aernnova Aerospace S.A.U.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.436%, (6 mo. EURIBOR + 3.00%), 2/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4179 | &nbsp;&nbsp;$4228528 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense (continued) | Aerospace and Defense (continued) | Aerospace and Defense (continued) | Aerospace and Defense (continued) |
| Aernnova Aerospace S.A.U.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.625%, (6 mo. EURIBOR + 3.00%), 2/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;$1084238 |
| AI Convoy (Luxembourg) S.a.r.l., Term Loan, 5.532%, (6 mo. EURIBOR + 3.50%), 1/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4585146 |
| Dynasty Acquisition Co., Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.161%, (SOFR + 3.50%), 4/6/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37486 | &nbsp;&nbsp;&nbsp;&nbsp; 36857355 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.161%, (SOFR + 3.50%), 4/6/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20157 | &nbsp;&nbsp;&nbsp;&nbsp; 19819082 |
| IAP Worldwide Services, Inc., Term Loan - Second Lien, 11.23%, (3 mo. USD LIBOR + 6.50%), 7/18/23<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp; 936013 |
| TransDigm, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.876%, (SOFR + 2.25%), 12/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46541 | &nbsp;&nbsp;&nbsp;&nbsp; 46486356 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.83%, (SOFR + 3.25%), 2/22/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29668 | &nbsp;&nbsp;&nbsp;&nbsp; 29766895 |
| WP CPP Holdings, LLC, Term Loan, 8.579%, (USD LIBOR + 3.75%), 4/30/25<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35477 | &nbsp;&nbsp;&nbsp;&nbsp; 32385516 |
|  |  |  | &nbsp;&nbsp;**$176149129** |
| Airlines — 1.2% | Airlines — 1.2% | Airlines — 1.2% | Airlines — 1.2% |
| American Airlines, Inc., Term Loan, 9.558%, (3 mo. USD LIBOR + 4.75%), 4/20/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;$37040004 |
| Mileage Plus Holdings, LLC, Term Loan, 9.996%, (3 mo. USD LIBOR + 5.25%), 6/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6810 | &nbsp;&nbsp;&nbsp;&nbsp; 7115320 |
| SkyMiles IP, Ltd., Term Loan, 8.558%, (3 mo. USD LIBOR + 3.75%), 10/20/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23703 | &nbsp;&nbsp;&nbsp;&nbsp; 24550196 |
| United Airlines, Inc., Term Loan, 8.568%, (3 mo. USD LIBOR + 3.75%), 4/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14331 | &nbsp;&nbsp;&nbsp;&nbsp; 14351341 |
|  |  |  | &nbsp;&nbsp;**$83056861** |
| Apparel & Luxury Goods — 0.1% | Apparel & Luxury Goods — 0.1% | Apparel & Luxury Goods — 0.1% | Apparel & Luxury Goods — 0.1% |
| Samsonite International S.A., Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 4/25/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;$4459255 |
|  |  |  | &nbsp;&nbsp;**$4459255** |
| Auto Components — 2.3% | Auto Components — 2.3% | Auto Components — 2.3% | Auto Components — 2.3% |
| Adient US, LLC, Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 4/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14881 | &nbsp;&nbsp;$14860902 |
| Chassix, Inc., Term Loan, 12.00%, (USD Prime + 4.50%), 11/15/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10106 | &nbsp;&nbsp;&nbsp;&nbsp; 8595030 |
| Clarios Global, L.P.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.38%, (1 mo. EURIBOR + 3.25%), 4/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31981 | &nbsp;&nbsp;&nbsp;&nbsp; 33971057 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 4/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12784 | &nbsp;&nbsp;&nbsp;&nbsp; 12769503 |
| DexKo Global, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp; 1077486 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Auto Components (continued) | Auto Components (continued) | Auto Components (continued) | Auto Components (continued) |
| DexKo Global, Inc.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 | &nbsp;&nbsp;$3482342 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6931 | &nbsp;&nbsp;&nbsp;&nbsp; 6696459 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 10/4/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14366 | &nbsp;&nbsp;&nbsp;&nbsp; 13348820 |
| Garrett LX I S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.992%, (3 mo. EURIBOR + 3.50%), 4/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17397 | &nbsp;&nbsp;&nbsp;&nbsp; 18660782 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.08%, (3 mo. USD LIBOR + 3.25%), 4/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp; 6277864 |
| LTI Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 9/6/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp; 7903785 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.32%, (1 mo. USD LIBOR + 4.75%), 7/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp; 7832090 |
| TI Group Automotive Systems, LLC, Term Loan, 5.452%, (1 mo. EURIBOR + 3.25%), 12/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp; 5854015 |
| Truck Hero, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 1/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16530 | &nbsp;&nbsp;&nbsp;&nbsp; 14919525 |
|  |  |  | &nbsp;&nbsp;**$156249660** |
| Automobiles — 0.7% | Automobiles — 0.7% | Automobiles — 0.7% | Automobiles — 0.7% |
| Bombardier Recreational Products, Inc., Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 5/24/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35459 | &nbsp;&nbsp;$35085598 |
| MajorDrive Holdings IV, LLC, Term Loan, 8.813%, (3 mo. USD LIBOR + 4.00%), 6/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16005 | &nbsp;&nbsp;&nbsp;&nbsp; 15524862 |
|  |  |  | &nbsp;&nbsp;**$50610460** |
| Beverages — 0.3% | Beverages — 0.3% | Beverages — 0.3% | Beverages — 0.3% |
| Arterra Wines Canada, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 11/24/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3512 | &nbsp;&nbsp;$3426660 |
| City Brewing Company, LLC, Term Loan, 8.33%, (3 mo. USD LIBOR + 3.50%), 4/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp; 2896168 |
| Triton Water Holdings, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 3/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12330 | &nbsp;&nbsp;&nbsp;&nbsp; 11765591 |
|  |  |  | &nbsp;&nbsp;**$18088419** |
| Biotechnology — 0.6% | Biotechnology — 0.6% | Biotechnology — 0.6% | Biotechnology — 0.6% |
| Alkermes, Inc., Term Loan, 6.96%, (1 mo. USD LIBOR + 2.50%), 3/12/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;$12479908 |
| Alltech, Inc., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 10/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7994 | &nbsp;&nbsp;&nbsp;&nbsp; 7754423 |
| Grifols Worldwide Operations USA, Inc., Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 11/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17268 | &nbsp;&nbsp;&nbsp;&nbsp; 16990760 |
|  |  |  | &nbsp;&nbsp;**$37225091** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Building Products — 1.3% | Building Products — 1.3% | Building Products — 1.3% | Building Products — 1.3% |
| Cornerstone Building Brands, Inc., Term Loan, 7.709%, (1 mo. USD LIBOR + 3.25%), 4/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22592 | &nbsp;&nbsp;$21214515 |
| CPG International, Inc., Term Loan, 7.161%, (SOFR + 2.50%), 4/28/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14913 | &nbsp;&nbsp;&nbsp;&nbsp; 14889331 |
| LHS Borrower, LLC, Term Loan, 9.411%, (SOFR + 4.75%), 2/16/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13673 | &nbsp;&nbsp;&nbsp;&nbsp; 11588015 |
| MI Windows and Doors, LLC, Term Loan, 8.161%, (SOFR + 3.50%), 12/18/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399 | &nbsp;&nbsp;&nbsp;&nbsp; 6385655 |
| Oscar AcquisitionCo, LLC, Term Loan, 9.18%, (SOFR + 4.50%), 4/29/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14364 | &nbsp;&nbsp;&nbsp;&nbsp; 13951035 |
| Standard Industries, Inc., Term Loan, 6.425%, (3 mo. USD LIBOR + 2.25%), 9/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16686 | &nbsp;&nbsp;&nbsp;&nbsp; 16702938 |
|  |  |  | &nbsp;&nbsp;**$84731489** |
| Capital Markets — 4.9% | Capital Markets — 4.9% | Capital Markets — 4.9% | Capital Markets — 4.9% |
| Advisor Group, Inc., Term Loan, 9.07%, (1 mo. USD LIBOR + 4.50%), 7/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36155 | &nbsp;&nbsp;$35969094 |
| AllSpring Buyer, LLC, Term Loan, 7.75%, (3 mo. USD LIBOR + 3.00%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8292 | &nbsp;&nbsp;&nbsp;&nbsp; 8276630 |
| Andromeda Investissements, Term Loan, 5.046%, (3 mo. EURIBOR + 3.00%), 6/12/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp; 5679001 |
| Aretec Group, Inc., Term Loan, 8.911%, (SOFR + 4.25%), 10/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25716 | &nbsp;&nbsp;&nbsp;&nbsp; 25456358 |
| Brookfield Property REIT, Inc., Term Loan, 7.161%, (SOFR + 2.50%), 8/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp; 5658023 |
| CeramTec AcquiCo GmbH, Term Loan, 5.704%, (3 mo. EURIBOR + 3.75%), 3/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14461 | &nbsp;&nbsp;&nbsp;&nbsp; 15183295 |
| Citadel Securities, L.P., Term Loan, 7.676%, (SOFR + 3.00%), 2/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp; 2497386 |
| Clipper Acquisitions Corp., Term Loan, 6.151%, (1 mo. USD LIBOR + 1.75%), 3/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7855 | &nbsp;&nbsp;&nbsp;&nbsp; 7781633 |
| Edelman Financial Center, LLC, Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 4/7/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22453 | &nbsp;&nbsp;&nbsp;&nbsp; 22042331 |
| EIG Management Company, LLC, Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 2/22/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691 | &nbsp;&nbsp;&nbsp;&nbsp; 2677358 |
| FinCo I, LLC, Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 6/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19622 | &nbsp;&nbsp;&nbsp;&nbsp; 19663400 |
| Focus Financial Partners, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.061%, (SOFR + 2.50%), 6/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10914 | &nbsp;&nbsp;&nbsp;&nbsp; 10919971 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.811%, (SOFR + 3.25%), 6/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27661 | &nbsp;&nbsp;&nbsp;&nbsp; 27721324 |
| Franklin Square Holdings, L.P., Term Loan, 6.875%, (1 mo. USD LIBOR + 2.25%), 8/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp; 6551244 |
| Greenhill & Co., Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 4/12/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp; 5467056 |
| Guggenheim Partners, LLC, Term Loan, 7.83%, (SOFR + 3.25%), 12/12/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32597 | &nbsp;&nbsp;&nbsp;&nbsp; 32638222 |
| HighTower Holdings, LLC, Term Loan, 8.815%, (3 mo. USD LIBOR + 4.00%), 4/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9653 | &nbsp;&nbsp;&nbsp;&nbsp; 9459758 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Capital Markets (continued) | Capital Markets (continued) | Capital Markets (continued) | Capital Markets (continued) |
| Hudson River Trading, LLC, Term Loan, 7.676%, (SOFR + 3.00%), 3/20/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29966 | &nbsp;&nbsp;$29160468 |
| LPL Holdings, Inc., Term Loan, 6.119%, (1 mo. USD LIBOR + 1.75%), 11/12/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19303 | &nbsp;&nbsp;&nbsp;&nbsp; 19307821 |
| Mariner Wealth Advisors, LLC, Term Loan, 8.078%, (SOFR + 3.25%), 8/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15184 | &nbsp;&nbsp;&nbsp;&nbsp; 15032042 |
| Victory Capital Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.954%, (SOFR + 2.25%), 7/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18707 | &nbsp;&nbsp;&nbsp;&nbsp; 18683293 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.954%, (SOFR + 2.25%), 12/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 | &nbsp;&nbsp;&nbsp;&nbsp; 8582322 |
|  |  |  | &nbsp;&nbsp;**$334408030** |
| Chemicals — 5.1% | Chemicals — 5.1% | Chemicals — 5.1% | Chemicals — 5.1% |
| Aruba Investments, Inc., Term Loan, 6.077%, (1 mo. EURIBOR + 4.00%), 11/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;$4417832 |
| Axalta Coating Systems Dutch Holding B B.V., Term Loan, 7.506%, (SOFR + 3.00%), 12/20/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23047 | &nbsp;&nbsp;&nbsp;&nbsp; 23161958 |
| Chemours Company (The), Term Loan, 4.13%, (1 mo. EURIBOR + 2.00%), 4/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp; 6041172 |
| Colouroz Investment 1 GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.667%, (3 mo. EURIBOR + 4.25%), 9/21/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp; 851291 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.667%, (3 mo. EURIBOR + 4.25%), 9/21/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 19874 |
| CPC Acquisition Corp., Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 12/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19748 | &nbsp;&nbsp;&nbsp;&nbsp; 16341677 |
| Flint Group GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.667%, (3 mo. EURIBOR + 4.25%), 9/21/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp; 805942 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.667%, (3 mo. EURIBOR + 4.25%), 9/21/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp; 23289 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.667%, (3 mo. EURIBOR + 4.25%), 9/21/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp; 53030 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.667%, (3 mo. EURIBOR + 4.25%), 9/21/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp; 105073 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.82%, (3 mo. USD LIBOR + 5.00%), 9.07% cash, 0.75% PIK, 9/21/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp; 894831 |
| Flint Group US, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.815%, (USD LIBOR + 5.00%), 9.065% cash, 0.75% PIK, 9/21/23<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7999 | &nbsp;&nbsp;&nbsp;&nbsp; 5409484 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.815%, (USD LIBOR + 5.00%), 9.065% cash, 0.75% PIK, 9/21/23<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 | &nbsp;&nbsp;&nbsp;&nbsp; 1481765 |
| Gemini HDPE, LLC, Term Loan, 7.83%, (3 mo. USD LIBOR + 3.00%), 12/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp; 5880099 |
| GEON Performance Solutions, LLC, Term Loan, 9.23%, (3 mo. USD LIBOR + 4.50%), 8/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7679 | &nbsp;&nbsp;&nbsp;&nbsp; 7659343 |
| Groupe Solmax, Inc., Term Loan, 9.48%, (3 mo. USD LIBOR + 4.75%), 5/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22026 | &nbsp;&nbsp;&nbsp;&nbsp; 18612075 |
| INEOS Enterprises Holdings II Limited, Term Loan, 5.204%, (3 mo. EURIBOR + 3.25%), 8/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp; 2488130 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Chemicals (continued) | Chemicals (continued) | Chemicals (continued) | Chemicals (continued) |
| INEOS Enterprises Holdings US Finco, LLC, Term Loan, 8.235%, (3 mo. USD LIBOR + 3.50%), 8/28/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;$2451040 |
| INEOS Finance PLC, Term Loan, 4.88%, (1 mo. EURIBOR + 2.75%), 11/8/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp; 10071157 |
| INEOS Quattro Holdings UK, Ltd., Term Loan, 4.88%, (1 mo. EURIBOR + 2.75%), 1/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26250 | &nbsp;&nbsp;&nbsp;&nbsp; 27868829 |
| INEOS Styrolution US Holding, LLC, Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 1/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12675 | &nbsp;&nbsp;&nbsp;&nbsp; 12670977 |
| INEOS US Finance, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.177%, (1 mo. EURIBOR + 3.00%), 11/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7846 | &nbsp;&nbsp;&nbsp;&nbsp; 8418804 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.161%, (SOFR + 2.50%), 11/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6819 | &nbsp;&nbsp;&nbsp;&nbsp; 6812265 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.411%, (SOFR + 3.75%), 11/8/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp; 3441171 |
| Kraton Corporation, Term Loan, 8.04%, (SOFR + 3.25%), 3/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6178 | &nbsp;&nbsp;&nbsp;&nbsp; 6167500 |
| Kraton Polymers Holdings B.V., Term Loan, 5.313%, (3 mo. EURIBOR + 3.25%), 3/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp; 4947825 |
| Lonza Group AG: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 7/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp; 17174012 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 7/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23102 | &nbsp;&nbsp;&nbsp;&nbsp; 22258752 |
| LSF11 Skyscraper Holdco S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.702%, (3 mo. EURIBOR + 3.50%), 9/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13775 | &nbsp;&nbsp;&nbsp;&nbsp; 14933384 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 9/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5576 | &nbsp;&nbsp;&nbsp;&nbsp; 5548547 |
| Messer Industries GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.702%, (3 mo. EURIBOR + 2.50%), 3/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;&nbsp; 2165920 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.23%, (3 mo. USD LIBOR + 2.50%), 3/2/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 | &nbsp;&nbsp;&nbsp;&nbsp; 4562992 |
| Momentive Performance Materials, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 5/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp; 1111072 |
| Olympus Water US Holding Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.50%, (3 mo. USD LIBOR + 3.75%), 11/9/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4472 | &nbsp;&nbsp;&nbsp;&nbsp; 4391518 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.18%, (SOFR + 4.50%), 11/9/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 | &nbsp;&nbsp;&nbsp;&nbsp; 5835987 |
| Orion Engineered Carbons GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.702%, (3 mo. EURIBOR + 2.50%), 9/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1326663 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.98%, (3 mo. USD LIBOR + 2.25%), 9/24/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4888 | &nbsp;&nbsp;&nbsp;&nbsp; 4810731 |
| PQ Corporation, Term Loan, 7.325%, (3 mo. USD LIBOR + 2.50%), 6/9/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25398 | &nbsp;&nbsp;&nbsp;&nbsp; 25403568 |
| Rohm Holding GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.44%, (3 mo. EURIBOR + 4.25%), 7/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp; 2209905 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.125%, (3 mo. USD LIBOR + 5.00%), 7/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19484 | &nbsp;&nbsp;&nbsp;&nbsp; 17194402 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Chemicals (continued) | Chemicals (continued) | Chemicals (continued) | Chemicals (continued) |
| Spectrum Holdings III Corp., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 1/31/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5516 | &nbsp;&nbsp;$5108022 |
| Tronox Finance, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.032%, (USD LIBOR + 2.25%), 3/10/28<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12836 | &nbsp;&nbsp;&nbsp;&nbsp; 12742553 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.83%, (SOFR + 3.25%), 4/4/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp; 3940256 |
| W.R. Grace & Co.-Conn., Term Loan, 8.50%, (3 mo. USD LIBOR + 3.75%), 9/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17028 | &nbsp;&nbsp;&nbsp;&nbsp; 16985430 |
|  |  |  | &nbsp;&nbsp;**$344800147** |
| Commercial Services & Supplies — 2.0% | Commercial Services & Supplies — 2.0% | Commercial Services & Supplies — 2.0% | Commercial Services & Supplies — 2.0% |
| Allied Universal Holdco, LLC, Term Loan, 5.88%, (1 mo. EURIBOR + 3.75%), 5/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9479 | &nbsp;&nbsp;$9895820 |
| Asplundh Tree Expert, LLC, Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 9/7/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10215 | &nbsp;&nbsp;&nbsp;&nbsp; 10223088 |
| Belfor Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 4/6/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279 | &nbsp;&nbsp;&nbsp;&nbsp; 2282516 |
| &nbsp;&nbsp;&nbsp;Term Loan, 4/6/26<sup>(9)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp; 4589207 |
| Clean Harbors, Inc., Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 10/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp; 4718829 |
| Covanta Holding Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.061%, (SOFR + 2.50%), 11/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp;&nbsp;&nbsp; 2242888 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.061%, (SOFR + 2.50%), 11/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp; 169276 |
| EnergySolutions, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 5/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18129 | &nbsp;&nbsp;&nbsp;&nbsp; 17451797 |
| GFL Environmental, Inc., Term Loan, 7.661%, (SOFR + 3.00%), 5/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7628 | &nbsp;&nbsp;&nbsp;&nbsp; 7645125 |
| Harsco Corporation, Term Loan, 6.926%, (SOFR + 2.25%), 3/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3817 | &nbsp;&nbsp;&nbsp;&nbsp; 3664704 |
| LABL, Inc., Term Loan, 9.57%, (1 mo. USD LIBOR + 5.00%), 10/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp; 9202851 |
| Monitronics International, Inc., Term Loan, 12.325%, (3 mo. USD LIBOR + 6.50%), 3/29/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14972 | &nbsp;&nbsp;&nbsp;&nbsp; 9836930 |
| Phoenix Services International, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;DIP Loan, 13.784%, (SOFR + 12.00%), 3/28/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp; 1636179 |
| &nbsp;&nbsp;&nbsp;DIP Loan, 16.553%, (SOFR + 12.00%), 9/29/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp; 3034629 |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 3/1/25<sup>(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11702 | &nbsp;&nbsp;&nbsp;&nbsp; 1448150 |
| Prime Security Services Borrower, LLC, Term Loan, 7.517%, (3 mo. USD LIBOR + 2.75%), 9/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17849 | &nbsp;&nbsp;&nbsp;&nbsp; 17862629 |
| SITEL Group, Term Loan, 5.88%, (1 mo. EURIBOR + 3.75%), 8/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp; 7602658 |
| SITEL Worldwide Corporation, Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 8/28/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13512 | &nbsp;&nbsp;&nbsp;&nbsp; 13531344 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) |
| Tempo Acquisition, LLC, Term Loan, 7.561%, (SOFR + 3.00%), 8/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4231 | &nbsp;&nbsp;$4241416 |
| TruGreen Limited Partnership, Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 11/2/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4974 | &nbsp;&nbsp;&nbsp;&nbsp; 4619138 |
|  |  |  | &nbsp;&nbsp;**$135899174** |
| Communications Equipment — 0.3% | Communications Equipment — 0.3% | Communications Equipment — 0.3% | Communications Equipment — 0.3% |
| CommScope, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 4/6/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16263 | &nbsp;&nbsp;$15968079 |
| Digi International, Inc., Term Loan, 9.57%, (1 mo. USD LIBOR + 5.00%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5228 | &nbsp;&nbsp;&nbsp;&nbsp; 5221768 |
|  |  |  | &nbsp;&nbsp;**$21189847** |
| Construction Materials — 0.2% | Construction Materials — 0.2% | Construction Materials — 0.2% | Construction Materials — 0.2% |
| Quikrete Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.195%, (1 mo. USD LIBOR + 2.63%), 2/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4779 | &nbsp;&nbsp;$4760232 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 3/18/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11389 | &nbsp;&nbsp;&nbsp;&nbsp; 11364811 |
|  |  |  | &nbsp;&nbsp;**$16125043** |
| Containers & Packaging — 1.8% | Containers & Packaging — 1.8% | Containers & Packaging — 1.8% | Containers & Packaging — 1.8% |
| Berlin Packaging, LLC, Term Loan, 8.139%, (USD LIBOR + 3.75%), 3/11/28<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9755 | &nbsp;&nbsp;$9639071 |
| BWAY Holding Company, Term Loan, 7.619%, (1 mo. USD LIBOR + 3.25%), 4/3/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10899 | &nbsp;&nbsp;&nbsp;&nbsp; 10842947 |
| Clydesdale Acquisition Holdings, Inc., Term Loan, 8.836%, (SOFR + 4.18%), 4/13/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11791 | &nbsp;&nbsp;&nbsp;&nbsp; 11601414 |
| Kouti B.V., Term Loan, 5.129%, (3 mo. EURIBOR + 3.18%), 8/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32750 | &nbsp;&nbsp;&nbsp;&nbsp; 34233412 |
| Pregis TopCo Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 7/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp;&nbsp;&nbsp; 1612402 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.426%, (SOFR + 3.75%), 7/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352 | &nbsp;&nbsp;&nbsp;&nbsp; 2328486 |
| Pretium PKG Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.775%, (3 mo. USD LIBOR + 4.00%), 10/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7796 | &nbsp;&nbsp;&nbsp;&nbsp; 6876293 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.512%, (3 mo. USD LIBOR + 6.75%), 10/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp; 4634965 |
| Proampac PG Borrower, LLC, Term Loan, 8.577%, (USD LIBOR + 2.75%), 11/3/25<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20967 | &nbsp;&nbsp;&nbsp;&nbsp; 20547791 |
| Trident TPI Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 10/17/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10361 | &nbsp;&nbsp;&nbsp;&nbsp; 10343974 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.726%, (3 mo. USD LIBOR + 4.00%), 9/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp; 6435992 |
|  |  |  | &nbsp;&nbsp;**$119096747** |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Distributors — 0.3% | Distributors — 0.3% | Distributors — 0.3% | Distributors — 0.3% |
| Autokiniton US Holdings, Inc., Term Loan, 8.959%, (1 mo. USD LIBOR + 4.50%), 4/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22460 | &nbsp;&nbsp;$22375385 |
| Phillips Feed Service, Inc., Term Loan, 11.508%, (1 mo. USD LIBOR + 7.00%), 11/13/24<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp; 433691 |
|  |  |  | &nbsp;&nbsp;**$22809076** |
| Diversified Consumer Services — 0.9% | Diversified Consumer Services — 0.9% | Diversified Consumer Services — 0.9% | Diversified Consumer Services — 0.9% |
| Ascend Learning, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 12/11/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12567 | &nbsp;&nbsp;$12006962 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.32%, (1 mo. USD LIBOR + 5.75%), 12/10/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243 | &nbsp;&nbsp;&nbsp;&nbsp; 4630508 |
| FrontDoor, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 6/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp; 959975 |
| KUEHG Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 2/21/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35041 | &nbsp;&nbsp;&nbsp;&nbsp; 34162468 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.98%, (3 mo. USD LIBOR + 8.25%), 8/22/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp; 3904359 |
| Sotheby's, Term Loan, 9.33%, (3 mo. USD LIBOR + 4.50%), 1/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5426 | &nbsp;&nbsp;&nbsp;&nbsp; 5422334 |
|  |  |  | &nbsp;&nbsp;**$61086606** |
| Diversified Financial Services — 0.5% | Diversified Financial Services — 0.5% | Diversified Financial Services — 0.5% | Diversified Financial Services — 0.5% |
| Concorde Midco, Ltd., Term Loan, 6.132%, (3 mo. EURIBOR + 4.00%), 3/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7480 | &nbsp;&nbsp;$7806609 |
| Sandy BidCo B.V., Term Loan, 6.038%, (6 mo. EURIBOR + 4.00%), 8/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12433 | &nbsp;&nbsp;&nbsp;&nbsp; 13157921 |
| Zephyr Bidco Limited: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.74%, (1 mo. EURIBOR + 3.75%), 7/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp; 5025896 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.208%, (SONIA + 4.75%), 7/23/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp; 9479264 |
|  |  |  | &nbsp;&nbsp;**$35469690** |
| Diversified Telecommunication Services — 4.8% | Diversified Telecommunication Services — 4.8% | Diversified Telecommunication Services — 4.8% | Diversified Telecommunication Services — 4.8% |
| Altice France S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.517%, (3 mo. USD LIBOR + 3.69%), 1/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8063 | &nbsp;&nbsp;$7790453 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.65%, (3 mo. USD LIBOR + 4.00%), 8/14/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp; 1073954 |
| CenturyLink, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 3/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28930 | &nbsp;&nbsp;&nbsp;&nbsp; 27995242 |
| GEE Holdings 2, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.729%, (3 mo. USD LIBOR + 8.00%), 3/24/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9869 | &nbsp;&nbsp;&nbsp;&nbsp; 9905850 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.979%, (3 mo. USD LIBOR + 8.25%), 6.229% cash, 6.75% PIK, 3/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7481 | &nbsp;&nbsp;&nbsp;&nbsp; 5635483 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Telecommunication Services (continued) | Diversified Telecommunication Services (continued) | Diversified Telecommunication Services (continued) | Diversified Telecommunication Services (continued) |
| LCPR Loan Financing, LLC, Term Loan, 8.209%, (1 mo. USD LIBOR + 3.75%), 10/16/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;$1800900 |
| Numericable Group S.A., Term Loan, 7.575%, (3 mo. USD LIBOR + 2.75%), 7/31/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17068 | &nbsp;&nbsp;&nbsp;&nbsp; 16936710 |
| Telenet Financing USD, LLC, Term Loan, 6.459%, (1 mo. USD LIBOR + 2.00%), 4/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38225 | &nbsp;&nbsp;&nbsp;&nbsp; 37947869 |
| Telenet International Finance S.a.r.l., Term Loan, 4.168%, (1 mo. EURIBOR + 2.25%), 4/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp; 6850664 |
| UPC Broadband Holding B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.418%, (1 mo. EURIBOR + 2.50%), 4/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp; 6009957 |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.843%, (1 mo. EURIBOR + 2.93%), 1/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15150 | &nbsp;&nbsp;&nbsp;&nbsp; 16158939 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.709%, (1 mo. USD LIBOR + 2.25%), 4/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp; 7077797 |
| UPC Financing Partnership, Term Loan, 7.384%, (1 mo. USD LIBOR + 2.93%), 1/31/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31475 | &nbsp;&nbsp;&nbsp;&nbsp; 31475000 |
| Virgin Media Bristol, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.959%, (1 mo. USD LIBOR + 2.50%), 1/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44255 | &nbsp;&nbsp;&nbsp;&nbsp; 44089450 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.709%, (1 mo. USD LIBOR + 3.25%), 1/31/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 500982 |
| Virgin Media Ireland Limited, Term Loan, 5.381%, (1 mo. EURIBOR + 3.46%), 7/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13328911 |
| Virgin Media SFA Finance Limited: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.418%, (1 mo. EURIBOR + 2.50%), 1/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp; 14510407 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.71%, (SONIA + 3.25%), 1/15/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11825 | &nbsp;&nbsp;&nbsp;&nbsp; 13860457 |
| Zayo Group Holdings, Inc., Term Loan, 5.38%, (1 mo. EURIBOR + 3.25%), 3/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4449 | &nbsp;&nbsp;&nbsp;&nbsp; 4008611 |
| Ziggo B.V., Term Loan, 3.764%, (6 mo. EURIBOR + 3.00%), 1/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp; 27353769 |
| Ziggo Financing Partnership, Term Loan, 6.959%, (1 mo. USD LIBOR + 2.50%), 4/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28534 | &nbsp;&nbsp;&nbsp;&nbsp; 28351302 |
|  |  |  | &nbsp;&nbsp;**$322662707** |
| Electrical Equipment — 0.0%<sup>(3)</sup> | Electrical Equipment — 0.0%<sup>(3)</sup> | Electrical Equipment — 0.0%<sup>(3)</sup> | Electrical Equipment — 0.0%<sup>(3)</sup> |
| AZZ, Inc., Term Loan, 8.911%, (SOFR + 4.25%), 5/13/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;$2185882 |
|  |  |  | &nbsp;&nbsp;**$2185882** |
| Electronic Equipment, Instruments & Components — 1.1% | Electronic Equipment, Instruments & Components — 1.1% | Electronic Equipment, Instruments & Components — 1.1% | Electronic Equipment, Instruments & Components — 1.1% |
| Creation Technologies, Inc., Term Loan, 10.282%, (3 mo. USD LIBOR + 5.50%), 10/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14530 | &nbsp;&nbsp;$12205463 |
| II-VI Incorporated, Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 7/2/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp; 1579279 |
| Ingram Micro, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 6/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047 | &nbsp;&nbsp;&nbsp;&nbsp; 6039037 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) |
| Minimax Viking GmbH, Term Loan, 4.88%, (1 mo. EURIBOR + 2.75%), 7/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 | &nbsp;&nbsp;$2052946 |
| Mirion Technologies, Inc., Term Loan, 7.48%, (6 mo. USD LIBOR + 2.75%), 10/20/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp; 2773953 |
| Robertshaw US Holding Corp., Term Loan, 8.25%, (1 mo. USD LIBOR + 3.50%), 2/28/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20652 | &nbsp;&nbsp;&nbsp;&nbsp; 13462333 |
| Verifone Systems, Inc., Term Loan, 8.359%, (3 mo. USD LIBOR + 4.00%), 8/20/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19566 | &nbsp;&nbsp;&nbsp;&nbsp; 18485542 |
| Verisure Holding AB: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.378%, (3 mo. EURIBOR + 3.25%), 3/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp; 12001999 |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.643%, (3 mo. EURIBOR + 3.25%), 7/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5155570 |
|  |  |  | &nbsp;&nbsp;**$73756122** |
| Energy Equipment & Services — 0.3% | Energy Equipment & Services — 0.3% | Energy Equipment & Services — 0.3% | Energy Equipment & Services — 0.3% |
| Ameriforge Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 15.838%, (1 mo. USD LIBOR + 13.00%), 2/1/26<sup>(11)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174 | &nbsp;&nbsp;$1078898 |
| &nbsp;&nbsp;&nbsp;Term Loan, 17.73%, (3 mo. USD LIBOR + 13.00%), 12.73% cash, 5.00% PIK, 2/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17059 | &nbsp;&nbsp;&nbsp;&nbsp; 8465329 |
| Lealand Finance Company B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Letter of Credit, 4.318%, 6/28/24<sup>(11)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 8200000 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 5.57% cash, 3.00% PIK, 6/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3358 | &nbsp;&nbsp;&nbsp;&nbsp; 1859250 |
|  |  |  | &nbsp;&nbsp;**$19603477** |
| Engineering & Construction — 1.3% | Engineering & Construction — 1.3% | Engineering & Construction — 1.3% | Engineering & Construction — 1.3% |
| Aegion Corporation, Term Loan, 9.32%, (1 mo. USD LIBOR + 4.75%), 5/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17810 | &nbsp;&nbsp;$17064668 |
| Amentum Government Services Holdings, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.124%, (SOFR + 4.00%), 2/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8781 | &nbsp;&nbsp;&nbsp;&nbsp; 8715018 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.47%, (USD LIBOR + 4.00%), 1/29/27<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp; 5462702 |
| American Residential Services, LLC, Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8511 | &nbsp;&nbsp;&nbsp;&nbsp; 8510533 |
| APi Group DE, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 10/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12254 | &nbsp;&nbsp;&nbsp;&nbsp; 12269117 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.297%, (1 mo. USD LIBOR + 2.75%), 1/3/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp; 6827259 |
| Centuri Group, Inc., Term Loan, 7.223%, (USD LIBOR + 2.50%), 8/27/28<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9222 | &nbsp;&nbsp;&nbsp;&nbsp; 9190755 |
| Northstar Group Services, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.176%, (1 mo. USD LIBOR + 5.50%), 11/12/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13227 | &nbsp;&nbsp;&nbsp;&nbsp; 13039524 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11/12/26<sup>(9)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1950000 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Engineering & Construction (continued) | Engineering & Construction (continued) | Engineering & Construction (continued) | Engineering & Construction (continued) |
| USIC Holdings, Inc., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 5/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7843 | &nbsp;&nbsp;$7619931 |
|  |  |  | &nbsp;&nbsp;**$90649507** |
| Entertainment — 1.5% | Entertainment — 1.5% | Entertainment — 1.5% | Entertainment — 1.5% |
| AMC Entertainment Holdings, Inc., Term Loan, 7.43%, (1 mo. USD LIBOR + 3.00%), 4/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21307 | &nbsp;&nbsp;$12635818 |
| City Football Group Limited, Term Loan, 7.508%, (1 mo. USD LIBOR + 3.00%), 7/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15593 | &nbsp;&nbsp;&nbsp;&nbsp; 15163706 |
| Crown Finance US, Inc., DIP Loan, 14.621%, (SOFR + 10.00%), 9/7/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11354 | &nbsp;&nbsp;&nbsp;&nbsp; 11490645 |
| Formula One Holdings Limited., Term Loan, 7.811%, (SOFR + 3.25%), 1/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2511607 |
| Playtika Holding Corp., Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 3/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29990 | &nbsp;&nbsp;&nbsp;&nbsp; 29781378 |
| Renaissance Holding Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 5/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6966 | &nbsp;&nbsp;&nbsp;&nbsp; 6839991 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.897%, (SOFR + 4.50%), 3/30/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp; 2753496 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.57%, (1 mo. USD LIBOR + 7.00%), 5/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp; 3045355 |
| UFC Holdings, LLC, Term Loan, 7.57%, (3 mo. USD LIBOR + 2.75%), 4/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17825 | &nbsp;&nbsp;&nbsp;&nbsp; 17755426 |
| Vue International Bidco PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.766%, (3 mo. EURIBOR + 8.00%), 6/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp; 381785 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.346%, (3 mo. EURIBOR + 8.00%), 4.346% cash, 6.00% PIK, 12/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2564 | &nbsp;&nbsp;&nbsp;&nbsp; 1905242 |
|  |  |  | &nbsp;&nbsp;**$104264449** |
| Equity Real Estate Investment Trusts (REITs) — 0.1% | Equity Real Estate Investment Trusts (REITs) — 0.1% | Equity Real Estate Investment Trusts (REITs) — 0.1% | Equity Real Estate Investment Trusts (REITs) — 0.1% |
| Iron Mountain, Inc., Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 1/2/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;$9013656 |
|  |  |  | &nbsp;&nbsp;**$9013656** |
| Food Products — 1.4% | Food Products — 1.4% | Food Products — 1.4% | Food Products — 1.4% |
| 8th Avenue Food & Provisions, Inc., Term Loan, 9.32%, (1 mo. USD LIBOR + 4.75%), 10/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7308 | &nbsp;&nbsp;$6412331 |
| Badger Buyer Corp., Term Loan, 8.047%, (1 mo. USD LIBOR + 3.50%), 9/30/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9568 | &nbsp;&nbsp;&nbsp;&nbsp; 7846086 |
| CHG PPC Parent, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.63%, (1 mo. EURIBOR + 3.50%), 3/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2116319 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.625%, (1 mo. USD LIBOR + 3.00%), 12/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp; 6254022 |
| Del Monte Foods, Inc., Term Loan, 8.862%, (SOFR + 4.25%), 5/16/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6608 | &nbsp;&nbsp;&nbsp;&nbsp; 6572296 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Food Products (continued) | Food Products (continued) | Food Products (continued) | Food Products (continued) |
| Froneri International, Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.067%, (6 mo. EURIBOR + 2.13%), 1/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;$1566177 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 1/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8774 | &nbsp;&nbsp;&nbsp;&nbsp; 8704482 |
| Monogram Food Solutions, LLC, Term Loan, 8.625%, (1 mo. USD LIBOR + 4.00%), 8/28/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6584 | &nbsp;&nbsp;&nbsp;&nbsp; 6385995 |
| Nomad Foods Europe Midco Limited, Term Loan, 8.225%, (SOFR + 3.75%), 11/12/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14317 | &nbsp;&nbsp;&nbsp;&nbsp; 14382612 |
| Sovos Brands Intermediate, Inc., Term Loan, 8.325%, (3 mo. USD LIBOR + 3.50%), 6/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9191 | &nbsp;&nbsp;&nbsp;&nbsp; 9064847 |
| United Petfood Group B.V., Term Loan, 5.501%, (3 mo. EURIBOR + 3.00%), 4/23/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp; 9431335 |
| Valeo F1 Company Limited (Ireland): |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.16%, (3 mo. EURIBOR + 4.00%), 9/29/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp; 8952687 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.188%, (SONIA + 5.00%), 6/28/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5587274 |
|  |  |  | &nbsp;&nbsp;**$93276463** |
| Gas Utilities — 0.4% | Gas Utilities — 0.4% | Gas Utilities — 0.4% | Gas Utilities — 0.4% |
| CQP Holdco, L.P., Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 6/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25020 | &nbsp;&nbsp;$25087158 |
|  |  |  | &nbsp;&nbsp;**$25087158** |
| Health Care Equipment & Supplies — 1.3% | Health Care Equipment & Supplies — 1.3% | Health Care Equipment & Supplies — 1.3% | Health Care Equipment & Supplies — 1.3% |
| Artivion, Inc., Term Loan, 8.342%, (SOFR + 3.50%), 6/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6558 | &nbsp;&nbsp;$6216214 |
| Bayou Intermediate II, LLC, Term Loan, 8.96%, (3 mo. USD LIBOR + 4.50%), 8/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10618 | &nbsp;&nbsp;&nbsp;&nbsp; 10325762 |
| Gloves Buyer, Inc., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 12/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18401 | &nbsp;&nbsp;&nbsp;&nbsp; 16882982 |
| ICU Medical, Inc., Term Loan, 7.221%, (SOFR + 2.25%), 1/8/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8039 | &nbsp;&nbsp;&nbsp;&nbsp; 8014127 |
| Journey Personal Care Corp., Term Loan, 8.98%, (3 mo. USD LIBOR + 4.25%), 3/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30882 | &nbsp;&nbsp;&nbsp;&nbsp; 23058719 |
| Medline Borrower, L.P.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.63%, (1 mo. EURIBOR + 3.50%), 10/23/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1056348 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 10/23/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23879 | &nbsp;&nbsp;&nbsp;&nbsp; 23239074 |
|  |  |  | &nbsp;&nbsp;**$88793226** |
| Health Care Providers & Services — 6.3% | Health Care Providers & Services — 6.3% | Health Care Providers & Services — 6.3% | Health Care Providers & Services — 6.3% |
| AEA International Holdings (Lux) S.a.r.l., Term Loan, 8.50%, (3 mo. USD LIBOR + 3.75%), 9/7/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17473 | &nbsp;&nbsp;$17451597 |
| Biogroup-LCD, Term Loan, 4.742%, (3 mo. EURIBOR + 3.00%), 2/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11070843 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) |
| BW NHHC Holdco, Inc., Term Loan - Second Lien, 12.508%, (SOFR + 8.00%), 1/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14693 | &nbsp;&nbsp;$9623797 |
| CAB, Term Loan, 4.992%, (3 mo. EURIBOR + 3.25%), 2/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp; 8027416 |
| Cano Health, LLC, Term Loan, 8.661%, (SOFR + 4.00%), 11/23/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7667 | &nbsp;&nbsp;&nbsp;&nbsp; 5980192 |
| CCRR Parent, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 3/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp; 5130344 |
| Cerba Healthcare S.A.S.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.38%, (1 mo. EURIBOR + 3.25%), 6/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp; 21293658 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.13%, (1 mo. EURIBOR + 4.00%), 2/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp; 8946296 |
| CHG Healthcare Services, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 9/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9221 | &nbsp;&nbsp;&nbsp;&nbsp; 9172675 |
| Covis Finco S.a.r.l., Term Loan, 10.80%, (SOFR + 6.50%), 2/18/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13619 | &nbsp;&nbsp;&nbsp;&nbsp; 7558753 |
| Dedalus Finance GmbH, Term Loan, 5.782%, (6 mo. EURIBOR + 3.75%), 7/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20150 | &nbsp;&nbsp;&nbsp;&nbsp; 19770236 |
| Electron BidCo, Inc., Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 | &nbsp;&nbsp;&nbsp;&nbsp; 2658819 |
| Elsan S.A.S., Term Loan, 5.431%, (3 mo. EURIBOR + 3.35%), 6/16/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp; 4376355 |
| Ensemble RCM, LLC, Term Loan, 8.526%, (SOFR + 3.75%), 8/3/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18654 | &nbsp;&nbsp;&nbsp;&nbsp; 18683553 |
| Envision Healthcare Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.605%, (SOFR + 7.88%), 3/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735 | &nbsp;&nbsp;&nbsp;&nbsp; 6044728 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 8.83%, (SOFR + 4.25%), 3/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47258 | &nbsp;&nbsp;&nbsp;&nbsp; 19139485 |
| IVC Acquisition, Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.044%, (6 mo. EURIBOR + 3.75%), 2/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp; 9971299 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.294%, (6 mo. EURIBOR + 4.00%), 2/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20825 | &nbsp;&nbsp;&nbsp;&nbsp; 21445650 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.703%, (SONIA + 4.50%), 2/13/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp; 1203878 |
| Medical Solutions Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15289 | &nbsp;&nbsp;&nbsp;&nbsp; 14818768 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.57%, (1 mo. USD LIBOR + 7.00%), 11/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp; 8763750 |
| Mehilainen Yhtiot Oy, Term Loan, 5.727%, (3 mo. EURIBOR + 3.53%), 8/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp; 6811985 |
| Midwest Physician Administrative Services, LLC, Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 3/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10107 | &nbsp;&nbsp;&nbsp;&nbsp; 9630667 |
| National Mentor Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.408%, (USD LIBOR + 3.75%), 3/2/28<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20730 | &nbsp;&nbsp;&nbsp;&nbsp; 15236478 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 3/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 | &nbsp;&nbsp;&nbsp;&nbsp; 423376 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) |
| National Mentor Holdings, Inc.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.98%, (3 mo. USD LIBOR + 7.25%), 3/2/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;$4257313 |
| Option Care Health, Inc., Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 10/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp; 3064895 |
| Pearl Intermediate Parent, LLC, Term Loan - Second Lien, 10.82%, (1 mo. USD LIBOR + 6.25%), 2/13/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp; 2324741 |
| Pediatric Associates Holding Company, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.214%, (1 mo. USD LIBOR + 3.25%), 12/29/28<sup>(11)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp; 188174 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 12/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1237269 |
| PetVet Care Centers, LLC, Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 2/14/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7857 | &nbsp;&nbsp;&nbsp;&nbsp; 7477790 |
| Phoenix Guarantor, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 3/5/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24241 | &nbsp;&nbsp;&nbsp;&nbsp; 23934197 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 3/5/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4468 | &nbsp;&nbsp;&nbsp;&nbsp; 4411459 |
| Radiology Partners, Inc., Term Loan, 8.797%, (1 mo. USD LIBOR + 4.25%), 7/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21715 | &nbsp;&nbsp;&nbsp;&nbsp; 18869755 |
| Ramsay Generale de Sante S.A., Term Loan, 5.443%, (3 mo. EURIBOR + 3.05%), 4/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp; 10645065 |
| Select Medical Corporation, Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 3/6/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58958 | &nbsp;&nbsp;&nbsp;&nbsp; 58746008 |
| Sound Inpatient Physicians, Term Loan, 7.825%, (3 mo. USD LIBOR + 3.00%), 6/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 | &nbsp;&nbsp;&nbsp;&nbsp; 2146876 |
| Synlab Bondco PLC, Term Loan, 5.193%, (6 mo. EURIBOR + 2.50%), 7/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2784192 |
| TTF Holdings, LLC, Term Loan, 8.625%, (1 mo. USD LIBOR + 4.00%), 3/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5644 | &nbsp;&nbsp;&nbsp;&nbsp; 5637267 |
| U.S. Anesthesia Partners, Inc., Term Loan, 8.619%, (1 mo. USD LIBOR + 4.25%), 10/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16426 | &nbsp;&nbsp;&nbsp;&nbsp; 15727668 |
|  |  |  | &nbsp;&nbsp;**$424687267** |
| Health Care Technology — 1.8% | Health Care Technology — 1.8% | Health Care Technology — 1.8% | Health Care Technology — 1.8% |
| athenahealth, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 3.50%, 2/15/29<sup>(11)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;$297619 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.012%, (SOFR + 3.50%), 2/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 | &nbsp;&nbsp;&nbsp;&nbsp; 2428770 |
| Bracket Intermediate Holding Corp., Term Loan, 9.038%, (3 mo. USD LIBOR + 4.25%), 9/5/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp; 5797941 |
| Certara, L.P., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 8/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9354 | &nbsp;&nbsp;&nbsp;&nbsp; 9307349 |
| eResearchTechnology, Inc., Term Loan, 9.07%, (1 mo. USD LIBOR + 4.50%), 2/4/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9636 | &nbsp;&nbsp;&nbsp;&nbsp; 9036078 |
| GHX Ultimate Parent Corporation, Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 6/28/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351 | &nbsp;&nbsp;&nbsp;&nbsp; 3334362 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Health Care Technology (continued) | Health Care Technology (continued) | Health Care Technology (continued) | Health Care Technology (continued) |
| Imprivata, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15313 | &nbsp;&nbsp;$15045415 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.811%, (SOFR + 4.25%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607 | &nbsp;&nbsp;&nbsp;&nbsp; 3552772 |
| MedAssets Software Intermediate Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 12/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17667 | &nbsp;&nbsp;&nbsp;&nbsp; 16120681 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.32%, (1 mo. USD LIBOR + 6.75%), 12/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp; 6448750 |
| Navicure, Inc., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 10/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10106 | &nbsp;&nbsp;&nbsp;&nbsp; 10061290 |
| PointClickCare Technologies, Inc., Term Loan, 7.75%, (6 mo. USD LIBOR + 3.00%), 12/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5109 | &nbsp;&nbsp;&nbsp;&nbsp; 5089841 |
| Symplr Software, Inc., Term Loan, 9.276%, (SOFR + 4.50%), 12/22/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9167 | &nbsp;&nbsp;&nbsp;&nbsp; 7983796 |
| Verscend Holding Corp., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 8/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24031 | &nbsp;&nbsp;&nbsp;&nbsp; 24033223 |
|  |  |  | &nbsp;&nbsp;**$118537887** |
| Hotels, Restaurants & Leisure — 4.5% | Hotels, Restaurants & Leisure — 4.5% | Hotels, Restaurants & Leisure — 4.5% | Hotels, Restaurants & Leisure — 4.5% |
| 1011778 B.C. Unlimited Liability Company, Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 11/19/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28896 | &nbsp;&nbsp;$28639080 |
| Bally's Corporation, Term Loan, 7.709%, (1 mo. USD LIBOR + 3.25%), 10/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12370 | &nbsp;&nbsp;&nbsp;&nbsp; 11917403 |
| Carnival Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.88%, (1 mo. EURIBOR + 3.75%), 6/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9620 | &nbsp;&nbsp;&nbsp;&nbsp; 10301819 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 6/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 | &nbsp;&nbsp;&nbsp;&nbsp; 4047042 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 10/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40293 | &nbsp;&nbsp;&nbsp;&nbsp; 39419972 |
| Churchill Downs Incorporated, Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 12/27/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp; 3327909 |
| ClubCorp Holdings, Inc., Term Loan, 7.48%, (3 mo. USD LIBOR + 2.75%), 9/18/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23573 | &nbsp;&nbsp;&nbsp;&nbsp; 21870603 |
| Fertitta Entertainment, LLC, Term Loan, 8.561%, (SOFR + 4.00%), 1/27/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29853 | &nbsp;&nbsp;&nbsp;&nbsp; 29543038 |
| Great Canadian Gaming Corporation, Term Loan, 8.753%, (3 mo. USD LIBOR + 4.00%), 11/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297 | &nbsp;&nbsp;&nbsp;&nbsp; 4277822 |
| GVC Holdings (Gibraltar) Limited, Term Loan, 5.942%, (3 mo. EURIBOR + 3.75%), 6/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20792 | &nbsp;&nbsp;&nbsp;&nbsp; 22490874 |
| Hilton Grand Vacations Borrower, LLC, Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 8/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9974 | &nbsp;&nbsp;&nbsp;&nbsp; 9988292 |
| Oravel Stays Singapore Pte., Ltd., Term Loan, 12.98%, (3 mo. USD LIBOR + 8.25%), 6/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5959 | &nbsp;&nbsp;&nbsp;&nbsp; 5307457 |
| Playa Resorts Holding B.V., Term Loan, 8.728%, (SOFR + 4.25%), 1/5/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21024 | &nbsp;&nbsp;&nbsp;&nbsp; 20911531 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) |
| Scientific Games Holdings, L.P., Term Loan, 6.172%, (3 mo. EURIBOR + 4.00%), 4/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$1062418 |
| Scientific Games International, Inc., Term Loan, 7.578%, (SOFR + 3.00%), 4/14/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10448 | &nbsp;&nbsp;&nbsp;&nbsp; 10456203 |
| SeaWorld Parks & Entertainment, Inc., Term Loan, 7.625%, (1 mo. USD LIBOR + 3.00%), 8/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15998 | &nbsp;&nbsp;&nbsp;&nbsp; 15982993 |
| Stars Group Holdings B.V. (The): |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.702%, (3 mo. EURIBOR + 2.50%), 7/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12305 | &nbsp;&nbsp;&nbsp;&nbsp; 13244006 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.98%, (3 mo. USD LIBOR + 2.25%), 7/21/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34083 | &nbsp;&nbsp;&nbsp;&nbsp; 34082612 |
| Travel Leaders Group, LLC, Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 1/25/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19712 | &nbsp;&nbsp;&nbsp;&nbsp; 18341236 |
|  |  |  | &nbsp;&nbsp;**$305212310** |
| Household Durables — 1.5% | Household Durables — 1.5% | Household Durables — 1.5% | Household Durables — 1.5% |
| ACProducts, Inc., Term Loan, 8.98%, (USD LIBOR + 4.25%), 5/17/28<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20533 | &nbsp;&nbsp;$16676908 |
| Libbey Glass, Inc., Term Loan, 12.951%, (SOFR + 8.50%), 11/22/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19350 | &nbsp;&nbsp;&nbsp;&nbsp; 18092357 |
| Serta Simmons Bedding, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.269%, (3 mo. USD LIBOR + 7.50%), 8/10/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13843 | &nbsp;&nbsp;&nbsp;&nbsp; 13721923 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.269%, (3 mo. USD LIBOR + 7.50%), 8/10/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45758 | &nbsp;&nbsp;&nbsp;&nbsp; 26634857 |
| Solis IV B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.898%, (3 mo. EURIBOR + 4.00%), 2/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp; 4601839 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.859%, (SOFR + 3.50%), 2/26/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18104 | &nbsp;&nbsp;&nbsp;&nbsp; 16700722 |
| Spectrum Brands, Inc., Term Loan, 6.667%, (USD LIBOR + 2.00%), 3/3/28<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp; 4907892 |
|  |  |  | &nbsp;&nbsp;**$101336498** |
| Household Products — 0.5% | Household Products — 0.5% | Household Products — 0.5% | Household Products — 0.5% |
| Energizer Holdings, Inc., Term Loan, 6.813%, (1 mo. USD LIBOR + 2.25%), 12/22/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp;$8416638 |
| Kronos Acquisition Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.485%, (3 mo. USD LIBOR + 3.75%), 12/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9883 | &nbsp;&nbsp;&nbsp;&nbsp; 9639899 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.509%, (SOFR + 6.00%), 12/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5693 | &nbsp;&nbsp;&nbsp;&nbsp; 5653364 |
| Nobel Bidco B.V., Term Loan, 5.942%, (6 mo. EURIBOR + 3.50%), 9/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;&nbsp;&nbsp; 10914989 |
|  |  |  | &nbsp;&nbsp;**$34624890** |
| Independent Power and Renewable Electricity Producers — 0.3% | Independent Power and Renewable Electricity Producers — 0.3% | Independent Power and Renewable Electricity Producers — 0.3% | Independent Power and Renewable Electricity Producers — 0.3% |
| Calpine Construction Finance Company, L.P., Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 1/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp;$10578184 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Independent Power and Renewable Electricity Producers (continued) | Independent Power and Renewable Electricity Producers (continued) | Independent Power and Renewable Electricity Producers (continued) | Independent Power and Renewable Electricity Producers (continued) |
| Calpine Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 4/5/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;$3195621 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 12/16/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp; 5170363 |
| Longview Power, LLC, Term Loan, 14.818%, (3 mo. USD LIBOR + 10.00%), 7/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp; 35366 |
|  |  |  | &nbsp;&nbsp;**$18979534** |
| Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% |
| Rain Carbon GmbH, Term Loan, 5.628%, (6 mo. EURIBOR + 2.75%), 1/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15875 | &nbsp;&nbsp;$16837608 |
|  |  |  | &nbsp;&nbsp;**$16837608** |
| Insurance — 2.1% | Insurance — 2.1% | Insurance — 2.1% | Insurance — 2.1% |
| Alliant Holdings Intermediate, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 5/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164 | &nbsp;&nbsp;$3165144 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 5/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5573 | &nbsp;&nbsp;&nbsp;&nbsp; 5574034 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.008%, (1 mo. USD LIBOR + 3.50%), 11/6/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14074 | &nbsp;&nbsp;&nbsp;&nbsp; 14074316 |
| AmWINS Group, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 2/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26018 | &nbsp;&nbsp;&nbsp;&nbsp; 25903880 |
| AssuredPartners, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.061%, (SOFR + 3.50%), 2/12/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp; 5283843 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 2/12/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10489 | &nbsp;&nbsp;&nbsp;&nbsp; 10405161 |
| Financiere CEP S.A.S., Term Loan, 5.952%, (3 mo. EURIBOR + 3.75%), 6/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242 | &nbsp;&nbsp;&nbsp;&nbsp; 5608040 |
| Hub International Limited: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.817%, (3 mo. USD LIBOR + 3.00%), 4/25/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15519 | &nbsp;&nbsp;&nbsp;&nbsp; 15521428 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.057%, (3 mo. USD LIBOR + 3.25%), 4/25/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6991 | &nbsp;&nbsp;&nbsp;&nbsp; 6995647 |
| NFP Corp., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 2/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32845 | &nbsp;&nbsp;&nbsp;&nbsp; 32290704 |
| Ryan Specialty Group, LLC, Term Loan, 7.661%, (SOFR + 3.00%), 9/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12590 | &nbsp;&nbsp;&nbsp;&nbsp; 12574475 |
| USI, Inc., Term Loan, 8.33%, (SOFR + 3.75%), 11/22/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729 | &nbsp;&nbsp;&nbsp;&nbsp; 3732198 |
|  |  |  | &nbsp;&nbsp;**$141128870** |
| Interactive Media & Services — 0.7% | Interactive Media & Services — 0.7% | Interactive Media & Services — 0.7% | Interactive Media & Services — 0.7% |
| Adevinta ASA: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.202%, (3 mo. EURIBOR + 3.00%), 6/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8126 | &nbsp;&nbsp;$8745663 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.48%, (3 mo. USD LIBOR + 2.75%), 6/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6378 | &nbsp;&nbsp;&nbsp;&nbsp; 6377875 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interactive Media & Services (continued) | Interactive Media & Services (continued) | Interactive Media & Services (continued) | Interactive Media & Services (continued) |
| Buzz Finco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 1/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;$2749944 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 1/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp; 549527 |
| Foundational Education Group, Inc., Term Loan, 8.592%, (SOFR + 3.75%), 8/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp; 3298403 |
| Getty Images, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.25%, (3 mo. EURIBOR + 5.00%), 2/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224 | &nbsp;&nbsp;&nbsp;&nbsp; 2400168 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.125%, (1 mo. USD LIBOR + 4.50%), 2/19/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16202 | &nbsp;&nbsp;&nbsp;&nbsp; 16234775 |
| Match Group, Inc., Term Loan, 6.488%, (3 mo. USD LIBOR + 1.75%), 2/13/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp; 7558281 |
|  |  |  | &nbsp;&nbsp;**$47914636** |
| Internet & Direct Marketing Retail — 0.3% | Internet & Direct Marketing Retail — 0.3% | Internet & Direct Marketing Retail — 0.3% | Internet & Direct Marketing Retail — 0.3% |
| Etraveli Holding AB, Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 8/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9472 | &nbsp;&nbsp;$10134491 |
| Hoya Midco, LLC, Term Loan, 7.926%, (SOFR + 3.25%), 2/3/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4882 | &nbsp;&nbsp;&nbsp;&nbsp; 4854372 |
| Speedster Bidco GmbH, Term Loan, 5.108%, (6 mo. EURIBOR + 3.25%), 3/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp; 2613326 |
|  |  |  | &nbsp;&nbsp;**$17602189** |
| IT Services — 5.3% | IT Services — 5.3% | IT Services — 5.3% | IT Services — 5.3% |
| Asurion, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 11/3/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7374 | &nbsp;&nbsp;$7307035 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 12/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5449 | &nbsp;&nbsp;&nbsp;&nbsp; 5208285 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 7/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11544 | &nbsp;&nbsp;&nbsp;&nbsp; 10913556 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.68%, (SOFR + 4.00%), 8/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21707 | &nbsp;&nbsp;&nbsp;&nbsp; 20596889 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.82%, (1 mo. USD LIBOR + 5.25%), 1/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14360 | &nbsp;&nbsp;&nbsp;&nbsp; 12066880 |
| Cyxtera DC Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (3 mo. USD LIBOR + 3.00%), 5/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45888 | &nbsp;&nbsp;&nbsp;&nbsp; 37585292 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.82%, (3 mo. USD LIBOR + 4.00%), 5/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13314 | &nbsp;&nbsp;&nbsp;&nbsp; 11006405 |
| Endure Digital, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31495 | &nbsp;&nbsp;&nbsp;&nbsp; 29802498 |
| Gainwell Acquisition Corp., Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 10/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72265 | &nbsp;&nbsp;&nbsp;&nbsp; 70729628 |
| Go Daddy Operating Company, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 8/10/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9872 | &nbsp;&nbsp;&nbsp;&nbsp; 9866939 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.811%, (SOFR + 3.25%), 11/9/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52866 | &nbsp;&nbsp;&nbsp;&nbsp; 53063917 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| IT Services (continued) | IT Services (continued) | IT Services (continued) | IT Services (continued) |
| Indy US Bidco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.88%, (1 mo. EURIBOR + 3.75%), 3/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476 | &nbsp;&nbsp;$6406898 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 3/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4404 | &nbsp;&nbsp;&nbsp;&nbsp; 3937629 |
| Informatica, LLC, Term Loan, 7.375%, (1 mo. USD LIBOR + 2.75%), 10/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34589 | &nbsp;&nbsp;&nbsp;&nbsp; 34577833 |
| NAB Holdings, LLC, Term Loan, 7.73%, (SOFR + 3.00%), 11/23/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18414 | &nbsp;&nbsp;&nbsp;&nbsp; 18333439 |
| Rackspace Technology Global, Inc., Term Loan, 7.38%, (3 mo. USD LIBOR + 2.75%), 2/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13589 | &nbsp;&nbsp;&nbsp;&nbsp; 8651581 |
| team.blue Finco S.a.r.l., Term Loan, 5.902%, (3 mo. EURIBOR + 3.70%), 3/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp;&nbsp;&nbsp; 12836872 |
| WEX, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 3/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp; 4368575 |
|  |  |  | &nbsp;&nbsp;**$357260151** |
| Leisure Products — 0.6% | Leisure Products — 0.6% | Leisure Products — 0.6% | Leisure Products — 0.6% |
| Accell Group N.V., Term Loan, 7.527%, (6 mo. EURIBOR + 4.50%), 6/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;$3621909 |
| Amer Sports Oyj, Term Loan, 6.992%, (6 mo. EURIBOR + 4.50%), 3/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20475 | &nbsp;&nbsp;&nbsp;&nbsp; 21466412 |
| Fender Musical Instruments Corporation, Term Loan, 8.578%, (SOFR + 4.00%), 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4299 | &nbsp;&nbsp;&nbsp;&nbsp; 3750898 |
| Hayward Industries, Inc., Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 5/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp;&nbsp;&nbsp; 12266496 |
| SRAM, LLC, Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 5/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202 | &nbsp;&nbsp;&nbsp;&nbsp; 2183816 |
|  |  |  | &nbsp;&nbsp;**$43289531** |
| Life Sciences Tools & Services — 2.7% | Life Sciences Tools & Services — 2.7% | Life Sciences Tools & Services — 2.7% | Life Sciences Tools & Services — 2.7% |
| Avantor Funding, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.63%, (1 mo. EURIBOR + 2.50%), 6/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21473 | &nbsp;&nbsp;$23245165 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 11/8/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21169 | &nbsp;&nbsp;&nbsp;&nbsp; 21190883 |
| Cambrex Corporation, Term Loan, 8.161%, (SOFR + 3.50%), 12/4/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp; 5881886 |
| Catalent Pharma Solutions, Inc., Term Loan, 6.563%, (1 mo. USD LIBOR + 2.00%), 2/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp; 786390 |
| Curia Global, Inc., Term Loan, 8.526%, (SOFR + 3.75%), 8/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19567 | &nbsp;&nbsp;&nbsp;&nbsp; 16989036 |
| ICON Luxembourg S.a.r.l., Term Loan, 7.00%, (3 mo. USD LIBOR + 2.25%), 7/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63675 | &nbsp;&nbsp;&nbsp;&nbsp; 63727832 |
| IQVIA, Inc., Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 1/17/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13620 | &nbsp;&nbsp;&nbsp;&nbsp; 13619890 |
| LGC Group Holdings, Ltd., Term Loan, 4.88%, (1 mo. EURIBOR + 2.75%), 4/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp; 4150428 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Life Sciences Tools & Services (continued) | Life Sciences Tools & Services (continued) | Life Sciences Tools & Services (continued) | Life Sciences Tools & Services (continued) |
| Loire Finco Luxembourg S.a.r.l., Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 4/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3511 | &nbsp;&nbsp;$3339844 |
| PRA Health Sciences, Inc., Term Loan, 7.00%, (3 mo. USD LIBOR + 2.25%), 7/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15865 | &nbsp;&nbsp;&nbsp;&nbsp; 15878083 |
| Sotera Health Holdings, LLC, Term Loan, 7.575%, (3 mo. USD LIBOR + 2.75%), 12/11/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp; 11236283 |
|  |  |  | &nbsp;&nbsp;**$180045720** |
| Machinery — 5.3% | Machinery — 5.3% | Machinery — 5.3% | Machinery — 5.3% |
| AI Alpine AT Bidco GmbH, Term Loan, 4.731%, (6 mo. EURIBOR + 3.00%), 10/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;$6375797 |
| AI Aqua Merger Sub, Inc., Term Loan, 8.368%, (SOFR + 3.75%), 7/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14734 | &nbsp;&nbsp;&nbsp;&nbsp; 14439472 |
| Albion Financing 3 S.a.r.l., Term Loan, 10.065%, (3 mo. USD LIBOR + 5.25%), 8/17/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20147 | &nbsp;&nbsp;&nbsp;&nbsp; 19504330 |
| Ali Group North America Corporation, Term Loan, 6.676%, (SOFR + 2.00%), 7/30/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17953 | &nbsp;&nbsp;&nbsp;&nbsp; 17942002 |
| Alliance Laundry Systems, LLC, Term Loan, 8.306%, (3 mo. USD LIBOR + 3.50%), 10/8/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp;&nbsp; 547007 |
| American Trailer World Corp., Term Loan, 8.411%, (SOFR + 3.75%), 3/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16117 | &nbsp;&nbsp;&nbsp;&nbsp; 14210743 |
| Apex Tool Group, LLC, Term Loan, 9.828%, (SOFR + 5.25%), 2/8/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23695 | &nbsp;&nbsp;&nbsp;&nbsp; 20903562 |
| Clark Equipment Company, Term Loan, 7.18%, (SOFR + 2.50%), 4/20/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14193 | &nbsp;&nbsp;&nbsp;&nbsp; 14214919 |
| Conair Holdings, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 5/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26243 | &nbsp;&nbsp;&nbsp;&nbsp; 22752518 |
| Delachaux Group S.A., Term Loan, 9.325%, (3 mo. USD LIBOR + 4.50%), 4/16/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5517 | &nbsp;&nbsp;&nbsp;&nbsp; 5105063 |
| Engineered Machinery Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.952%, (3 mo. EURIBOR + 3.75%), 5/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11973 | &nbsp;&nbsp;&nbsp;&nbsp; 12691503 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 5/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22755 | &nbsp;&nbsp;&nbsp;&nbsp; 22693122 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.73%, (3 mo. USD LIBOR + 6.00%), 5/21/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1825000 |
| EWT Holdings III Corp., Term Loan, 6.875%, (1 mo. USD LIBOR + 2.25%), 4/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7397 | &nbsp;&nbsp;&nbsp;&nbsp; 7400708 |
| Filtration Group Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.63%, (1 mo. EURIBOR + 3.50%), 3/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552 | &nbsp;&nbsp;&nbsp;&nbsp; 3812786 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 3/29/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17129 | &nbsp;&nbsp;&nbsp;&nbsp; 17125150 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 10/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp; 3231855 |
| Gates Global, LLC, Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 3/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18516 | &nbsp;&nbsp;&nbsp;&nbsp; 18496888 |
| Granite Holdings US Acquisition Co., Term Loan, 8.75%, (3 mo. USD LIBOR + 4.00%), 9/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7999 | &nbsp;&nbsp;&nbsp;&nbsp; 8000710 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Machinery (continued) | Machinery (continued) | Machinery (continued) | Machinery (continued) |
| Icebox Holdco III, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 12/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15223 | &nbsp;&nbsp;$14703067 |
| Illuminate Buyer, LLC, Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 6/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp; 864872 |
| Madison IAQ, LLC, Term Loan, 7.988%, (3 mo. USD LIBOR + 3.25%), 6/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31415 | &nbsp;&nbsp;&nbsp;&nbsp; 30114388 |
| Penn Engineering & Manufacturing Corp., Term Loan, 7.23%, (3 mo. USD LIBOR + 2.50%), 6/27/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 | &nbsp;&nbsp;&nbsp;&nbsp; 1657711 |
| Pro Mach Group, Inc., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 8/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp; 4803333 |
| SPX Flow, Inc., Term Loan, 9.161%, (SOFR + 4.50%), 4/5/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22377 | &nbsp;&nbsp;&nbsp;&nbsp; 21589390 |
| Titan Acquisition Limited, Term Loan, 8.151%, (6 mo. USD LIBOR + 3.00%), 3/28/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30118 | &nbsp;&nbsp;&nbsp;&nbsp; 29421156 |
| TK Elevator Topco GmbH, Term Loan, 6.567%, (1 mo. EURIBOR + 3.63%), 7/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp; 12832233 |
| Vertical US Newco, Inc., Term Loan, 8.602%, (6 mo. USD LIBOR + 3.50%), 7/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp; 6115 |
| Zephyr German BidCo GmbH, Term Loan, 5.678%, (3 mo. EURIBOR + 3.50%), 3/10/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13675 | &nbsp;&nbsp;&nbsp;&nbsp; 14058399 |
|  |  |  | &nbsp;&nbsp;**$361323799** |
| Media — 2.7% | Media — 2.7% | Media — 2.7% | Media — 2.7% |
| Axel Springer SE, Term Loan, 6.813%, (3 mo. EURIBOR + 4.75%), 12/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;$5311680 |
| Charter Communications Operating, LLC, Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 2/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8926 | &nbsp;&nbsp;&nbsp;&nbsp; 8906935 |
| CSC Holdings, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.709%, (1 mo. USD LIBOR + 2.25%), 7/17/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43520 | &nbsp;&nbsp;&nbsp;&nbsp; 42007638 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.709%, (1 mo. USD LIBOR + 2.25%), 1/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5634 | &nbsp;&nbsp;&nbsp;&nbsp; 5415687 |
| Diamond Sports Group, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.776%, (SOFR + 8.15%), 5/25/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5914 | &nbsp;&nbsp;&nbsp;&nbsp; 5366538 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 8.026%, (SOFR + 3.25%), 8/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28442 | &nbsp;&nbsp;&nbsp;&nbsp; 2544501 |
| Entravision Communications Corporation, Term Loan, 7.297%, (1 mo. USD LIBOR + 2.75%), 11/29/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7969 | &nbsp;&nbsp;&nbsp;&nbsp; 7899209 |
| Gray Television, Inc., Term Loan, 6.869%, (1 mo. USD LIBOR + 2.50%), 1/2/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 | &nbsp;&nbsp;&nbsp;&nbsp; 3542085 |
| Hubbard Radio, LLC, Term Loan, 8.82%, (1 mo. USD LIBOR + 4.25%), 3/28/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7895 | &nbsp;&nbsp;&nbsp;&nbsp; 6993250 |
| iHeartCommunications, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 5/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127 | &nbsp;&nbsp;&nbsp;&nbsp; 1112685 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 5/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp; 3129573 |
| Magnite, Inc., Term Loan, 9.459%, (USD LIBOR + 5.00%), 4/28/28<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp; 6251395 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Media (continued) | Media (continued) | Media (continued) |
| Mission Broadcasting, Inc., Term Loan, 6.869%, (1 mo. USD LIBOR + 2.50%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4039 | &nbsp;&nbsp;$4038080 |
| Nexstar Broadcasting, Inc., Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp; 1169481 |
| Recorded Books, Inc., Term Loan, 8.323%, (SOFR + 4.00%), 8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19758 | &nbsp;&nbsp;&nbsp;&nbsp; 19701659 |
| Sinclair Television Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5347 | &nbsp;&nbsp;&nbsp;&nbsp; 5246728 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25380 | &nbsp;&nbsp;&nbsp;&nbsp; 24919574 |
| Univision Communications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7611 | &nbsp;&nbsp;&nbsp;&nbsp; 7616103 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23372 | &nbsp;&nbsp;&nbsp;&nbsp; 23169139 |
|  |  | &nbsp;&nbsp;**$184341940** |
| Metals/Mining — 0.8% | Metals/Mining — 0.8% | Metals/Mining — 0.8% |
| American Consolidated Natural Resources, Inc., Term Loan, 20.82%, (3 mo. USD LIBOR + 16.00%), 17.82% cash, 3.00% PIK, 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;$357967 |
| Dynacast International, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.199%, (3 mo. USD LIBOR + 4.50%), 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16493 | &nbsp;&nbsp;&nbsp;&nbsp; 14966978 |
| &nbsp;&nbsp;&nbsp;Term Loan, 13.699%, (3 mo. USD LIBOR + 9.00%), 10/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 | &nbsp;&nbsp;&nbsp;&nbsp; 2388163 |
| PMHC II, Inc., Term Loan, 9.076%, (SOFR + 4.25%), 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 880750 |
| WireCo WorldGroup, Inc., Term Loan, 8.938%, (3 mo. USD LIBOR + 4.25%), 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9348 | &nbsp;&nbsp;&nbsp;&nbsp; 9343622 |
| Zekelman Industries, Inc., Term Loan, 6.729%, (3 mo. USD LIBOR + 2.00%), 1/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26969 | &nbsp;&nbsp;&nbsp;&nbsp; 26859721 |
|  |  | &nbsp;&nbsp;**$54797201** |
| Oil, Gas & Consumable Fuels — 1.5% | Oil, Gas & Consumable Fuels — 1.5% | Oil, Gas & Consumable Fuels — 1.5% |
| Buckeye Partners, L.P., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7651 | &nbsp;&nbsp;$7661312 |
| Centurion Pipeline Company, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362 | &nbsp;&nbsp;&nbsp;&nbsp; 3345252 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 9/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1989689 |
| Freeport LNG Investments, LLLP, Term Loan, 8.308%, (3 mo. USD LIBOR + 3.50%), 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13672 | &nbsp;&nbsp;&nbsp;&nbsp; 13303587 |
| GIP II Blue Holding, L.P., Term Loan, 9.23%, (3 mo. USD LIBOR + 4.50%), 9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp; 20340232 |
| Matador Bidco S.a.r.l., Term Loan, 9.07%, (1 mo. USD LIBOR + 4.50%), 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33633 | &nbsp;&nbsp;&nbsp;&nbsp; 33514887 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Oil, Gas & Consumable Fuels (continued) | Oil, Gas & Consumable Fuels (continued) | Oil, Gas & Consumable Fuels (continued) | Oil, Gas & Consumable Fuels (continued) |
| Oryx Midstream Services Permian Basin, LLC, Term Loan, 7.924%, (3 mo. USD LIBOR + 3.25%), 10/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;$6535209 |
| Oxbow Carbon, LLC, Term Loan, 8.98%, (3 mo. USD LIBOR + 4.25%), 10/17/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp;&nbsp;&nbsp; 6268061 |
| QuarterNorth Energy Holding, Inc., Term Loan - Second Lien, 12.57%, (1 mo. USD LIBOR + 8.00%), 8/27/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7607 | &nbsp;&nbsp;&nbsp;&nbsp; 7588345 |
|  |  |  | &nbsp;&nbsp;**$100546574** |
| Personal Products — 0.2% | Personal Products — 0.2% | Personal Products — 0.2% | Personal Products — 0.2% |
| HLF Financing S.a.r.l., Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 8/18/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13913 | &nbsp;&nbsp;$13781130 |
| Rainbow Finco S.a.r.l., Term Loan, 4.408%, (6 mo. EURIBOR + 3.50%), 2/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp; 3005672 |
|  |  |  | &nbsp;&nbsp;**$16786802** |
| Pharmaceuticals — 2.0% | Pharmaceuticals — 2.0% | Pharmaceuticals — 2.0% | Pharmaceuticals — 2.0% |
| Aenova Holding GmbH, Term Loan, 7.332%, (6 mo. EURIBOR + 4.50%), 3/6/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;$4099724 |
| AI Sirona (Luxembourg) Acquisition S.a.r.l., Term Loan, 5.38%, (1 mo. EURIBOR + 3.25%), 9/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;&nbsp;&nbsp; 13397658 |
| Akorn, Inc., Term Loan, 12.254%, (3 mo. USD LIBOR + 7.50%), 10/1/25<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363 | &nbsp;&nbsp;&nbsp;&nbsp; 1728161 |
| Amneal Pharmaceuticals, LLC, Term Loan, 8.187%, (USD LIBOR + 3.50%), 5/4/25<sup>(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp; 5030199 |
| Bausch Health Companies, Inc., Term Loan, 9.828%, (SOFR + 5.25%), 2/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19170 | &nbsp;&nbsp;&nbsp;&nbsp; 14822433 |
| Elanco Animal Health Incorporated, Term Loan, 6.119%, (1 mo. USD LIBOR + 1.75%), 8/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026 | &nbsp;&nbsp;&nbsp;&nbsp; 7914611 |
| Horizon Therapeutics USA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.313%, (3 mo. USD LIBOR + 1.75%), 3/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8546 | &nbsp;&nbsp;&nbsp;&nbsp; 8562417 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.563%, (3 mo. USD LIBOR + 2.00%), 5/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13469 | &nbsp;&nbsp;&nbsp;&nbsp; 13491699 |
| Jazz Financing Lux S.a.r.l., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 5/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8388 | &nbsp;&nbsp;&nbsp;&nbsp; 8389306 |
| Mallinckrodt International Finance S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.986%, (3 mo. USD LIBOR + 5.25%), 9/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38759 | &nbsp;&nbsp;&nbsp;&nbsp; 29763554 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.236%, (3 mo. USD LIBOR + 5.50%), 9/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12317 | &nbsp;&nbsp;&nbsp;&nbsp; 9484270 |
| PharmaZell GmbH, Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 5/12/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp; 2081960 |
| Recipharm AB, Term Loan, 4.995%, (3 mo. EURIBOR + 3.20%), 2/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15275 | &nbsp;&nbsp;&nbsp;&nbsp; 15593242 |
|  |  |  | &nbsp;&nbsp;**$134359234** |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Professional Services — 2.3% | Professional Services — 2.3% | Professional Services — 2.3% | Professional Services — 2.3% |
| AlixPartners, LLP, Term Loan, 5.452%, (3 mo. EURIBOR + 3.25%), 2/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4127 | &nbsp;&nbsp;$4366965 |
| APFS Staffing Holdings, Inc., Term Loan, 8.639%, (SOFR + 4.00%), 12/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp; 3940225 |
| Blitz 20-487 GmbH, Term Loan, 5.692%, (3 mo. EURIBOR + 3.20%), 4/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp; 11045348 |
| CoreLogic, Inc., Term Loan, 8.125%, (1 mo. USD LIBOR + 3.50%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22466 | &nbsp;&nbsp;&nbsp;&nbsp; 19141445 |
| Corporation Service Company, Term Loan, 7.911%, (SOFR + 3.25%), 11/2/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5568 | &nbsp;&nbsp;&nbsp;&nbsp; 5579832 |
| Deerfield Dakota Holding, LLC, Term Loan, 8.311%, (SOFR + 3.75%), 4/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10811 | &nbsp;&nbsp;&nbsp;&nbsp; 10500325 |
| EAB Global, Inc., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 8/16/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15815 | &nbsp;&nbsp;&nbsp;&nbsp; 15313606 |
| Employbridge Holding Company, Term Loan, 9.494%, (3 mo. USD LIBOR + 4.75%), 7/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22984 | &nbsp;&nbsp;&nbsp;&nbsp; 18890026 |
| First Advantage Holdings, LLC, Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 1/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606 | &nbsp;&nbsp;&nbsp;&nbsp; 3609099 |
| Neptune Bidco US, Inc., Term Loan, 4/11/29<sup>(9)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp; 3421875 |
| Rockwood Service Corporation, Term Loan, 8.82%, (1 mo. USD LIBOR + 4.25%), 1/23/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6289 | &nbsp;&nbsp;&nbsp;&nbsp; 6302053 |
| Trans Union, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 11/16/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493 | &nbsp;&nbsp;&nbsp;&nbsp; 2482862 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44218 | &nbsp;&nbsp;&nbsp;&nbsp; 44173208 |
| Vaco Holdings, LLC, Term Loan, 9.73%, (SOFR + 5.00%), 1/21/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp; 3902251 |
|  |  |  | &nbsp;&nbsp;**$152669120** |
| Real Estate Management & Development — 0.8% | Real Estate Management & Development — 0.8% | Real Estate Management & Development — 0.8% | Real Estate Management & Development — 0.8% |
| Cushman & Wakefield U.S. Borrower, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 8/21/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15481 | &nbsp;&nbsp;$15443437 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.911%, (SOFR + 3.25%), 1/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19526 | &nbsp;&nbsp;&nbsp;&nbsp; 19481698 |
| RE/MAX International, Inc., Term Loan, 7.125%, (1 mo. USD LIBOR + 2.50%), 7/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18026 | &nbsp;&nbsp;&nbsp;&nbsp; 17664990 |
|  |  |  | &nbsp;&nbsp;**$52590125** |
| Road & Rail — 2.8% | Road & Rail — 2.8% | Road & Rail — 2.8% | Road & Rail — 2.8% |
| Avis Budget Car Rental, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 8/6/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34034 | &nbsp;&nbsp;$33656919 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.161%, (SOFR + 3.50%), 3/16/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135 | &nbsp;&nbsp;&nbsp;&nbsp; 4136707 |
| Grab Holdings, Inc., Term Loan, 9.07%, (1 mo. USD LIBOR + 4.50%), 1/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37012 | &nbsp;&nbsp;&nbsp;&nbsp; 36687907 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Road & Rail (continued) | Road & Rail (continued) | Road & Rail (continued) |
| Hertz Corporation (The): |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16624 | &nbsp;&nbsp;$16583415 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp; 3171916 |
| Kenan Advantage Group, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21837 | &nbsp;&nbsp;&nbsp;&nbsp; 21647668 |
| Uber Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.235%, (3 mo. USD LIBOR + 3.50%), 4/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54349 | &nbsp;&nbsp;&nbsp;&nbsp; 54468283 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.235%, (3 mo. USD LIBOR + 3.50%), 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14245 | &nbsp;&nbsp;&nbsp;&nbsp; 14260008 |
| XPO Logistics, Inc., Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 2/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp; 2785677 |
|  |  | &nbsp;&nbsp;**$187398500** |
| Semiconductors & Semiconductor Equipment — 1.2% | Semiconductors & Semiconductor Equipment — 1.2% | Semiconductors & Semiconductor Equipment — 1.2% |
| Altar Bidco, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.608%, (SOFR + 3.10%), 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23476 | &nbsp;&nbsp;$23012119 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.512%, (SOFR + 5.60%), 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp; 6460500 |
| Bright Bidco B.V., Term Loan, 13.676%, (SOFR + 9.00%), 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp; 3613752 |
| Entegris, Inc., Term Loan, 7.576%, (SOFR + 3.00%), 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2512695 |
| MACOM Technology Solutions Holdings, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 5/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp; 1628513 |
| MaxLinear, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp; 3245937 |
| MKS Instruments, Inc., Term Loan, 7.362%, (SOFR + 2.75%), 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35591 | &nbsp;&nbsp;&nbsp;&nbsp; 35635288 |
| Synaptics Incorporated, Term Loan, 7.399%, (6 mo. USD LIBOR + 2.25%), 12/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp;&nbsp;&nbsp; 3190975 |
| Ultra Clean Holdings, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 8/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp; 3045543 |
|  |  | &nbsp;&nbsp;**$82345322** |
| Software — 19.3% | Software — 19.3% | Software — 19.3% |
| Applied Systems, Inc., Term Loan, 9.08%, (SOFR + 4.50%), 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58822 | &nbsp;&nbsp;$58969128 |
| AppLovin Corporation, Term Loan, 7.943%, (SOFR + 3.35%), 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30122 | &nbsp;&nbsp;&nbsp;&nbsp; 29637485 |
| Aptean, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.985%, (3 mo. USD LIBOR + 4.25%), 4/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27532 | &nbsp;&nbsp;&nbsp;&nbsp; 26356353 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.735%, (3 mo. USD LIBOR + 7.00%), 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp; 6077500 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) | Software (continued) |
| Astra Acquisition Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.82%, (1 mo. USD LIBOR + 5.25%), 10/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14219 | &nbsp;&nbsp;$12796889 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 13.445%, (1 mo. USD LIBOR + 8.88%), 10/25/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21995 | &nbsp;&nbsp;&nbsp;&nbsp; 19135399 |
| Banff Merger Sub, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.13%, (1 mo. EURIBOR + 4.00%), 10/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5957 | &nbsp;&nbsp;&nbsp;&nbsp; 6323920 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/2/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15131 | &nbsp;&nbsp;&nbsp;&nbsp; 14883096 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.07%, (1 mo. USD LIBOR + 5.50%), 2/27/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9470 | &nbsp;&nbsp;&nbsp;&nbsp; 8972825 |
| Cast and Crew Payroll, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 2/9/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6946 | &nbsp;&nbsp;&nbsp;&nbsp; 6934897 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.311%, (SOFR + 3.75%), 12/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485 | &nbsp;&nbsp;&nbsp;&nbsp; 6465857 |
| CDK Global, Inc., Term Loan, 9.08%, (SOFR + 4.50%), 7/6/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37725 | &nbsp;&nbsp;&nbsp;&nbsp; 37695009 |
| CentralSquare Technologies, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 8/29/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22129 | &nbsp;&nbsp;&nbsp;&nbsp; 19592003 |
| Ceridian HCM Holding, Inc., Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 4/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22739 | &nbsp;&nbsp;&nbsp;&nbsp; 22673678 |
| Cloudera, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29118 | &nbsp;&nbsp;&nbsp;&nbsp; 28098961 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.57%, (1 mo. USD LIBOR + 6.00%), 10/8/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp; 8289427 |
| ConnectWise, LLC, Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 9/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14185 | &nbsp;&nbsp;&nbsp;&nbsp; 13706045 |
| Constant Contact, Inc., Term Loan, 8.806%, (3 mo. USD LIBOR + 4.00%), 2/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13057 | &nbsp;&nbsp;&nbsp;&nbsp; 12118370 |
| Cornerstone OnDemand, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/16/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17121 | &nbsp;&nbsp;&nbsp;&nbsp; 15798057 |
| Delta TopCo, Inc., Term Loan, 8.154%, (3 mo. USD LIBOR + 3.75%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14143 | &nbsp;&nbsp;&nbsp;&nbsp; 13175411 |
| E2open, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/4/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20217 | &nbsp;&nbsp;&nbsp;&nbsp; 20232399 |
| ECI Macola Max Holding, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 11/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp; 29030024 |
| Epicor Software Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 7/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70285 | &nbsp;&nbsp;&nbsp;&nbsp; 69172585 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.32%, (1 mo. USD LIBOR + 7.75%), 7/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp; 7655462 |
| Finastra USA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.325%, (3 mo. USD LIBOR + 3.50%), 6/13/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60075 | &nbsp;&nbsp;&nbsp;&nbsp; 56667629 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.075%, (3 mo. USD LIBOR + 7.25%), 6/13/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp; 23034294 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) | Software (continued) |
| Fiserv Investment Solutions, Inc., Term Loan, 8.482%, (1 mo. USD LIBOR + 4.00%), 2/18/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6492 | &nbsp;&nbsp;$6400458 |
| GoTo Group, Inc., Term Loan, 9.297%, (1 mo. USD LIBOR + 4.75%), 8/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28568 | &nbsp;&nbsp;&nbsp;&nbsp; 16087274 |
| Hyland Software, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 7/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57593 | &nbsp;&nbsp;&nbsp;&nbsp; 57561758 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.82%, (1 mo. USD LIBOR + 6.25%), 7/7/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7940 | &nbsp;&nbsp;&nbsp;&nbsp; 7562972 |
| IGT Holding IV AB: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.602%, (3 mo. EURIBOR + 2.90%), 3/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp; 6496571 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.38%, (3 mo. USD LIBOR + 3.40%), 3/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp; 1665579 |
| Imperva, Inc., Term Loan, 8.592%, (3 mo. USD LIBOR + 4.00%), 1/12/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4937 | &nbsp;&nbsp;&nbsp;&nbsp; 4207801 |
| Ivanti Software, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.011%, (3 mo. USD LIBOR + 4.25%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15880 | &nbsp;&nbsp;&nbsp;&nbsp; 13223045 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.011%, (3 mo. USD LIBOR + 7.25%), 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 5501250 |
| Magenta Buyer, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.58%, (3 mo. USD LIBOR + 4.75%), 7/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45859 | &nbsp;&nbsp;&nbsp;&nbsp; 40441810 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 13.08%, (3 mo. USD LIBOR + 8.25%), 7/27/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17275 | &nbsp;&nbsp;&nbsp;&nbsp; 13625656 |
| Marcel LUX IV S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.72%, (3 mo. EURIBOR + 3.50%), 3/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp; 9827231 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.679%, (SOFR + 3.25%), 3/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11793 | &nbsp;&nbsp;&nbsp;&nbsp; 11763606 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.499%, (SOFR + 4.00%), 12/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp; 907700 |
| Maverick Bidco, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.575%, (3 mo. USD LIBOR + 3.75%), 5/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12005 | &nbsp;&nbsp;&nbsp;&nbsp; 11439841 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.575%, (3 mo. USD LIBOR + 6.75%), 5/18/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp; 3034063 |
| McAfee, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.492%, (EURIBOR + 4.00%), 3/1/29<sup>(8)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16263 | &nbsp;&nbsp;&nbsp;&nbsp; 16854578 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.184%, (SOFR + 3.75%), 3/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24662 | &nbsp;&nbsp;&nbsp;&nbsp; 23223307 |
| MH Sub I, LLC, Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 9/13/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258 | &nbsp;&nbsp;&nbsp;&nbsp; 5209125 |
| Mitnick Corporate Purchaser, Inc., Term Loan, 9.526%, (SOFR + 4.75%), 5/2/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4231 | &nbsp;&nbsp;&nbsp;&nbsp; 4106077 |
| N-Able International Holdings II, LLC, Term Loan, 7.735%, (3 mo. USD LIBOR + 3.00%), 7/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644 | &nbsp;&nbsp;&nbsp;&nbsp; 1635800 |
| NortonLifeLock, Inc., Term Loan, 6.661%, (SOFR + 2.00%), 9/12/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4102 | &nbsp;&nbsp;&nbsp;&nbsp; 4098049 |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) | Software (continued) |
| Open Text Corporation, Term Loan, 11/16/29<sup>(9)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29275 | &nbsp;&nbsp;$29262792 |
| Panther Commercial Holdings, L.P., Term Loan, 9.075%, (3 mo. USD LIBOR + 4.25%), 1/7/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23268 | &nbsp;&nbsp;&nbsp;&nbsp; 21794312 |
| Polaris Newco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.492%, (1 mo. EURIBOR + 4.00%), 6/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp; 9548553 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp; 7451938 |
| Proofpoint, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.985%, (3 mo. USD LIBOR + 3.25%), 8/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55631 | &nbsp;&nbsp;&nbsp;&nbsp; 54643973 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.985%, (3 mo. USD LIBOR + 6.25%), 8/31/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp; 2008763 |
| Quest Software US Holdings, Inc., Term Loan, 9.076%, (SOFR + 4.25%), 2/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30188 | &nbsp;&nbsp;&nbsp;&nbsp; 26018498 |
| RealPage, Inc., Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 4/24/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31090 | &nbsp;&nbsp;&nbsp;&nbsp; 30388651 |
| Red Planet Borrower, LLC, Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16741 | &nbsp;&nbsp;&nbsp;&nbsp; 11182721 |
| Redstone Holdco 2 L.P., Term Loan, 9.568%, (3 mo. USD LIBOR + 4.75%), 4/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20855 | &nbsp;&nbsp;&nbsp;&nbsp; 17009782 |
| Sabre GLBL, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 12/17/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8627 | &nbsp;&nbsp;&nbsp;&nbsp; 7974515 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 12/17/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5412 | &nbsp;&nbsp;&nbsp;&nbsp; 5002646 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.911%, (SOFR + 4.25%), 6/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 | &nbsp;&nbsp;&nbsp;&nbsp; 3692916 |
| Skillsoft Corporation, Term Loan, 9.761%, (SOFR + 5.25%), 7/14/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11479 | &nbsp;&nbsp;&nbsp;&nbsp; 9930359 |
| SolarWinds Holdings, Inc., Term Loan, 8.561%, (SOFR + 4.00%), 2/5/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26750 | &nbsp;&nbsp;&nbsp;&nbsp; 26814093 |
| Sophia, L.P., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 10/7/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33113 | &nbsp;&nbsp;&nbsp;&nbsp; 32667764 |
| SS&C European Holdings S.a.r.l., Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 4/16/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp; 5123952 |
| SS&C Technologies, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 4/16/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp; 5831001 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 4/16/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4922 | &nbsp;&nbsp;&nbsp;&nbsp; 4917941 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.911%, (SOFR + 2.25%), 3/22/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp; 3724928 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.911%, (SOFR + 2.25%), 3/22/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp; 5612611 |
| SurveyMonkey, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/10/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9513 | &nbsp;&nbsp;&nbsp;&nbsp; 9267338 |
| Turing Midco, LLC, Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 3/24/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp; 982040 |
| Ultimate Software Group, Inc. (The): |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.032%, (3 mo. USD LIBOR + 3.25%), 5/4/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57014 | &nbsp;&nbsp;&nbsp;&nbsp; 56212488 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) | Software (continued) |
| Ultimate Software Group, Inc. (The): (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.575%, (3 mo. USD LIBOR + 3.75%), 5/4/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15102 | &nbsp;&nbsp;$14932503 |
| Veritas US, Inc., Term Loan, 9.73%, (3 mo. USD LIBOR + 5.00%), 9/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20010 | &nbsp;&nbsp;&nbsp;&nbsp; 13797069 |
| Vision Solutions, Inc., Term Loan, 8.818%, (3 mo. USD LIBOR + 4.00%), 4/24/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39557 | &nbsp;&nbsp;&nbsp;&nbsp; 34884513 |
| VS Buyer, LLC, Term Loan, 9.50%, (USD Prime + 2.00%), 2/28/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17428 | &nbsp;&nbsp;&nbsp;&nbsp; 17362214 |
|  |  |  | &nbsp;&nbsp;**$1306407128** |
| Specialty Retail — 2.5% | Specialty Retail — 2.5% | Specialty Retail — 2.5% | Specialty Retail — 2.5% |
| Belron Finance US, LLC, Term Loan, 7.063%, (3 mo. USD LIBOR + 2.50%), 4/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8572 | &nbsp;&nbsp;$8583028 |
| Belron Luxembourg S.a.r.l., Term Loan, 4.232%, (3 mo. EURIBOR + 2.50%), 4/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp; 4210526 |
| Boels Topholding B.V., Term Loan, 5.071%, (EURIBOR + 3.25%), 2/6/27<sup>(8)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp; 9416244 |
| David's Bridal, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.83%, (3 mo. USD LIBOR + 7.00%), 12/31/24<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp; 182331 |
| &nbsp;&nbsp;&nbsp;Term Loan, 14.82%, (3 mo. USD LIBOR + 10.00%), 9.82% cash, 5.00% PIK, 6/23/23<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp; 2779806 |
| Great Outdoors Group, LLC, Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 3/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38096 | &nbsp;&nbsp;&nbsp;&nbsp; 37564252 |
| Harbor Freight Tools USA, Inc., Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 10/19/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35550 | &nbsp;&nbsp;&nbsp;&nbsp; 35128094 |
| Les Schwab Tire Centers, Term Loan, 6.58%, (3 mo. USD LIBOR + 3.25%), 11/2/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34304 | &nbsp;&nbsp;&nbsp;&nbsp; 34203711 |
| LIDS Holdings, Inc., Term Loan, 10.135%, (SOFR + 5.50%), 12/14/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6191 | &nbsp;&nbsp;&nbsp;&nbsp; 5912047 |
| Mattress Firm, Inc., Term Loan, 8.44%, (3 mo. USD LIBOR + 4.25%), 9/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17587 | &nbsp;&nbsp;&nbsp;&nbsp; 16092544 |
| PetSmart, Inc., Term Loan, 8.411%, (SOFR + 3.75%), 2/11/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18258 | &nbsp;&nbsp;&nbsp;&nbsp; 18157784 |
|  |  |  | &nbsp;&nbsp;**$172230367** |
| Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% |
| NCR Corporation, Term Loan, 7.33%, (3 mo. USD LIBOR + 2.50%), 8/28/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8936 | &nbsp;&nbsp;$8913324 |
|  |  |  | &nbsp;&nbsp;**$8913324** |
| Thrifts & Mortgage Finance — 0.2% | Thrifts & Mortgage Finance — 0.2% | Thrifts & Mortgage Finance — 0.2% | Thrifts & Mortgage Finance — 0.2% |
| Ditech Holding Corporation, Term Loan, 0.00%, 6/30/23<sup>(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17038 | &nbsp;&nbsp;$1874194 |
| Walker & Dunlop, Inc., Term Loan, 6.911%, (SOFR + 2.25%), 12/16/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14083 | &nbsp;&nbsp;&nbsp;&nbsp; 14012336 |
|  |  |  | &nbsp;&nbsp;**$15886530** |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Trading Companies & Distributors — 4.1% | Trading Companies & Distributors — 4.1% | Trading Companies & Distributors — 4.1% | Trading Companies & Distributors — 4.1% |
| American Builders & Contractors Supply Co., Inc., Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 1/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22997 | &nbsp;&nbsp;$23001763 |
| Avolon TLB Borrower 1 (US), LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.236%, (1 mo. USD LIBOR + 1.75%), 1/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23425 | &nbsp;&nbsp;&nbsp;&nbsp; 23493544 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.736%, (1 mo. USD LIBOR + 2.25%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17936 | &nbsp;&nbsp;&nbsp;&nbsp; 17988859 |
| Beacon Roofing Supply, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 5/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5212 | &nbsp;&nbsp;&nbsp;&nbsp; 5214195 |
| Core & Main, L.P., Term Loan, 7.017%, (1 mo. USD LIBOR + 2.50%), 7/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11785 | &nbsp;&nbsp;&nbsp;&nbsp; 11779527 |
| DXP Enterprises, Inc., Term Loan, 9.955%, (6 mo. USD LIBOR + 5.25%), 12/23/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9509 | &nbsp;&nbsp;&nbsp;&nbsp; 9162688 |
| Electro Rent Corporation, Term Loan, 9.904%, (SOFR + 5.50%), 11/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22094 | &nbsp;&nbsp;&nbsp;&nbsp; 21651874 |
| Hillman Group, Inc. (The): |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 3.11%, (1 mo. USD LIBOR + 2.75%), 7/14/28<sup>(11)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp; 304324 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.297%, (1 mo. USD LIBOR + 2.75%), 7/14/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;&nbsp;&nbsp; 1255927 |
| Park River Holdings, Inc., Term Loan, 8.004%, (3 mo. USD LIBOR + 3.25%), 12/28/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12778 | &nbsp;&nbsp;&nbsp;&nbsp; 11647505 |
| Patagonia Bidco Limited, Term Loan, 7.435%, (SONIA + 5.25%), 3/5/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20050 | &nbsp;&nbsp;&nbsp;&nbsp; 21706050 |
| PEARLS (Netherlands) Bidco B.V., Term Loan, 5.992%, (3 mo. EURIBOR + 3.50%), 2/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6348956 |
| Quimper AB, Term Loan, 5.057%, (3 mo. EURIBOR + 2.93%), 2/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27350 | &nbsp;&nbsp;&nbsp;&nbsp; 27856630 |
| SiteOne Landscape Supply, LLC, Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 3/23/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 | &nbsp;&nbsp;&nbsp;&nbsp; 3780968 |
| Spin Holdco, Inc., Term Loan, 8.765%, (3 mo. USD LIBOR + 4.00%), 3/4/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59340 | &nbsp;&nbsp;&nbsp;&nbsp; 47145470 |
| SRS Distribution, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16419 | &nbsp;&nbsp;&nbsp;&nbsp; 15875984 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.161%, (SOFR + 3.50%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396 | &nbsp;&nbsp;&nbsp;&nbsp; 5210871 |
| White Cap Buyer, LLC, Term Loan, 8.311%, (SOFR + 3.75%), 10/19/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21003 | &nbsp;&nbsp;&nbsp;&nbsp; 20880392 |
|  |  |  | &nbsp;&nbsp;**$274305527** |
| Transportation Infrastructure — 0.2% | Transportation Infrastructure — 0.2% | Transportation Infrastructure — 0.2% | Transportation Infrastructure — 0.2% |
| Brown Group Holding, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.047%, (1 mo. USD LIBOR + 2.50%), 6/7/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10828 | &nbsp;&nbsp;$10791579 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.394%, (SOFR + 3.75%), 7/2/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp; 1448786 |
|  |  |  | &nbsp;&nbsp;**$12240365** |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Wireless Telecommunication Services — 0.4% | Wireless Telecommunication Services — 0.4% | Wireless Telecommunication Services — 0.4% |
| CCI Buyer, Inc., Term Loan, 8.58%, (SOFR + 4.00%), 12/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13560 | &nbsp;&nbsp;$13306075 |
| Digicel International Finance Limited, Term Loan, 7.797%, (1 mo. USD LIBOR + 3.25%), 5/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19070 | &nbsp;&nbsp;&nbsp;&nbsp; 16217199 |
|  |  | &nbsp;&nbsp;**$29523274** |
| Total Senior Floating-Rate Loans<br> (identified cost $7,974,616,266) |  | &nbsp;&nbsp;**$7484869594** |

---

Warrants — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Leisure Goods/Activities/Movies — 0.0% | Leisure Goods/Activities/Movies — 0.0% | Leisure Goods/Activities/Movies — 0.0% |
| Cineworld Group PLC, Exp. 11/23/25<sup>(5)(6)</sup> | 2180552 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Retailers (Except Food and Drug) — 0.0% | Retailers (Except Food and Drug) — 0.0% | Retailers (Except Food and Drug) — 0.0% |
| David's Bridal, LLC, Exp. 12/31/28<sup>(4)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37742 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Total Warrants<br> (identified cost $0) |  | &nbsp;&nbsp;**$0** |

---

Short-Term Investments — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.14%<sup>(12)</sup> | 18312203 | &nbsp;&nbsp;$18312203 |
| Total Short-Term Investments<br> (identified cost $18,312,203) |  | &nbsp;&nbsp;**$18312203** |
| Total Investments — 125.1%<br> (identified cost $9,120,227,489) |  | &nbsp;&nbsp;**$8478692457** |
| Less Unfunded Loan Commitments — (0.2)% |  | &nbsp;&nbsp;**$(10872621)** |
| Net Investments — 124.9%<br> (identified cost $9,109,354,868) |  | &nbsp;&nbsp;**$8467819836** |
| Other Assets, Less Liabilities — (24.9)% |  | &nbsp;&nbsp;**$(1692781429)** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$6775038407** |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| \* | In U.S. dollars unless otherwise indicated. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2023, the aggregate value of these securities is $889,790,953 or 13.1% of the Portfolio's net assets. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2023. |
| <sup>(3)</sup> | Amount is less than 0.05%. |
| <sup>(4)</sup> | For fair value measurement disclosure purposes, security is categorized as Level 3. |
| <sup>(5)</sup> | Non-income producing security. |
| <sup>(6)</sup> | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
| <sup>(7)</sup> | Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate ("LIBOR") or the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold. |

---

<sup>(8)</sup> The stated interest rate represents the weighted average interest rate at January 31, 2023 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

<sup>(9)</sup> This Senior Loan will settle after January 31, 2023, at which time the interest rate will be determined.

<sup>(10)</sup> Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

<sup>(11)</sup> Unfunded or partially unfunded loan commitments. The Portfolio may enter into certain loan agreements all or a portion of which may be unfunded. The Portfolio is obligated to fund these commitments at the borrower's discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At January 31, 2023, the total value of unfunded loan commitments is $8,948,166.

<sup>(12)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2023.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp;334094122 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;312407318 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(5539593) |
| EUR | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 21148608 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp; 631147 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7468111 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp; 154803 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GBP | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7362909 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp; 38398 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 65808216 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 60430000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp; 687 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 52629130 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 48344400 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17328) |
| USD | &nbsp;&nbsp; 52616034 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 48344400 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30425) |
| USD | &nbsp;&nbsp; 65762760 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 60430000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44768) |
| USD | &nbsp;&nbsp; 19708162 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 18114253 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18037) |
| USD | &nbsp;&nbsp; 38167485 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 35079561 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33727) |
| USD | &nbsp;&nbsp; 44719496 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 41100000 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (37900) |
| USD | &nbsp;&nbsp; 28784014 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 27000000 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (618655) |
| USD | &nbsp;&nbsp; 60261950 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 48610268 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp; 298700 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 192086 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 154978 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp; 912 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp;339900312 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;312407318 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(349783) |
| EUR | &nbsp;&nbsp; 27000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 28843174 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 616610 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 17000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 18512172 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 36581 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 37450659 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 34994026 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (731431) |
| USD | &nbsp;&nbsp; 37457543 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 34994026 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (724548) |
| USD | &nbsp;&nbsp; 38711154 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 36162311 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (745656) |
| USD | &nbsp;&nbsp; 38695159 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 36162311 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (761651) |
| USD | &nbsp;&nbsp; 79548792 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 74487285 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1724515) |
| USD | &nbsp;&nbsp; 81824873 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 76629902 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1786251) |
| USD | &nbsp;&nbsp; 29078956 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 27072354 | &nbsp;&nbsp;The Toronto-Dominion Bank | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (459773) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$1777838** | &nbsp;&nbsp;**$(13624041)** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| DIP | – Debtor In Possession |
| EURIBOR | – Euro Interbank Offered Rate |
| LIBOR | – London Interbank Offered Rate |
| OTC | – Over-the-counter |
| PIK | – Payment In Kind |
| SOFR | – Secured Overnight Financing Rate |
| SONIA | – Sterling Overnight Interbank Average |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| USD | – United States Dollar |

---

At January 31, 2023, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

The Portfolio is subject to foreign exchange risk in the normal course of pursuing its investment objective. Because the Portfolio holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Portfolio enters into forward foreign currency exchange contracts.

Affiliated Investments

At January 31, 2023, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $18,312,203, which represents 0.2% of the Portfolio's net assets. Transactions in such funds by the Portfolio for the fiscal year to date ended January 31, 2023 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Affiliated Fund** | **Affiliated Fund** | **Affiliated Fund** | **Affiliated Fund** | **Affiliated Fund** | **Affiliated Fund** | **Affiliated Fund** | **Affiliated Fund** | **Affiliated Fund** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $86209963 | $717761586 | $(785659346) | $— | $— | $18312203 | $1160992 | 18312203 |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

------

Senior Debt Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At January 31, 2023, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;$— | &nbsp;&nbsp;$299188083 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$299188083 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 6939730 | &nbsp;&nbsp;&nbsp;&nbsp; 21345846 | &nbsp;&nbsp;&nbsp;&nbsp; 5628383 | &nbsp;&nbsp;&nbsp;&nbsp; 33913959 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 617481796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 617481796 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;16162560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16162560 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8764262 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 8764262 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;7467936971 | &nbsp;&nbsp;&nbsp;&nbsp; 6060002 | &nbsp;&nbsp;&nbsp;&nbsp;7473996973 |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;18312203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18312203 |
| **Total Investments** | &nbsp;&nbsp;**$41414493** | &nbsp;&nbsp;**$8414716958** | &nbsp;&nbsp;**$11688385** | &nbsp;&nbsp;**$8467819836** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1777838 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1777838 |
| **Total** | &nbsp;&nbsp;**$41414493** | &nbsp;&nbsp;**$8416494796** | &nbsp;&nbsp;**$11688385** | &nbsp;&nbsp;**$8469597674** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(13624041) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(13624041) |
| **Total** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(13624041)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(13624041)** |

---

\* None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Portfolio.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended January 31, 2023 is not presented.

For information on the Portfolio's policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio's most recent financial statements included in its semiannual or annual report to shareholders.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SENIOR DEBT PORTFOLIO

- **b. Investment Company Act file number:** 811-08876

- **c. CIK number of Registrant:** 0000933188

- **d. LEI of Registrant:** 5493009DZ4DLQ0NAB757

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

  - **Street Address 1:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Senior Debt Portfolio

- **b. EDGAR series identifier (if any):** S000022423

- **c. LEI of Series:** 5493009DZ4DLQ0NAB757

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $8768667547.68

**Total Liabilities:** $1994198003.61

**Net Assets:** $6774469544.07

**Delayed Delivery Securities:** $82642477.33

**Cash Not Reported:** $76752184.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -681.94000000 | **1-Year:** -37623.02000000 | **5-Year:** -96579.43000000 | **10-Year:** -13860.37000000 | **30-Year:** 0.00000000

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

- **3-Month:** -15566.13000000 | **1-Year:** -575012.39000000 | **5-Year:** -2128925.82000000 | **10-Year:** -196062.17000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000064522 | 1.92%                | 0.03%                | 3.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-44802614.50            | $174749193.04                              |
| Month 2  | $-4364295.35             | $-12097836.19                              |
| Month 3  | $-11080021.94            | $192652865.09                              |

**Designated Index Information**

- **Index Name:** S&P/LSTA Leveraged Loan

- **Index Identifier:** SNPLLALL

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                              | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4800150.75   | 0.07%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2015-3 Ltd                                                              | CUSIP: 92913UAW6<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2214502.50   | 0.03%             | 2031-10-20      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                  | Sabre GLBL Inc. 2022 Term Loan B                                                 | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   3939111 | PA      | $3692916.42   | 0.05%             | 2028-06-30      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                          | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3400540.50   | 0.05%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                       | Trident TPI Holdings, Inc. 2021 Incremental Term Loan                            | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   6544680 | PA      | $6435992.16   | 0.10%             | 2028-09-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                | Clarios Global LP                                                                | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   2183000 | PA      | $2198761.26   | 0.03%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                     | Rockwood Service Corporation 2020 Term Loan                                      | CUSIP: 77447JAH0<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |   6289474 | PA      | $6302052.47   | 0.09%             | 2027-01-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Rohm Holding GmbH                                | Rohm Holding GmbH USD Term Loan B                                                | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |  19483741 | PA      | $17194401.62  | 0.25%             | 2026-07-31      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| SOLARWINDS HOLDINGS, INC.                        | SolarWinds Holdings, Inc. 2022 Term Loan B                                       | CUSIP: 83417UAK2<br>LEI: 549300GUYI8M0E3S0X29 | Long             | LON              | CORP              | US        |  26750000 | PA      | $26814093.00  | 0.40%             | 2027-02-05      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                              | Endure Digital Inc. Term Loan                                                    | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |  31495375 | PA      | $29802498.52  | 0.44%             | 2028-02-10      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 42 Senior Loan Fund                                                       | CUSIP: 26244YAU0<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $2989399.00   | 0.04%             | 2030-07-15      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15186834.00  | 0.22%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Nobel Bidco B.V.                                 | Nobel Bidco B.V. EUR Term Loan B                                                 | CUSIP: 000000000<br>LEI: 549300NZZFLYK83VVT71 | Long             | LON              | CORP              | NL        |  12550000 | PA      | $10914989.19  | 0.16%             | 2028-09-01      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                            | AssuredPartners, Inc. 2020 Term Loan B                                           | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |  10488503 | PA      | $10405161.31  | 0.15%             | 2027-02-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                    | Horizon Therapeutics USA Inc. Term Loan B1                                       | CUSIP: 44055UAC9<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |  13468546 | PA      | $13491698.74  | 0.20%             | 2026-05-22      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                            | Sovos Compliance, LLC 2021 Term Loan                                             | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-08-11      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2018-I                                                           | CUSIP: 06760GAD3<br>LEI: 549300MY0JQGDVPG6R89 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3178595.00   | 0.05%             | 2031-04-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc               | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    482097 | NS      | $920805.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2016-3 Ltd                                                              | CUSIP: 92915KAE6<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   3375000 | PA      | $2543268.38   | 0.04%             | 2031-10-18      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| First Advantage Holdings, LLC                    | First Advantage Holdings, LLC 2021 Term Loan B                                   | CUSIP: 78477MAF8<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   3605717 | PA      | $3609098.96   | 0.05%             | 2027-01-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XXV Ltd                                              | CUSIP: 08187AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2773992.00   | 0.04%             | 2035-01-15      | Floating      | 11.64%                | No            |                  2 | On Loan: No      |
| USIC Holdings, Inc.                              | USIC Holdings, Inc. 2021 Term Loan                                               | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |   7842969 | PA      | $7619930.49   | 0.11%             | 2028-05-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Synlab Bondco Plc                                | Synlab Bondco Plc 2020 EUR Term Loan B4                                          | CUSIP: 000000000<br>LEI: 5493007KBBOGQWJ10272 | Long             | LON              | CORP              | GB        |   2600000 | PA      | $2784191.96   | 0.04%             | 2027-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                               | Getty Images, Inc. 2019 EUR Term Loan B                                          | CUSIP: 37427UAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2224444 | PA      | $2400168.20   | 0.04%             | 2026-02-19      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Cerba Healthcare S.A.S.                          | Cerba Healthcare S.A.S. 2021 EUR Term Loan B                                     | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |  20800000 | PA      | $21293658.43  | 0.31%             | 2028-06-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ICU Medical, Inc.                                | ICU Medical, Inc. Term Loan B                                                    | CUSIP: 000000000<br>LEI: 5493003NRW7LS2QZRH60 | Long             | LON              | CORP              | US        |   8039250 | PA      | $8014127.34   | 0.12%             | 2029-01-08      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                      | Beacon Roofing Supply, Inc. 2021 Term Loan B                                     | CUSIP: 07368RAF8<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   5212021 | PA      | $5214194.66   | 0.08%             | 2028-05-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                  | Informatica LLC 2021 USD Term Loan B                                             | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |  34588625 | PA      | $34577833.35  | 0.51%             | 2028-10-27      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2385887.63   | 0.04%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                            | Belron Finance US LLC 2021 USD Term Loan B                                       | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8572313 | PA      | $8583027.95   | 0.13%             | 2028-04-13      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                   | Cloudera, Inc. 2021 Term Loan                                                    | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |  29118094 | PA      | $28098961.15  | 0.41%             | 2028-10-08      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Concorde Midco Ltd                               | Concorde Midco Ltd EUR Term Loan B                                               | CUSIP: 000000000<br>LEI: 254900DAXSLQJEJR6438 | Long             | LON              | CORP              | LU        |   7480000 | PA      | $7806609.00   | 0.12%             | 2028-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation             | Olympus Water US Holding Corporation 2022 Incremental Term Loan                  | CUSIP: 68163YAD7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   5905375 | PA      | $5835986.84   | 0.09%             | 2028-11-09      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Pearl Intermediate Parent LLC                    | Pearl Intermediate Parent LLC 2018 2nd Lien Term Loan                            | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   2575000 | PA      | $2324740.90   | 0.03%             | 2026-02-13      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| ALLTECH INC                                      | Alltech Inc Term Loan B                                                          | CUSIP: 02003DAX2<br>LEI: 549300HV8FN6KMLFMN67 | Long             | LON              | CORP              | US        |   7994250 | PA      | $7754422.50   | 0.11%             | 2028-10-13      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Axel Springer SE                                 | Axel Springer SE EUR Term Loan B                                                 | CUSIP: 000000000<br>LEI: 529900TJUCAM0UQXSF21 | Long             | LON              | CORP              | NL        |   5050000 | PA      | $5311680.56   | 0.08%             | 2026-12-18      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                     | Bausch Health Companies Inc. 2022 Term Loan B                                    | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |  19169897 | PA      | $14822432.89  | 0.22%             | 2027-02-01      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| Aptean, Inc.                                     | Aptean, Inc. 2019 Term Loan                                                      | CUSIP: 03834WAQ8<br>LEI: 549300D5LUPGZUDZXC96 | Long             | LON              | CORP              | US        |  27532198 | PA      | $26356352.62  | 0.39%             | 2026-04-23      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                               | APi Group DE, Inc. Term Loan B                                                   | CUSIP: 00186XAB9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |  12253800 | PA      | $12269116.76  | 0.18%             | 2026-10-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                    | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   7038000 | PA      | $5867158.32   | 0.09%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Buzz Finco LLC                                   | Buzz Finco LLC 2020 Term Loan B                                                  | CUSIP: 000000000<br>LEI: 254900OZZ8FOKG7P0L30 | Long             | LON              | CORP              | US        |    548841 | PA      | $549526.95    | 0.01%             | 2027-01-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CentralSquare Technologies, LLC                  | CentralSquare Technologies, LLC 2018 1st Lien Term Loan                          | CUSIP: 86845PAC6<br>LEI: 549300NZTUTB6TE4LW44 | Long             | LON              | CORP              | US        |  22129330 | PA      | $19592003.17  | 0.29%             | 2025-08-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                        | USI, Inc. 2022 Incremental Term Loan                                             | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3729479 | PA      | $3732197.52   | 0.06%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 112 CLO Ltd                                                               | CUSIP: 26243BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1912868.00   | 0.03%             | 2034-08-15      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                   | Upland CLO Ltd                                                                   | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4228308.00   | 0.06%             | 2031-04-20      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                               | AmWINS Group, Inc. 2021 Term Loan B                                              | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |  26017708 | PA      | $25903880.37  | 0.38%             | 2028-02-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Vision Solutions, Inc.                           | Vision Solutions, Inc. 2021 Incremental Term Loan                                | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  39557209 | PA      | $34884513.49  | 0.51%             | 2028-04-24      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                            | AG TTMT Escrow Issuer LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3460751.00   | 0.05%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc.             | Momentive Performance Materials Inc. Term Loan B                                 | CUSIP: 60877JAB8<br>LEI: 54930021ZH8MCUXACZ50 | Long             | LON              | CORP              | US        |   1110899 | PA      | $1111072.06   | 0.02%             | 2024-05-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                       | Trident TPI Holdings, Inc. 2017 USD Term Loan B1                                 | CUSIP: 00216EAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |  10360976 | PA      | $10343973.56  | 0.15%             | 2024-10-17      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| EWT Holdings III Corp.                           | EWT Holdings III Corp. 2021 Term Loan                                            | CUSIP: 26928XAB7<br>LEI: 5493007CXSSB57GCEB24 | Long             | LON              | CORP              | US        |   7397238 | PA      | $7400707.64   | 0.11%             | 2028-04-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                 | AMC Entertainment Holdings, Inc. 2019 Term Loan B                                | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |  21307000 | PA      | $12635818.22  | 0.19%             | 2026-04-22      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC               | Alliant Holdings Intermediate, LLC Term Loan B                                   | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   5572875 | PA      | $5574034.16   | 0.08%             | 2025-05-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                         | Hillman Group Inc. (The) 2021 Delayed Draw Term Loan                             | CUSIP: 43162TAT7<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |    306790 | PA      | $304324.15    | 0.00%             | 2028-07-14      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                              | Calpine Corporation 2020 Term Loan B5                                            | CUSIP: 13134MBT9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   5170094 | PA      | $5170362.75   | 0.08%             | 2027-12-16      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                               | LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan                                | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   8136246 | PA      | $7903785.43   | 0.12%             | 2025-09-06      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC         | Amentum Government Services Holdings LLC Term Loan B                             | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   5497059 | PA      | $5462701.99   | 0.08%             | 2027-01-29      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                          | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251838.41   | 0.02%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                             | AppLovin Corporation 2018 Term Loan B                                            | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |  30122273 | PA      | $29637485.18  | 0.44%             | 2025-08-15      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                   | Core & Main LP 2021 Term Loan B                                                  | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |  11785054 | PA      | $11779526.77  | 0.17%             | 2028-07-27      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                             | Redstone Holdco 2 LP 2021 Term Loan                                              | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20854906 | PA      | $17009782.33  | 0.25%             | 2028-04-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                             | Banff Merger Sub Inc 2021 USD Term Loan                                          | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  15130695 | PA      | $14883096.11  | 0.22%             | 2025-10-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Phillips Feed Service, Inc.                      | Phillips Feed Service, Inc. 2020 Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    542113 | PA      | $433690.55    | 0.01%             | 2024-11-13      | Floating      | 11.51%                | No            |                  3 | On Loan: No      |
| Flint Group GmbH                                 | Flint Group GmbH EUR Add on Term Loan B4                                         | CUSIP: 000000000<br>LEI: 529900HYSM9MD1C1LG96 | Long             | LON              | CORP              | DE        |    143717 | PA      | $105073.01    | 0.00%             | 2023-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                           | Chemours Company (The) 2018 EUR Term Loan B                                      | CUSIP: 16384YAG2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   5580605 | PA      | $6041171.74   | 0.09%             | 2025-04-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Ameriforge Group, Inc.                           | Ameriforge Group, Inc. 2021 Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2174102 | PA      | $1078898.26   | 0.02%             | 2026-02-01      | Floating      | 17.55%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                          | Quikrete Holdings, Inc. 2016 1st Lien Term Loan                                  | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   4779047 | PA      | $4760232.06   | 0.07%             | 2027-02-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding LLC                         | Regatta XIII Funding Ltd                                                         | CUSIP: 75888GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4272915.00   | 0.06%             | 2031-07-15      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Quest Software US Holdings Inc.                  | Quest Software US Holdings Inc. 2022 Term Loan                                   | CUSIP: 74834YAN2<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |  30188250 | PA      | $26018497.97  | 0.38%             | 2029-02-01      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                | Polaris Newco LLC EUR Term Loan B                                                | CUSIP: 000000000<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   9233125 | PA      | $9548552.67   | 0.14%             | 2028-06-02      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| PHARMAZELL GMBH                                  | PharmaZell GmbH EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 25490037D6VT98D5QT47 | Long             | LON              | CORP              | LU        |   1950000 | PA      | $2081960.10   | 0.03%             | 2027-05-12      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Centuri Group, Inc                               | Centuri Group, Inc Term Loan B                                                   | CUSIP: 15643XAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9222462 | PA      | $9190754.97   | 0.14%             | 2028-08-27      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                               | LTI Holdings, Inc. 2019 Term Loan                                                | CUSIP: 50217UAW7<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   8030343 | PA      | $7832090.18   | 0.12%             | 2026-07-24      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                            | Open Text Corporation 2022 Term Loan B                                           | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |  29275000 | PA      | $29262792.33  | 0.43%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Robertshaw US Holding Corp                       | Robertshaw US Holding Corp 2018 1st Lien Term Loan                               | CUSIP: 77051UAF6<br>LEI: 549300NMXRV2JIXFIY04 | Long             | LON              | CORP              | US        |  20651709 | PA      | $13462332.93  | 0.20%             | 2025-02-28      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 48 Ltd                                        | CUSIP: 64135HAA4<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |   2600000 | PA      | $2302250.60   | 0.03%             | 2036-04-25      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| DAVID S BRIDAL, LLC SERIES B C                   | DAVID S BRIDAL, LLC SERIES B C                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22162 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LONZA GROUP AG                                   | LONZA GROUP AG EUR TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | LU        |  16900000 | PA      | $17174012.54  | 0.25%             | 2028-07-03      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-761650.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Creation Technologies Inc.                       | Creation Technologies Inc. 2021 Term Loan                                        | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |  14530312 | PA      | $12205462.50  | 0.18%             | 2028-10-05      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| Biogroup-LCD                                     | Biogroup-LCD 2021 EUR Term Loan B                                                | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | LON              | CORP              | FR        |  11000000 | PA      | $11070843.06  | 0.16%             | 2028-02-09      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO 37 Ltd                                                              | CUSIP: 87169VAN5<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2446170.00   | 0.04%             | 2034-10-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                             | Medline Borrower, LP USD Term Loan B                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  23879351 | PA      | $23239073.49  | 0.34%             | 2028-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC           | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B                          | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  36823606 | PA      | $36735376.60  | 0.54%             | 2025-08-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                               | Altice France S.A. 2018 Term Loan B13                                            | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1108598 | PA      | $1073954.32   | 0.02%             | 2026-08-14      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Numericable Group SA                             | Numericable Group SA USD Term Loan B11                                           | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |  17068272 | PA      | $16936709.94  | 0.25%             | 2025-07-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                               | CHG PPC Parent LLC 2019 EUR Term Loan B                                          | CUSIP: 12546FAD4<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2116318.56   | 0.03%             | 2025-03-31      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                   | National Mentor Holdings, Inc. 2021 Term Loan                                    | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |  20729902 | PA      | $15236478.12  | 0.22%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   7550000 | PA      | $6993996.56   | 0.10%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Certara, L.P.                                    | Certara, L.P. 2021 Term Loan                                                     | CUSIP: 15687EAC1<br>LEI: 5493003FMVRW75JYL446 | Long             | LON              | CORP              | US        |   9354119 | PA      | $9307348.87   | 0.14%             | 2026-08-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AKORN HOLDING COMPANY LLC                        | AKORN HOLDING COMPANY LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    792089 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DBI INVESTORS INC SERIES A 1                     | DBI INVESTORS INC SERIES A 1                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9245 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2022-24 Ltd                                                              | CUSIP: 67119NAA4<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $941822.00    | 0.01%             | 2035-07-20      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XV CLO Ltd                                                                | CUSIP: 36319FAG1<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4053636.00   | 0.06%             | 2030-10-15      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                        | PRA Health Sciences, Inc. US Term Loan                                           | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |  15864868 | PA      | $15878083.21  | 0.23%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                 | Trans Union, LLC 2021 Term Loan B6                                               | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |  44218443 | PA      | $44173207.60  | 0.65%             | 2028-12-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 5 Ltd                                                                    | CUSIP: 48661MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1519131.25   | 0.02%             | 2032-07-24      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Illuminate Buyer, LLC                            | Illuminate Buyer, LLC 2021 Term Loan                                             | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    883424 | PA      | $864872.30    | 0.01%             | 2027-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                    | CQP Holdco LP 2021 Term Loan B                                                   | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |  25020129 | PA      | $25087157.93  | 0.37%             | 2028-06-05      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                           | SS&C Technologies Inc. 2018 Term Loan B3                                         | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   5835103 | PA      | $5831001.36   | 0.09%             | 2025-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 28 Ltd                                        | CUSIP: 64130QAA9<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1789589.10   | 0.03%             | 2030-04-20      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| APFS Staffing Holdings, Inc.                     | APFS Staffing Holdings, Inc. 2021 Term Loan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3970000 | PA      | $3940225.00   | 0.06%             | 2028-12-29      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                  | iHeartMedia Inc                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205018 | NS      | $1588889.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL Inc.                                  | Sabre GLBL Inc. 2021 Term Loan B1                                                | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   5411923 | PA      | $5002645.93   | 0.07%             | 2027-12-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings, LLC                      | Sotera Health Holdings, LLC 2021 Term Loan                                       | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |  11625000 | PA      | $11236283.25  | 0.17%             | 2026-12-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                            | Avantor Funding, Inc. 2021 EUR Incremental Term Loan B4                          | CUSIP: 05350NAJ3<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |  21473000 | PA      | $23245165.17  | 0.34%             | 2028-06-12      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                        | Sotheby's 2021 Term Loan B                                                       | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |   5426404 | PA      | $5422334.45   | 0.08%             | 2027-01-15      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  25375000 | PA      | $22631328.13  | 0.33%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL, INC.                                 | CDK Global, Inc. 2022 USD Term Loan B                                            | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  37725000 | PA      | $37695008.63  | 0.56%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US CLO 2018-2 LTD                                                            | CUSIP: 44933HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2459565.00   | 0.04%             | 2031-07-22      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                       | Playa Resorts Holding B.V. 2022 Term Loan B                                      | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |  21024158 | PA      | $20911531.26  | 0.31%             | 2029-01-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                           | GFL Environmental Inc. 2020 Term Loan                                            | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |   7628434 | PA      | $7657040.79   | 0.11%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                    | INEOS Quattro Holdings UK Ltd EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |  26250000 | PA      | $27868829.33  | 0.41%             | 2026-01-29      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| LHS BORROWER, LLC                                | LHS Borrower, LLC 2022 Term Loan B                                               | CUSIP: 50204EAB4<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |  13673174 | PA      | $11588015.05  | 0.17%             | 2029-02-16      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                       | MAJORDRIVE HOLDINGS IV LLC TERM LOAN B                                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |  16005013 | PA      | $15524862.18  | 0.23%             | 2028-06-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                             | CITGO Petroleum Corp                                                             | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  12175000 | PA      | $12086000.75  | 0.18%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                          | Quikrete Holdings, Inc. 2021 Term Loan B1                                        | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |  11388830 | PA      | $11364811.02  | 0.17%             | 2029-03-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                            | DXP Enterprises, Inc. 2020 Term Loan                                             | CUSIP: 23338DAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9508868 | PA      | $9162687.84   | 0.14%             | 2027-12-23      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Rain Carbon GmbH                                 | Rain Carbon GmbH EUR Term Loan B                                                 | CUSIP: 000000000<br>LEI: 25490038N6JQH7QXUK52 | Long             | LON              | CORP              | US        |  15874786 | PA      | $16837608.44  | 0.25%             | 2025-01-16      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                     | Churchill Downs Incorporated 2017 Term Loan B                                    | CUSIP: 17148PAD3<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |   3325000 | PA      | $3327909.38   | 0.05%             | 2024-12-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Flint Group GmbH                                 | Flint Group GmbH USD Term Loan C                                                 | CUSIP: 000000000<br>LEI: 549300Q6D2JN1G0T8E41 | Long             | LON              | CORP              | US        |   1323225 | PA      | $894830.68    | 0.01%             | 2023-09-21      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors, LLC                        | MI Windows and Doors, LLC 2022 Term Loan                                         | CUSIP: 55336CAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6398984 | PA      | $6385654.65   | 0.09%             | 2027-12-18      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares XXXIIR CLO Ltd                                                              | CUSIP: 04017EAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $845236.00    | 0.01%             | 2030-05-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| PMHC II, Inc.                                    | PMHC II, Inc. 2022 Term Loan B                                                   | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1000000 | PA      | $880750.00    | 0.01%             | 2029-04-23      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| ALTAR BIDCO, INC.                                | Altar Bidco, Inc. 2021 2nd Lien Term Loan                                        | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7300000 | PA      | $6460500.00   | 0.10%             | 2030-02-01      | Variable      | 10.51%                | No            |                  2 | On Loan: No      |
| Financiere CEP SAS                               | Financiere CEP SAS 2021 EUR Term Loan B1                                         | CUSIP: 000000000<br>LEI: 894500A6RAFIQQXBIM15 | Long             | LON              | CORP              | FR        |   5242355 | PA      | $5608040.25   | 0.08%             | 2027-06-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                  | NCR Corporation 2019 Term Loan                                                   | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |   8935664 | PA      | $8913324.43   | 0.13%             | 2026-08-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $912.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2022-24 Ltd                                                              | CUSIP: 67118YAJ2<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $469403.00    | 0.01%             | 2035-07-20      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                      | Fertitta Entertainment, LLC 2022 Term Loan B                                     | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |  29852761 | PA      | $29543038.47  | 0.44%             | 2029-01-27      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                              | White Cap Buyer LLC Term Loan B                                                  | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20997532 | PA      | $20874507.52  | 0.31%             | 2027-10-19      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                               | Elmwood CLO 14 Ltd                                                               | CUSIP: 29003XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1790265.75   | 0.03%             | 2035-04-20      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC        | Oryx Midstream Services Permian Basin LLC Term Loan B                            | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   6544751 | PA      | $6535208.85   | 0.10%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                               | Getty Images, Inc. 2019 USD Term Loan B                                          | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16201869 | PA      | $16234775.06  | 0.24%             | 2026-02-19      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| eResearchTechnology, Inc.                        | eResearchTechnology, Inc. 2020 1st Lien Term Loan                                | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |   9636345 | PA      | $9036077.92   | 0.13%             | 2027-02-04      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| David's Bridal LLC                               | David's Bridal LLC                                                               | CUSIP: 000000000<br>LEI: YEMD6E68QLMSL3ZMES44 | Long             | EC               | CORP              | US        |    195511 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NFP CORP                                         | NFP Corp                                                                         | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874555.00    | 0.01%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $631146.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Investment Solutions, Inc.                | Fiserv Investment Solutions, Inc. 2020 Term Loan B                               | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6492436 | PA      | $6400458.00   | 0.09%             | 2027-02-18      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $154803.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media SFA Finance Limited                 | Virgin Media SFA Finance Limited GBP Term Loan L                                 | CUSIP: 000000000<br>LEI: 213800HHBSIDEKJOHR77 | Long             | LON              | CORP              | GB        |  11825000 | PA      | $13860457.15  | 0.20%             | 2027-01-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                        | Mirion Technologies, Inc. 2021 Term Loan                                         | CUSIP: 60470HAB3<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |   2779743 | PA      | $2773952.79   | 0.04%             | 2028-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Mission Broadcasting, Inc.                       | Mission Broadcasting, Inc. 2021 Term Loan B                                      | CUSIP: 605024AS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4038500 | PA      | $4038080.00   | 0.06%             | 2028-06-02      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                              | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |  10050000 | PA      | $9182383.50   | 0.14%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                  | Stars Group Holdings B.V. (The) 2018 EUR Incremental Term Loan                   | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |  12305367 | PA      | $13244005.95  | 0.20%             | 2026-07-21      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1786250.78  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WP CPP Holdings, LLC                             | WP CPP Holdings, LLC 2018 Term Loan                                              | CUSIP: 92937JAM5<br>LEI: 549300HT8KGOLU7VM426 | Long             | LON              | CORP              | US        |  35477097 | PA      | $32385516.34  | 0.48%             | 2025-04-30      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products, Inc.           | Bombardier Recreational Products, Inc. 2020 Term Loan                            | CUSIP: 09776MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |  35459196 | PA      | $35085597.89  | 0.52%             | 2027-05-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                            | Six Flags Theme Parks Inc                                                        | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1222632.08   | 0.02%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                | CSC Holdings, LLC 2018 Incremental Term Loan                                     | CUSIP: 64072UAH5<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   5634005 | PA      | $5415687.05   | 0.08%             | 2026-01-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                | DexKo Global Inc. 2021 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   3604145 | PA      | $3482341.97   | 0.05%             | 2028-10-04      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 11 Ltd                                                                   | CUSIP: 48662PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $687996.00    | 0.01%             | 2034-04-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC        | Pediatric Associates Holding Company, LLC 2021 Term Loan B                       | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1249766 | PA      | $1237268.78   | 0.02%             | 2028-12-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                     | Sophia, L.P. 2021 Term Loan B                                                    | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |  33112733 | PA      | $32667763.96  | 0.48%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                      | KUEHG Corp. 2018 Incremental Term Loan                                           | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |  35040908 | PA      | $34162467.63  | 0.50%             | 2025-02-21      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                   | Entegris, Inc. 2022 Term Loan B                                                  | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2512695.00   | 0.04%             | 2029-07-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Electro Rent Corporation                         | Electro Rent Corporation 2022 Term Loan                                          | CUSIP: 28521VAJ1<br>LEI: 549300L5Z681EV5LDY95 | Long             | LON              | CORP              | US        |  22093748 | PA      | $21651873.53  | 0.32%             | 2024-11-01      | Variable      | 9.90%                 | No            |                  2 | On Loan: No      |
| Aernnova Aerospace S.A.U                         | Aernnova Aerospace S.A.U EUR Delayed Draw Term Loan                              | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |   1071429 | PA      | $1084237.94   | 0.02%             | 2027-02-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Company                             | BWAY Holding Company 2017 Term Loan B                                            | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |  10899395 | PA      | $10842947.11  | 0.16%             | 2024-04-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Babson CLO Ltd 2015-I                                                            | CUSIP: 056162AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2243830.00   | 0.03%             | 2031-01-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Ameriforge Group Inc.                            | Ameriforge Group Inc.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    281241 | NS      | $916845.66    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Ramsay Generale de Sante S.A.                    | Ramsay Generale de Sante S.A. 2021 EUR Term Loan B2                              | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |   9900000 | PA      | $10645064.77  | 0.16%             | 2027-04-22      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                  | CoreLogic, Inc. Term Loan                                                        | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |  22466485 | PA      | $19141445.45  | 0.28%             | 2028-06-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                   | Victory Capital Holdings, Inc. 2021 Incremental Term Loan B                      | CUSIP: 92645DAJ8<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |   8636299 | PA      | $8582322.41   | 0.13%             | 2028-12-29      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2293953.75   | 0.03%             | 2031-07-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                       | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan                               | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7100000 | PA      | $4634965.20   | 0.07%             | 2029-10-01      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| INEOS Enterprises Holdings US Finco LLC          | INEOS Enterprises Holdings US Finco LLC 2020 USD Term Loan B                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2464905 | PA      | $2451039.65   | 0.04%             | 2026-08-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XX                                                                    | CUSIP: 03765MAG5<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | PA      | $2083608.88   | 0.03%             | 2031-07-16      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC. (MURRAY)                     | ACNR HOLDINGS, INC. (MURRAY)                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14309 | NS      | $8764262.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                            | Del Monte Foods, Inc. 2022 Term Loan                                             | CUSIP: 24521TAJ5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |   6608438 | PA      | $6572295.96   | 0.10%             | 2029-05-16      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings, LLC                               | Vaco Holdings, LLC 2022 Term Loan                                                | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |   3960000 | PA      | $3902251.32   | 0.06%             | 2029-01-21      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                     | American Trailer World Corp. Term Loan B                                         | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |  16116521 | PA      | $14210742.67  | 0.21%             | 2028-03-03      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| LG PARENT HOLDCO(LIBBEYGLASS)                    | LG PARENT HOLDCO(LIBBEYGLASS)                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    342076 | NS      | $3506279.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2022 Term Loan B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  21707122 | PA      | $20596889.19  | 0.30%             | 2028-08-19      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries, Inc.                        | Zekelman Industries, Inc. 2020 Term Loan                                         | CUSIP: 98931YAC7<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |  26969270 | PA      | $26859720.74  | 0.40%             | 2027-01-24      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   2101468 | PA      | $1886624.42   | 0.03%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares XLIX CLO Ltd                                                                | CUSIP: 04017KAA6<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3041220.00   | 0.04%             | 2030-07-22      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Telenet International Finance S.a.r.l.           | Telenet International Finance S.a.r.l. 2020 EUR Term Loan AQ                     | CUSIP: 000000000<br>LEI: 213800UQWC6KB34WEQ10 | Long             | LON              | CORP              | LU        |   6565000 | PA      | $6850664.11   | 0.10%             | 2029-04-30      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Cerba Healthcare S.A.S.                          | Cerba Healthcare S.A.S. 2022 EUR Term Loan C                                     | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |   8600000 | PA      | $8946295.86   | 0.13%             | 2029-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                 | Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan                         | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |  15288902 | PA      | $14818767.91  | 0.22%             | 2028-11-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  25150000 | PA      | $21534436.00  | 0.32%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2013-2 Ltd                                                     | CUSIP: 69688CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $2910105.25   | 0.04%             | 2031-10-17      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                  | Carlyle C17 CLO Ltd                                                              | CUSIP: 14308FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3015498.50   | 0.04%             | 2031-04-30      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc.                        | Ceridian HCM Holding Inc. 2018 Term Loan B                                       | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |  22739053 | PA      | $22673677.99  | 0.33%             | 2025-04-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                | Elanco Animal Health Incorporated Term Loan B                                    | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   8026337 | PA      | $7914610.80   | 0.12%             | 2027-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXX Ltd                                                         | CUSIP: 09630RAG4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1714508.00   | 0.03%             | 2035-04-15      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2018-1 Ltd                                                     | CUSIP: 69689GAA5<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1831218.00   | 0.03%             | 2031-04-18      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Oravel Stays Singapore Pte. Ltd.                 | Oravel Stays Singapore Pte. Ltd. Term Loan B                                     | CUSIP: 000000000<br>LEI: 9845003ERB3786DZBC41 | Long             | LON              | CORP              | SG        |   5959250 | PA      | $5307457.03   | 0.08%             | 2026-06-23      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| PATAGONIA BIDCO LIMITED                          | Patagonia Bidco Limited 2021 GBP Term Loan B                                     | CUSIP: 000000000<br>LEI: 25490031HIDV5RXSA288 | Long             | LON              | CORP              | GB        |  20050000 | PA      | $21706049.54  | 0.32%             | 2029-03-05      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                       | LABL, Inc. 2021 USD 1st Lien Term Loan                                           | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   9429750 | PA      | $9202851.36   | 0.14%             | 2028-10-29      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners Clo XXII Ltd                                             | CUSIP: 08186WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $908080.00    | 0.01%             | 2035-04-20      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| AI Alpine AT Bidco GmbH                          | AI Alpine AT Bidco GmbH 2018 EUR Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | AT        |   6125000 | PA      | $6375796.88   | 0.09%             | 2025-10-31      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9125000 | PA      | $9040664.20   | 0.13%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                             | Seattle Spinco, Inc. USD Term Loan B3                                            | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |  14725864 | PA      | $14716660.61  | 0.22%             | 2024-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                                | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    371654 | NS      | $2490081.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PETSMART INC/PETSMART FI                         | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1459124.64   | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2242250.00   | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2021-2 Ltd                                                     | CUSIP: 69702AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $921093.00    | 0.01%             | 2034-07-15      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                          | Astra Acquisition Corp. 2021 2nd Lien Term Loan                                  | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  21994712 | PA      | $19135399.04  | 0.28%             | 2029-10-25      | Floating      | 13.45%                | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                      | Epicor Software Corporation 2020 2nd Lien Term Loan                              | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   7650000 | PA      | $7655462.10   | 0.11%             | 2028-07-31      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Pro Mach Group, Inc.                             | Pro Mach Group, Inc. 2021 Term Loan B                                            | CUSIP: 74273JAE3<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   4809773 | PA      | $4803332.67   | 0.07%             | 2028-08-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Conair Holdings, LLC                             | Conair Holdings, LLC Term Loan B                                                 | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |  26242812 | PA      | $22752518.44  | 0.34%             | 2028-05-17      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Chassix Inc.                                     | Chassix Inc. 2017 1st Lien Term Loan                                             | CUSIP: 16169TAD1<br>LEI: 2549001WCU4UIV6EH563 | Long             | LON              | CORP              | US        |  10105856 | PA      | $8595030.13   | 0.13%             | 2023-11-15      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| IAP Worldwide Services LLC                       | IAP WORLDWIDE SERVICES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       168 | NS      | $748488.57    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Pregis TopCo Corporation                         | Pregis TopCo Corporation 1st Lien Term Loan                                      | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   2352006 | PA      | $2328486.24   | 0.03%             | 2026-07-31      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                    | Focus Financial Partners, LLC 2022 Term Loan B5                                  | CUSIP: 34416DAW8<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |  27660802 | PA      | $27721323.62  | 0.41%             | 2028-06-30      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC               | Alliant Holdings Intermediate, LLC 2021 Term Loan B4                             | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  14074316 | PA      | $14074316.48  | 0.21%             | 2027-11-06      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $298699.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation             | Olympus Water US Holding Corporation 2021 USD Term Loan B                        | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   4472269 | PA      | $4391517.60   | 0.06%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2019-2 Ltd                                                    | CUSIP: 13887VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1356153.00   | 0.02%             | 2034-10-15      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| Advisor Group, Inc.                              | Advisor Group, Inc. 2021 Term Loan                                               | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |  36154894 | PA      | $35969094.24  | 0.53%             | 2026-07-31      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| BW NHHC Holdco, Inc.                             | BW NHHC Holdco, Inc. 2022 1st Lien Second Out Term Loan                          | CUSIP: 05606CAR1<br>LEI: 549300Y5ZHAEE7MHCH51 | Long             | LON              | CORP              | US        |  14692820 | PA      | $9623797.38   | 0.14%             | 2026-01-15      | Variable      | 12.51%                | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                            | Avantor Funding, Inc. 2021 Term Loan B5                                          | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |  21169374 | PA      | $21190882.58  | 0.31%             | 2027-11-08      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Gemini HDPE LLC                                  | Gemini HDPE LLC 2020 Term Loan B                                                 | CUSIP: 36866KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5885002 | PA      | $5880099.56   | 0.09%             | 2027-12-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  37975000 | PA      | $32869261.25  | 0.49%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V       | Axalta Coating Systems Dutch Holding B B.V 2022 USD Term Loan B                  | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |  23046724 | PA      | $23161957.61  | 0.34%             | 2029-12-20      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Bracket Intermediate Holding Corp                | Bracket Intermediate Holding Corp 2018 1st Lien Term Loan B                      | CUSIP: 10378RAF0<br>LEI: 54930011OZELK2VOFB56 | Long             | LON              | CORP              | US        |   5935192 | PA      | $5797940.89   | 0.09%             | 2025-09-05      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings, Inc.                    | Autokiniton US Holdings, Inc. 2021 Term Loan B                                   | CUSIP: 05278HAB2<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |  22459609 | PA      | $22375385.15  | 0.33%             | 2028-04-06      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.                   | Vue International Bidco p.l.c. 2019 EUR Term Loan B                              | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |   3432754 | PA      | $1928159.72   | 0.03%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                         | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   7250000 | PA      | $6245442.90   | 0.09%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Navicure, Inc.                                   | Navicure, Inc. 2019 Term Loan B                                                  | CUSIP: 63939WAG8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |  10105501 | PA      | $10061289.62  | 0.15%             | 2026-10-22      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXIV Ltd                                                        | CUSIP: 09629XAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1137516.25   | 0.02%             | 2034-04-20      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                 | Kronos Acquisition Holdings Inc. 2021 Term Loan B                                | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9882555 | PA      | $9639898.52   | 0.14%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                         | Energizer Holdings, Inc. 2020 Term Loan                                          | CUSIP: 000000000<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   8424540 | PA      | $8416638.16   | 0.12%             | 2027-12-22      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.           | Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B                      | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17267770 | PA      | $16990760.22  | 0.25%             | 2027-11-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Aptean, Inc.                                     | Aptean, Inc. 2019 2nd Lien Term Loan                                             | CUSIP: 000000000<br>LEI: 549300D5LUPGZUDZXC96 | Long             | LON              | CORP              | US        |   6500000 | PA      | $6077500.00   | 0.09%             | 2027-04-23      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  22375000 | PA      | $20833921.88  | 0.31%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                      | McAfee, LLC 2022 USD Term Loan B                                                 | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |  24661910 | PA      | $23223307.18  | 0.34%             | 2029-03-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                 | Gates Global LLC 2021 Term Loan B3                                               | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |  18515700 | PA      | $18496888.22  | 0.27%             | 2027-03-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians                       | Sound Inpatient Physicians 2021 Term Loan B                                      | CUSIP: 46322EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2585625 | PA      | $2146875.47   | 0.03%             | 2025-06-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2018-1 Ltd                                                     | CUSIP: 69703PAG4<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2829585.00   | 0.04%             | 2031-04-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Virgin Media SFA Finance Limited                 | Virgin Media SFA Finance Limited EUR Term Loan O                                 | CUSIP: 000000000<br>LEI: 213800HHBSIDEKJOHR77 | Long             | LON              | CORP              | GB        |  13800000 | PA      | $14510406.64  | 0.21%             | 2029-01-31      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Dedalus Finance GmbH                             | Dedalus Finance GmbH 2021 EUR Term Loan B2                                       | CUSIP: 000000000<br>LEI: 391200XH4I9QLL23DB49 | Long             | LON              | CORP              | DE        |  20150000 | PA      | $19770236.22  | 0.29%             | 2027-07-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                      | Allied Universal Holdco LLC 2021 EUR Term Loan                                   | CUSIP: 01957TAK3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | LU        |   9479335 | PA      | $9895819.92   | 0.15%             | 2028-05-12      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                         | Virgin Media Bristol LLC USD Term Loan N                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  44255408 | PA      | $44089450.22  | 0.65%             | 2028-01-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| SITEL Group                                      | SITEL Group 2021 EUR Term Loan                                                   | CUSIP: 000000000<br>LEI: 549300BCU0GW2NDZ8U96 | Long             | LON              | CORP              | LU        |   7075000 | PA      | $7602658.35   | 0.11%             | 2028-08-28      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| DAVID S BRIDAL, LLC SERIES A                     | DAVID S BRIDAL, LLC SERIES A                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5438 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Regatta XIV Funding Ltd                          | Regatta XIV Funding Ltd                                                          | CUSIP: 75888MAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2367472.50   | 0.03%             | 2031-10-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                       | Gainwell Acquisition Corp. Term Loan B                                           | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  72265265 | PA      | $70729628.21  | 1.04%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Alkermes, Inc.                                   | Alkermes, Inc. 2021 Term Loan B                                                  | CUSIP: 01642UAH8<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |  12799906 | PA      | $12479908.20  | 0.18%             | 2026-03-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ConnectWise, LLC                                 | ConnectWise, LLC 2021 Term Loan B                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14184782 | PA      | $13706045.28  | 0.20%             | 2028-09-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                         | Hertz Corporation, (The) 2021 Term Loan B                                        | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |  16624111 | PA      | $16583415.43  | 0.24%             | 2028-06-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3346464.00   | 0.05%             | 2031-07-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XXV CLO Ltd                                                               | CUSIP: 36319XAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2364910.00   | 0.03%             | 2031-10-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-33726.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Icebox Holdco III, Inc.                          | Icebox Holdco III, Inc. 2021 1st Lien Term Loan                                  | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |  15223198 | PA      | $14703067.21  | 0.22%             | 2028-12-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                    | Edelman Financial Center, LLC 2021 Term Loan B                                   | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |  22453499 | PA      | $22042330.64  | 0.33%             | 2028-04-07      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting, Inc.                       | Nexstar Broadcasting, Inc. 2019 Term Loan B4                                     | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   1167292 | PA      | $1169480.69   | 0.02%             | 2026-09-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                          | ClubCorp Holdings, Inc. 2017 Term Loan B                                         | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |  23573354 | PA      | $21870603.48  | 0.32%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                      | Jazz Financing Lux S.a.r.l. USD Term Loan                                        | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   8387805 | PA      | $8389306.33   | 0.12%             | 2028-05-05      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                   | Sinclair Television Group Inc. 2021 Term Loan B3                                 | CUSIP: 82925BAF2<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |  25379579 | PA      | $24919573.91  | 0.37%             | 2028-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Maverick Bidco Inc                               | Maverick Bidco Inc 2021 2nd Lien Term Loan                                       | CUSIP: 57767KAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3325000 | PA      | $3034062.50   | 0.04%             | 2029-05-18      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P                         | GIP II Blue Holding, L.P Term Loan B                                             | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20299633 | PA      | $20340232.02  | 0.30%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| AI Sirona (Luxembourg) Acquisition S.a.r.l.      | AI Sirona (Luxembourg) Acquisition S.a.r.l. 2021 EUR Term Loan B1                | CUSIP: 000000000<br>LEI: 549300MQC452SFMN5167 | Long             | LON              | CORP              | LU        |  12550000 | PA      | $13397658.06  | 0.20%             | 2025-09-29      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                              | Calpine Corporation Term Loan B9                                                 | CUSIP: 13134MBQ5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   3198731 | PA      | $3195621.65   | 0.05%             | 2026-04-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2021 2nd Lien Term Loan B3                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  14360000 | PA      | $12066880.32  | 0.18%             | 2028-01-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                              | IVC Acquisition Ltd 2021 GBP Term Loan B3                                        | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |   1050000 | PA      | $1203877.56   | 0.02%             | 2026-02-13      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                                | Harriman Park CLO LTD                                                            | CUSIP: 413718AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $921845.00    | 0.01%             | 2034-04-20      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                           | Verscend Holding Corp. 2021 Term Loan B                                          | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24031084 | PA      | $24033222.80  | 0.35%             | 2025-08-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| INEOS Enterprises Holdings II Limited            | INEOS Enterprises Holdings II Limited 2020 EUR Term Loan B                       | CUSIP: 000000000<br>LEI: 213800M8Z1KMM5H1JM42 | Long             | LON              | CORP              | GB        |   2325000 | PA      | $2488130.36   | 0.04%             | 2026-08-31      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ameriforge Group, Inc.                           | Ameriforge Group, Inc. Exit Term Loan                                            | CUSIP: 03074EAN4<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |  17058596 | PA      | $8465328.48   | 0.12%             | 2026-02-01      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                | Great Canadian Gaming Corporation 2021 Term Loan                                 | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |   4296620 | PA      | $4277821.93   | 0.06%             | 2026-11-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| LGC Group Holdings Ltd                           | LGC Group Holdings Ltd EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   4025000 | PA      | $4150427.36   | 0.06%             | 2027-04-21      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                 | EAB Global, Inc. 2021 Term Loan                                                  | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |  15815250 | PA      | $15313606.09  | 0.23%             | 2028-08-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                              | Boels Topholding BV 2021 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |   8800000 | PA      | $9416243.77   | 0.14%             | 2027-02-06      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GEE Holdings 2 LLC                               | GEE Holdings 2 LLC 2021 2nd Lien Takeback Term Loan                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7480733 | PA      | $5635483.32   | 0.08%             | 2026-03-23      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                         | Option Care Health, Inc. 2021 Term Loan B                                        | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |   3060304 | PA      | $3064894.92   | 0.05%             | 2028-10-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                   | Skillsoft Corp                                                                   | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1010393 | NS      | $1939954.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                                    | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501166.61   | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                | Polaris Newco LLC USD Term Loan B                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   7829722 | PA      | $7451938.31   | 0.11%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-37899.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                          | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1181732.50   | 0.02%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                 | Nomad Foods Europe Midco Limited 2022 Term Loan B                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14316998 | PA      | $14382612.30  | 0.21%             | 2029-11-12      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                               | Finastra USA, Inc. USD 1st Lien Term Loan                                        | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |  60075024 | PA      | $56667628.99  | 0.84%             | 2024-06-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                       | Froneri International Ltd. 2020 USD Term Loan                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8773946 | PA      | $8704482.26   | 0.13%             | 2027-01-29      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                 | GVC Holdings (Gibraltar) Limited 2022 EUR Term Loan B                            | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |  20791875 | PA      | $22490874.06  | 0.33%             | 2028-06-30      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                      | KUEHG Corp. 2017 2nd Lien Term Loan                                              | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   4075000 | PA      | $3904359.38   | 0.06%             | 2025-08-22      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                | Ultimate Software Group Inc (The) Term Loan B                                    | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  15102405 | PA      | $14932502.63  | 0.22%             | 2026-05-04      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                    | Focus Financial Partners, LLC 2021 Term Loan B4                                  | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |  10914001 | PA      | $10919971.32  | 0.16%             | 2028-06-30      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| WireCo WorldGroup, Inc.                          | WireCo WorldGroup, Inc. 2021 Term Loan                                           | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |   9347520 | PA      | $9343621.93   | 0.14%             | 2028-11-13      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC.(MURRAY)                      | ACNR HOLDINGS, INC.(MURRAY)                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30298 | NS      | $3090396.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.       | Calpine Construction Finance Company, L.P. 2017 Term Loan B                      | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |  10574514 | PA      | $10578183.68  | 0.16%             | 2025-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Kraton Polymers Holdings B.V.                    | Kraton Polymers Holdings B.V. 2022 EUR Term Loan                                 | CUSIP: 23292DAC4<br>LEI: 254900ZHV9AI95Q0FV69 | Long             | LON              | CORP              | NL        |   4650000 | PA      | $4947824.94   | 0.07%             | 2029-03-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                | Cornerstone Building Brands, Inc. 2021 Term Loan B                               | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |  22591994 | PA      | $21214514.68  | 0.31%             | 2028-04-12      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| LCPR Loan Financing LLC                          | LCPR Loan Financing LLC 2021 Term Loan B                                         | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1800000 | PA      | $1800900.00   | 0.03%             | 2028-10-16      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                         | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6700000 | PA      | $498312.50    | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                               | Aretec Group, Inc. 2018 Term Loan                                                | CUSIP: 04009DAB0<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |  25716194 | PA      | $25456357.48  | 0.38%             | 2025-10-01      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                           | W.R. Grace & Co.-Conn. 2021 Term Loan B                                          | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |  17028000 | PA      | $16985430.00  | 0.25%             | 2028-09-22      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |         1 | NC      | $38397.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                          | Astra Acquisition Corp. 2021 1st Lien Term Loan                                  | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14218765 | PA      | $12796888.91  | 0.19%             | 2028-10-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                      | FinCo I LLC 2020 Term Loan B                                                     | CUSIP: 31774BAE4<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |  19621704 | PA      | $19663399.92  | 0.29%             | 2025-06-27      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.              | Granite Holdings US Acquisition Co. 2021 Term Loan B                             | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7999462 | PA      | $8000710.19   | 0.12%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1159431 | PA      | $1109134.88   | 0.02%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                        | Titan Acquisition Limited 2018 Term Loan B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |  30117626 | PA      | $29421155.87  | 0.43%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XVI Ltd                                              | CUSIP: 08182JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2077092.00   | 0.03%             | 2032-01-17      | Floating      | 11.49%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares XXXIIR CLO Ltd                                                              | CUSIP: 04017EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4620900.00   | 0.07%             | 2030-05-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                          | Park River Holdings Inc Term Loan                                                | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12777524 | PA      | $11647505.33  | 0.17%             | 2027-12-28      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| CCRR Parent, Inc                                 | CCRR Parent, Inc Term Loan B                                                     | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5275418 | PA      | $5130344.40   | 0.08%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                         | ICON Luxembourg S.A.R.L. LUX Term Loan                                           | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |  63674791 | PA      | $63727832.30  | 0.94%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                        | NFP Corp. 2020 Term Loan                                                         | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |  32844963 | PA      | $32290703.89  | 0.48%             | 2027-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2014-3-R Ltd                                | CUSIP: 14315LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $904764.00    | 0.01%             | 2031-07-27      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Sovos Brands Intermediate, Inc.                  | Sovos Brands Intermediate, Inc. 2021 Term Loan                                   | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |   9191226 | PA      | $9064846.99   | 0.13%             | 2028-06-08      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                | Match Group, Inc. 2020 Term Loan B                                               | CUSIP: 57665VAF4<br>LEI: 5493003RFFE030RC9167 | Long             | LON              | CORP              | US        |   7625000 | PA      | $7558281.25   | 0.11%             | 2027-02-13      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| IAP Worldwide Services, Inc.                     | IAP Worldwide Services, Inc. New 2nd Lien Term Loan                              | CUSIP: 44920JAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1191462 | PA      | $936012.88    | 0.01%             | 2023-07-18      | Floating      | 11.23%                | No            |                  3 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO XXII Ltd                                                           | CUSIP: 07134MAA3<br>LEI: 5493003R1TSL3IKE4V49 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1558639.25   | 0.02%             | 2035-01-20      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2755962.00   | 0.04%             | 2031-07-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                      | Kenan Advantage Group, Inc. 2021 Term Loan B1                                    | CUSIP: 48853UBE9<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |  21837039 | PA      | $21647667.93  | 0.32%             | 2026-03-24      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3126760.00   | 0.05%             | 2031-04-20      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| Fender Musical Instruments Corporation           | Fender Musical Instruments Corporation 2021 Term Loan B                          | CUSIP: 000000000<br>LEI: 549300G8G1R16J8L5Q60 | Long             | LON              | CORP              | US        |   4299023 | PA      | $3750897.96   | 0.06%             | 2028-12-01      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                | CenturyLink, Inc. 2020 Term Loan B                                               | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |  28930298 | PA      | $27995242.05  | 0.41%             | 2027-03-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                             | Ineos US Finance LLC 2021 USD Term Loan B                                        | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   6819084 | PA      | $6812265.34   | 0.10%             | 2028-11-08      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC              | Phoenix Services International, LLC 2022 DIP New Money Term Loan                 | CUSIP: 000000000<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |   1678968 | PA      | $1620372.38   | 0.02%             | 2023-03-28      | Variable      | 16.55%                | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                  | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan                   | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |  34082612 | PA      | $34082611.51  | 0.50%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Greenhill & Co., Inc.                            | Greenhill & Co., Inc. Term Loan B                                                | CUSIP: 39525YAE9<br>LEI: 529900VEOQHHHSPI9C69 | Long             | LON              | CORP              | US        |   5524606 | PA      | $5467056.41   | 0.08%             | 2024-04-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Zephyr Bidco Limited                             | Zephyr Bidco Limited 2018 EUR Term Loan B2                                       | CUSIP: 000000000<br>LEI: 549300ZI8D8NFMCTDS74 | Long             | LON              | CORP              | GB        |   5025000 | PA      | $5025895.92   | 0.07%             | 2025-07-23      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  10575000 | PA      | $8844507.00   | 0.13%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2012-1 R Ltd                                                  | CUSIP: 13876KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4875000 | PA      | $3925676.63   | 0.06%             | 2030-07-15      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                         | Hillman Group Inc. (The) 2021 Term Loan B1                                       | CUSIP: 43162TAR1<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |   1266102 | PA      | $1255927.18   | 0.02%             | 2028-07-14      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| QUARTERNORTH ENERGY RO FDWOOD                    | QUARTERNORTH ENERGY RO FDWOOD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12899 | NS      | $1792961.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NortonLifeLock Inc.                              | NortonLifeLock Inc. 2022 Term Loan B                                             | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   4101897 | PA      | $4098049.44   | 0.06%             | 2029-09-12      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                   | National Mentor Holdings, Inc. 2021 Term Loan C                                  | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    576022 | PA      | $423376.44    | 0.01%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc.                   | Monitronics International Inc. Takeback Term Loan                                | CUSIP: 60945HAB0<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |  14972497 | PA      | $9836930.42   | 0.15%             | 2024-03-29      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Delachaux Group SA                               | Delachaux Group SA USD Term Loan B2                                              | CUSIP: 000000000<br>LEI: 969500XJHVZW0HF1ZQ71 | Long             | LON              | CORP              | FR        |   5516500 | PA      | $5105062.88   | 0.08%             | 2026-04-16      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| TTF Holdings, LLC                                | TTF Holdings, LLC Term Loan                                                      | CUSIP: 000000000<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   5644322 | PA      | $5637266.99   | 0.08%             | 2028-03-31      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Truck Hero, Inc.                                 | Truck Hero, Inc. 2021 Term Loan B                                                | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |  16530066 | PA      | $14919525.39  | 0.22%             | 2028-01-31      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                  | Cano Health LLC 2022 Term Loan                                                   | CUSIP: 13781HAE0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |   7666912 | PA      | $5980191.48   | 0.09%             | 2027-11-23      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORPORATION                      | Covanta Holding Corporation 2021 Term Loan C                                     | CUSIP: 22282GAD9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    168990 | PA      | $169276.15    | 0.00%             | 2028-11-30      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4614059.86   | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amer Sports Oyj                                  | Amer Sports Oyj EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 7437004VPYN53GU01U11 | Long             | LON              | CORP              | FI        |  20475000 | PA      | $21466411.55  | 0.32%             | 2026-03-30      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                      | Avis Budget Car Rental, LLC 2022 Term Loan C                                     | CUSIP: 05377JAS1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   4135417 | PA      | $4136706.91   | 0.06%             | 2029-03-16      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| LSF11 Skyscraper Holdco S.a r.l.                 | LSF11 Skyscraper Holdco S.a r.l. 2021 USD Term Loan B                            | CUSIP: 000000000<br>LEI: 254900TIPQ0RBM2WVJ30 | Long             | LON              | CORP              | LU        |   5576429 | PA      | $5548547.13   | 0.08%             | 2027-09-29      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Symplr Software, Inc.                            | Symplr Software, Inc. 2020 Term Loan                                             | CUSIP: 87190HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9166893 | PA      | $7983795.71   | 0.12%             | 2027-12-22      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2014-4-R Ltd                                | CUSIP: 14314TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $2921499.00   | 0.04%             | 2030-07-15      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3504233.13   | 0.05%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                         | Brown Group Holding, LLC 2022 Incremental Term Loan B2                           | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   1446375 | PA      | $1448786.11   | 0.02%             | 2029-07-02      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORPORATION                      | Covanta Holding Corporation 2021 Term Loan B                                     | CUSIP: 22282GAC1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   2239090 | PA      | $2242887.88   | 0.03%             | 2028-11-30      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                | Clarios Global LP 2021 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |  31980703 | PA      | $33971057.31  | 0.50%             | 2026-04-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                   | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2407757.50   | 0.04%             | 2031-07-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Webster Park CLO Ltd                             | Webster Park CLO Ltd                                                             | CUSIP: 948210AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2142637.50   | 0.03%             | 2030-07-20      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                             | Winnebago Industries Inc                                                         | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1059179.42   | 0.02%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $3004911.00   | 0.04%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Curia Global, Inc.                               | Curia Global, Inc. 2021 Term Loan                                                | CUSIP: 01242HAM0<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |  19567459 | PA      | $16989035.78  | 0.25%             | 2026-08-30      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution US Holding LLC                 | INEOS Styrolution US Holding LLC 2021 USD Term Loan B                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12674932 | PA      | $12670977.43  | 0.19%             | 2026-01-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings, Inc                        | Ultra Clean Holdings, Inc 2021 Term Loan B                                       | CUSIP: 90385YAD3<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |   3035108 | PA      | $3045542.57   | 0.04%             | 2025-08-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                         | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $500982.00    | 0.01%             | 2029-01-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2250000 | PA      | $2208543.75   | 0.03%             | 2035-07-20      | Floating      | 12.62%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2015-3 Ltd                                                              | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $4498373.00   | 0.07%             | 2031-10-20      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $8682332.75   | 0.13%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Badger Buyer Corp.                               | Badger Buyer Corp. 2018 Term Loan B                                              | CUSIP: 05651XAC2<br>LEI: 549300RK8L3MFML49K35 | Long             | LON              | CORP              | US        |   9568398 | PA      | $7846086.11   | 0.12%             | 2024-09-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| WEX Inc.                                         | WEX Inc. 2021 Term Loan                                                          | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   4372125 | PA      | $4368574.84   | 0.06%             | 2028-03-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181JAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4649140.00   | 0.07%             | 2031-04-20      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                         | Veritas US Inc / Veritas Bermuda Ltd                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13575000 | PA      | $8973133.24   | 0.13%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC              | Phoenix Services International, LLC Term Loan                                    | CUSIP: 71913YAC6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |  12142737 | PA      | $1502663.74   | 0.02%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    875000 | PA      | $798144.38    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                              | Verisure Holding AB 2020 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |   4900000 | PA      | $5155569.91   | 0.08%             | 2026-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Zephyr German BidCo GmbH                         | Zephyr German BidCo GmbH EUR Term Loan B1                                        | CUSIP: 000000000<br>LEI: 529900TJ6NYOFABGF758 | Long             | LON              | CORP              | DE        |  13675000 | PA      | $14058399.41  | 0.21%             | 2028-03-10      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                  | Envision Healthcare Corporation 2022 First Out Term Loan                         | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |   6735072 | PA      | $6044727.46   | 0.09%             | 2027-03-31      | Variable      | 12.61%                | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                 | Medical Solutions Holdings, Inc. 2021 2nd Lien Term Loan                         | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   9500000 | PA      | $8763750.00   | 0.13%             | 2029-11-01      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                          | American Airlines, Inc. 2021 Term Loan                                           | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |  36000000 | PA      | $37040004.00  | 0.55%             | 2028-04-20      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                 | NAB Holdings LLC 2021 Term Loan                                                  | CUSIP: 62871NAM7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |  18414000 | PA      | $18333438.75  | 0.27%             | 2028-11-23      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Holding B.V.                       | UPC Broadband Holding B.V. 2021 EUR Term Loan AY                                 | CUSIP: 000000000<br>LEI: 2138005HEGTBAGASUY97 | Long             | LON              | CORP              | NL        |  15150000 | PA      | $16158939.31  | 0.24%             | 2029-01-31      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 53B Ltd                                               | CUSIP: 38178CAA7<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1123461.25   | 0.02%             | 2034-07-20      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| Ali Group North America Corporation              | Ali Group North America Corporation 2021 Term Loan B                             | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17953222 | PA      | $17942001.47  | 0.26%             | 2029-07-30      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $687.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corporation                             | Carnival Corporation 2021 Incremental Term Loan B                                | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |  40293000 | PA      | $39419971.57  | 0.58%             | 2028-10-18      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Valeo F1 Company Limited (Ireland)               | Valeo F1 Company Limited (Ireland) 2021 GBP Term Loan B                          | CUSIP: 000000000<br>LEI: 259400O9OX5WFOBC8C47 | Long             | LON              | CORP              | GB        |   5500000 | PA      | $5587274.03   | 0.08%             | 2028-06-28      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                               | Groupe Solmax Inc. Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |  22026124 | PA      | $18612074.81  | 0.27%             | 2028-05-29      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-618654.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding AG                      | Nidda Healthcare Holding AG 2020 EUR Term Loan F                                 | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |         0 | PA      | $0.00         | 0.00%             | 2026-08-21      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                    | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                               | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |  10811145 | PA      | $10500324.55  | 0.15%             | 2027-04-09      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Kraton Corporation                               | Kraton Corporation 2022 USD Term Loan                                            | CUSIP: 23292DAB6<br>LEI: 894500IZY1GHOLAVZL83 | Long             | LON              | CORP              | US        |   6178312 | PA      | $6167500.45   | 0.09%             | 2029-03-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                              | IVC Acquisition Ltd 2021 EUR Term Loan B5                                        | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |  20825000 | PA      | $21445650.37  | 0.32%             | 2026-02-13      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                  | Go Daddy Operating Company, LLC 2021 Term Loan B4                                | CUSIP: 38017BAQ9<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   9871875 | PA      | $9866939.05   | 0.15%             | 2027-08-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                | DexKo Global Inc. 2021 EUR Delayed Draw Term Loan                                | CUSIP: 000000000<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1115173 | PA      | $1077485.67   | 0.02%             | 2028-10-04      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Webster Park CLO Ltd                             | Webster Park CLO Ltd                                                             | CUSIP: 948214AW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1871616.00   | 0.03%             | 2030-07-20      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Holding B.V.                       | UPC Broadband Holding B.V. 2020 USD Term Loan AT                                 | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   7125000 | PA      | $7077796.88   | 0.10%             | 2028-04-30      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Flint Group US LLC                               | Flint Group US LLC USD Term Loan B8                                              | CUSIP: 000000000<br>LEI: 529900HYSM9MD1C1LG96 | Long             | LON              | CORP              | DE        |   1988946 | PA      | $1481764.85   | 0.02%             | 2023-09-21      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                     | Scientific Games Holdings LP 2022 EUR Term Loan B                                | CUSIP: 80875CAC1<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1062417.65   | 0.02%             | 2029-04-04      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc              | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |  11790750 | PA      | $11601414.14  | 0.17%             | 2029-04-13      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services, INC.                   | Northstar Group Services, INC. 2020 Term Loan B                                  | CUSIP: 66707RAC1<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |  13226910 | PA      | $13039524.46  | 0.19%             | 2026-11-12      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XIX CLO Ltd                                                               | CUSIP: 36319RAQ3<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1777886.00   | 0.03%             | 2030-07-24      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| AI Convoy (Luxembourg) S.A.R.L                   | AI Convoy (Luxembourg) S.A.R.L EUR Term Loan B                                   | CUSIP: 00135BAB9<br>LEI: 222100GQMVQ4KP4KJS35 | Long             | LON              | CORP              | LU        |   4300000 | PA      | $4585145.50   | 0.07%             | 2027-01-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                    | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4778670.00   | 0.07%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                            | Hyland Software, Inc. 2021 2nd Lien Term Loan                                    | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7940129 | PA      | $7562972.44   | 0.11%             | 2025-07-07      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Adevinta ASA                                     | ADEVINTA ASA EUR TERM LOAN B                                                     | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | LON              | CORP              | NO        |   8125833 | PA      | $8745662.27   | 0.13%             | 2028-06-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower, LLC                         | Red Planet Borrower, LLC Term Loan B                                             | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |  16740600 | PA      | $11182720.75  | 0.17%             | 2028-10-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                | DexKo Global Inc. 2021 EUR German Term Loan                                      | CUSIP: 25213YAZ8<br>LEI: 549300TEZ43H3FGR8I24 | Long             | LON              | CORP              | DE        |   6930682 | PA      | $6696458.80   | 0.10%             | 2028-10-04      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                             | Carnival Corporation USD Term Loan B                                             | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   4101385 | PA      | $4047042.04   | 0.06%             | 2025-06-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TURING MIDCO LLC                                 | Turing Midco LLC 2021 Term Loan B                                                | CUSIP: 90010LAC6<br>LEI: 5493007EOKV4X1NPV034 | Long             | LON              | CORP              | US        |    983680 | PA      | $982039.88    | 0.01%             | 2028-03-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ECI Macola Max Holding, LLC                      | ECI Macola Max Holding, LLC 2020 Term Loan                                       | CUSIP: 26825UAK7<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |  29500198 | PA      | $29030023.88  | 0.43%             | 2027-11-09      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc. | American Builders & Contractors Supply Co., Inc. 2019 Term Loan                  | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |  22997463 | PA      | $23001763.39  | 0.34%             | 2027-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners, Inc.                   | U.S. Anesthesia Partners, Inc. 2021 Term Loan                                    | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |  16425763 | PA      | $15727668.10  | 0.23%             | 2028-10-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                  | Veritas US Inc. 2021 USD Term Loan B                                             | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |  20010252 | PA      | $13797068.70  | 0.20%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 37B Ltd                                               | CUSIP: 38175VAA8<br>LEI: 2549004JK1JYCMYC3T80 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4576097.75   | 0.07%             | 2030-07-20      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| SkillSoft Corporation                            | SkillSoft Corporation 2021 Term Loan                                             | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |  11478525 | PA      | $9930358.78   | 0.15%             | 2028-07-14      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                | AlixPartners, LLP 2021 EUR Term Loan B                                           | CUSIP: 01642PBC9<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   4126500 | PA      | $4366965.32   | 0.06%             | 2028-02-04      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                            | AssuredPartners, Inc. 2022 Term Loan                                             | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   5334688 | PA      | $5283842.59   | 0.08%             | 2027-02-12      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc.                             | Belfor Holdings Inc. 2022 Incremental Term Loan                                  | CUSIP: 07768YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4584906 | PA      | $4589206.84   | 0.07%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                | Delta TopCo, Inc. 2020 Term Loan B                                               | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14142670 | PA      | $13175410.79  | 0.19%             | 2027-12-01      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS PET HOLDING CORP                        | PHILLIPS PET HOLDING CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2960 | NS      | $220342.57    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Numericable Group SA                             | Numericable Group SA EUR Term Loan B11                                           | CUSIP: 67053NAL8<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     16511 | PA      | $17444.90     | 0.00%             | 2025-07-31      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   7625000 | PA      | $6586589.38   | 0.10%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global, Inc.                | Rackspace Technology Global, Inc. 2021 Term Loan B                               | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |  13588864 | PA      | $8651581.16   | 0.13%             | 2028-02-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Akorn, Inc.                                      | Akorn, Inc. 2020 Take Back Term Loan                                             | CUSIP: 00972HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3362835 | PA      | $1728160.74   | 0.03%             | 2025-10-01      | Floating      | 12.25%                | No            |                  3 | On Loan: No      |
| STANDARD INDUSTRIES INC.                         | Standard Industries Inc. 2021 Term Loan B                                        | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |  16685869 | PA      | $16702938.39  | 0.25%             | 2028-09-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PQ Corporation                                   | PQ Corporation 2021 Term Loan B                                                  | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  25397625 | PA      | $25403568.04  | 0.37%             | 2028-06-09      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                   | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016268AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2611746.00   | 0.04%             | 2031-07-20      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                        | Diamond Sports Group, LLC 2022 First Priority Term Loan                          | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   5913540 | PA      | $5366537.80   | 0.08%             | 2026-05-25      | Floating      | 12.78%                | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                       | Froneri International Ltd. 2020 EUR Term Loan B1                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1500000 | PA      | $1566176.47   | 0.02%             | 2027-01-29      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Digi International Inc.                          | Digi International Inc. Term Loan B                                              | CUSIP: 000000000<br>LEI: 529900KG656HGROI4N27 | Long             | LON              | CORP              | US        |   5228304 | PA      | $5221768.19   | 0.08%             | 2028-11-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Colouroz Investment 1 GmbH                       | Colouroz Investment 1 GmbH EUR Term Loan B3                                      | CUSIP: 000000000<br>LEI: 529900HYSM9MD1C1LG96 | Long             | LON              | CORP              | DE        |     27183 | PA      | $19873.56     | 0.00%             | 2023-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC            | Prime Security Services Borrower, LLC 2021 Term Loan                             | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |  17849242 | PA      | $17862629.04  | 0.26%             | 2026-09-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC              | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                             | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |   9973750 | PA      | $9988291.75   | 0.15%             | 2028-08-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                               | Athenahealth, Inc. 2022 Term Loan B                                              | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2557440 | PA      | $2428770.15   | 0.04%             | 2029-02-15      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.              | Engineered Machinery Holdings, Inc. 2021 EUR Incremental Term Loan               | CUSIP: 26658NAL3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |  11973438 | PA      | $12691503.22  | 0.19%             | 2028-05-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2022-1 Ltd                                                     | CUSIP: 69689RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5023749.50   | 0.07%             | 2035-04-20      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                            | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   6025000 | PA      | $5816758.05   | 0.09%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Colouroz Investment 1 GmbH                       | Colouroz Investment 1 GmbH Initial EUR Term Loan                                 | CUSIP: 000000000<br>LEI: 529900HYSM9MD1C1LG96 | Long             | LON              | CORP              | DE        |   1164384 | PA      | $851290.81    | 0.01%             | 2023-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XIV Ltd                                              | CUSIP: 08179LAJ0<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1349778.00   | 0.02%             | 2031-04-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XXII Ltd                                                    | CUSIP: 64131CAF8<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2727573.00   | 0.04%             | 2030-10-17      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                     | CHG Healthcare Services Inc. 2021 Term Loan                                      | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   9220501 | PA      | $9172674.68   | 0.14%             | 2028-09-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4665228.52   | 0.07%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR TOPCO GMBH                           | TK Elevator Topco GmbH EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |  12100000 | PA      | $12832233.14  | 0.19%             | 2027-07-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Solis IV BV                                      | Solis IV BV EUR Term Loan B2                                                     | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |   4700000 | PA      | $4601839.35   | 0.07%             | 2029-02-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UPC Financing Partnership                        | UPC Financing Partnership 2021 USD Term Loan AX                                  | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |  31475000 | PA      | $31475000.00  | 0.46%             | 2029-01-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners 48 LP                                                     | CUSIP: 38177DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1874282.00   | 0.03%             | 2033-04-17      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Buzz Finco LLC                                   | Buzz Finco LLC Term Loan B                                                       | CUSIP: 000000000<br>LEI: 254900OZZ8FOKG7P0L30 | Long             | LON              | CORP              | US        |   2755110 | PA      | $2749944.20   | 0.04%             | 2027-01-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                       | iHeartCommunications, Inc. 2020 Term Loan                                        | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |   1126591 | PA      | $1112684.63   | 0.02%             | 2026-05-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Foundational Education Group Inc                 | Foundational Education Group Inc 1st Lien Term Loan                              | CUSIP: 35051BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3585220 | PA      | $3298402.73   | 0.05%             | 2028-08-31      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                               | Gloves Buyer, Inc. 2021 Term Loan                                                | CUSIP: 37987UAC6<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |  18401071 | PA      | $16882982.39  | 0.25%             | 2027-12-29      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                  | Go Daddy Operating Company, LLC 2022 Term Loan B5                                | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |  52865670 | PA      | $53063916.73  | 0.78%             | 2029-11-09      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| SRAM, LLC                                        | SRAM, LLC 2021 Term Loan B                                                       | CUSIP: 85232BAT3<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |   2201705 | PA      | $2183815.66   | 0.03%             | 2028-05-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mattress Firm Inc                                | Mattress Firm Inc 2021 Term Loan B                                               | CUSIP: 57723CAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17587480 | PA      | $16092544.02  | 0.24%             | 2028-09-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Holding B.V.                       | UPC Broadband Holding B.V. 2020 EUR Term Loan AU                                 | CUSIP: 000000000<br>LEI: 2138005HEGTBAGASUY97 | Long             | LON              | CORP              | NL        |   5650000 | PA      | $6009956.88   | 0.09%             | 2029-04-30      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| MaxLinear, Inc.                                  | MaxLinear, Inc. 2021 Term Loan B                                                 | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |   3250000 | PA      | $3245937.51   | 0.05%             | 2028-06-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation            | AMMC CLO XII Ltd                                                                 | CUSIP: 00176EAG2<br>LEI: 549300YZO1X7UK2OVY35 | Long             | ABS-CBDO         | CORP              | KY        |   3525000 | PA      | $2890471.80   | 0.04%             | 2030-11-10      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2016-3 Ltd                                                              | CUSIP: 92915HAU7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1776710.00   | 0.03%             | 2031-10-18      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                         | Brown Group Holding, LLC Term Loan B                                             | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |  10827950 | PA      | $10791578.67  | 0.16%             | 2028-06-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ANDROMEDA INVESTISSEMENTS                        | Andromeda Investissements 2021 EUR Term Loan B3A                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   5250000 | PA      | $5679001.47   | 0.08%             | 2026-06-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                             | Carnival Corporation EUR Term Loan B                                             | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   9620288 | PA      | $10301818.89  | 0.15%             | 2025-06-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                   | GoTo Group Inc                                                                   | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |  12010000 | PA      | $6063608.80   | 0.09%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-724547.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2151956.25   | 0.03%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Flint Group GmbH                                 | Flint Group GmbH 2017 EUR Incremental B6                                         | CUSIP: 000000000<br>LEI: 529900HYSM9MD1C1LG96 | Long             | LON              | CORP              | DE        |     31855 | PA      | $23289.52     | 0.00%             | 2023-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2018-2 Ltd                                                     | CUSIP: 69688LAA5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1872316.00   | 0.03%             | 2031-07-16      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| City Brewing Company, LLC                        | City Brewing Company, LLC Closing Date Term Loan                                 | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6412175 | PA      | $2896167.82   | 0.04%             | 2028-04-05      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                 | ACProducts, Inc. 2021 Term Loan B                                                | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |  20533310 | PA      | $16676907.98  | 0.25%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                    | Univision Communications Inc. 2021 First Lien Term Loan B                        | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |  23371560 | PA      | $23169138.89  | 0.34%             | 2026-03-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3412224.13   | 0.05%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                   | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan                           | CUSIP: 63689EAW5<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   6475000 | PA      | $4257312.50   | 0.06%             | 2029-03-02      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| Imprivata, Inc                                   | Imprivata, Inc Term Loan                                                         | CUSIP: 45323KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15313400 | PA      | $15045415.35  | 0.22%             | 2027-12-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                              | Boxer Parent Co Inc                                                              | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4808926.42   | 0.07%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SurveyMonkey Inc.                                | SurveyMonkey Inc. 2018 Term Loan B                                               | CUSIP: 86901UAD4<br>LEI: 549300ZHYZVBTZKNCN97 | Long             | LON              | CORP              | US        |   9513090 | PA      | $9267338.29   | 0.14%             | 2025-10-10      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                  | SPDR Blackstone Senior Loan ETF                                                  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |    384000 | NS      | $16162560.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HighTower Holdings LLC                           | HighTower Holdings LLC 2021 Term Loan B                                          | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9652814 | PA      | $9459758.06   | 0.14%             | 2028-04-21      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.                               | Betony CLO 2 Ltd                                                                 | CUSIP: 08763RAC4<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $3959005.05   | 0.06%             | 2031-04-30      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                  | CommScope, Inc. 2019 Term Loan B                                                 | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |  16262843 | PA      | $15968079.18  | 0.24%             | 2026-04-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EnergySolutions, LLC                             | EnergySolutions, LLC 2018 Term Loan B                                            | CUSIP: 29276MAL1<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |  18128799 | PA      | $17451796.96  | 0.26%             | 2025-05-09      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| CPC Acquisition Corp                             | CPC Acquisition Corp Term Loan                                                   | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |  19748250 | PA      | $16341676.88  | 0.24%             | 2027-12-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| RE/MAX International, Inc.                       | RE/MAX International, Inc. 2021 Term Loan B                                      | CUSIP: 75523KAK1<br>LEI: 549300GN7WEUE9HKXH55 | Long             | LON              | CORP              | US        |  18025500 | PA      | $17664990.00  | 0.26%             | 2028-07-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                       | Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan              | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |  45757833 | PA      | $26634856.69  | 0.39%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| Bayou Intermediate II, LLC                       | Bayou Intermediate II, LLC Term Loan B                                           | CUSIP: 000000000<br>LEI: 254900VZ9IQX23DFBM47 | Long             | LON              | CORP              | US        |  10617750 | PA      | $10325761.88  | 0.15%             | 2028-08-02      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1054849.13   | 0.02%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                        | Renaissance Holding Corp. 2022 Incremental Term Loan                             | CUSIP: 75972JAG9<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   2786000 | PA      | $2753495.74   | 0.04%             | 2029-03-30      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4353890.00   | 0.06%             | 2031-04-19      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XXV CLO Ltd                                                               | CUSIP: 36319YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3155561.50   | 0.05%             | 2031-10-25      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                            | United Airlines, Inc. 2021 Term Loan B                                           | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |  14330991 | PA      | $14351340.82  | 0.21%             | 2028-04-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares LVIII CLO Ltd                                                               | CUSIP: 04018CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2570514.00   | 0.04%             | 2035-01-15      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.        | MACOM Technology Solutions Holdings, Inc. 2017 Add on Term Loan                  | CUSIP: 55278RAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1630296 | PA      | $1628512.54   | 0.02%             | 2024-05-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC        | Pediatric Associates Holding Company, LLC 2022 Delayed Draw Term Loan            | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190075 | PA      | $188173.85    | 0.00%             | 2028-12-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2018-1 Ltd                                                      | CUSIP: 09629UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1659150.00   | 0.02%             | 2030-07-30      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                   | PetSmart, Inc. 2021 Term Loan B                                                  | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18258204 | PA      | $18157783.90  | 0.27%             | 2028-02-11      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc.                             | Belfor Holdings Inc. Term Loan B                                                 | CUSIP: 07768YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2279193 | PA      | $2282515.59   | 0.03%             | 2026-04-06      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                           | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc            | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10100000 | PA      | $8988166.75   | 0.13%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Petfood Group BV                          | United Petfood Group BV EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |   9025000 | PA      | $9431334.77   | 0.14%             | 2028-04-23      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Matador Bidco S.a.r.l.                           | Matador Bidco S.a.r.l. Term Loan                                                 | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |  33632601 | PA      | $33514887.09  | 0.49%             | 2026-10-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Covis Finco S.a.r.l.                             | Covis Finco S.a.r.l. 2022 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 549300NNIZ3SBBEUQM24 | Long             | LON              | CORP              | LU        |  13619375 | PA      | $7558753.13   | 0.11%             | 2027-02-18      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                    | Dynasty Acquisition Co., Inc. 2020 Term Loan B1                                  | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |  37485652 | PA      | $36857355.04  | 0.54%             | 2026-04-06      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                            | Hyland Software, Inc. 2018 1st Lien Term Loan                                    | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  57592627 | PA      | $57561757.53  | 0.85%             | 2024-07-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                             | Speedster Bidco GmbH EUR 1st Lien Term Loan                                      | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   2550000 | PA      | $2613326.13   | 0.04%             | 2027-03-31      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Valeo F1 Company Limited (Ireland)               | Valeo F1 Company Limited (Ireland) 2021 EUR Term Loan B                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   9450000 | PA      | $8952687.27   | 0.13%             | 2028-09-29      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  12850000 | PA      | $12618226.48  | 0.19%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAB                                              | CAB 2021 EUR Add-on Term Loan B                                                  | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | LON              | CORP              | FR        |   7850000 | PA      | $8027416.03   | 0.12%             | 2028-02-09      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                        | Renaissance Holding Corp. 2018 2nd Lien Term Loan                                | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   3175000 | PA      | $3045355.23   | 0.04%             | 2026-05-29      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V.                                | Bright Bidco B.V. 2022 Exit Term Loan                                            | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |   4122149 | PA      | $3613751.94   | 0.05%             | 2027-10-31      | Variable      | 13.68%                | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                  | Vibrant CLO 1X LTD                                                               | CUSIP: 92558JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $2522632.00   | 0.04%             | 2031-07-20      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1256008.00   | 0.02%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QUARTERNORTH ENERGY FIELDWOOD                    | QUARTERNORTH ENERGY FIELDWOOD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33654 | NS      | $4677906.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company         | 1011778 B.C. Unlimited Liability Company Term Loan B4                            | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |  28896432 | PA      | $28639080.26  | 0.42%             | 2026-11-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Samsonite International S.A.                     | Samsonite International S.A. 2018 Term Loan B                                    | CUSIP: 000000000<br>LEI: 222100XV7DJLCY8IA009 | Long             | LON              | CORP              | LU        |   4455076 | PA      | $4459255.11   | 0.07%             | 2025-04-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |   7925000 | PA      | $7343463.50   | 0.11%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XVII Ltd                                             | CUSIP: 08182AAE0<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1632641.50   | 0.02%             | 2032-07-15      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                           | Messer Industries GmbH 2018 USD Term Loan                                        | CUSIP: 000000000<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |   4564416 | PA      | $4562991.63   | 0.07%             | 2026-03-02      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  14475000 | PA      | $14020299.29  | 0.21%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                  | Vibrant CLO X Ltd                                                                | CUSIP: 92558KAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4449645.00   | 0.07%             | 2031-10-20      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| TI Group Automotive Systems, L.L.C.              | TI Group Automotive Systems, L.L.C. 2021 EUR Term Loan                           | CUSIP: 87247EAZ2<br>LEI: 549300VLRJU586QFQP25 | Long             | LON              | CORP              | US        |   5425424 | PA      | $5854014.99   | 0.09%             | 2026-12-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  20725000 | PA      | $17825054.38  | 0.26%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                             | RP Escrow Issuer LLC                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2166375.00   | 0.03%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689BAJ7<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1845306.00   | 0.03%             | 2034-05-21      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Accell Group N.V.                                | Accell Group N.V. EUR Term Loan                                                  | CUSIP: 000000000<br>LEI: 7245005GNYH6GM202369 | Long             | LON              | CORP              | NL        |   3500000 | PA      | $3621909.23   | 0.05%             | 2029-06-14      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                             | Halseypoint Clo 5 Ltd                                                            | CUSIP: 406370AA4<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1829990.00   | 0.03%             | 2035-01-30      | Floating      | 11.74%                | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                | Ingram Micro Inc. 2021 Term Loan B                                               | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |   6046595 | PA      | $6039037.10   | 0.09%             | 2028-06-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                              | Iron Mountain, Inc. 2018 Term Loan B                                             | CUSIP: 46284NAQ2<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   9024938 | PA      | $9013656.33   | 0.13%             | 2026-01-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 14 Ltd                                                                   | CUSIP: 75009TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $935155.20    | 0.01%             | 2035-01-15      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| Orion Engineered Carbons GmbH                    | Orion Engineered Carbons GmbH 2021 USD Term Loan                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4888125 | PA      | $4810731.32   | 0.07%             | 2028-09-24      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                            | Phoenix Guarantor Inc 2020 Term Loan B                                           | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |  24240991 | PA      | $23934197.40  | 0.35%             | 2026-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Inc                                | Grab Holdings Inc Term Loan B                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |  37011760 | PA      | $36687907.26  | 0.54%             | 2026-01-29      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2014-3-R Ltd                                | CUSIP: 14315MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $1780103.25   | 0.03%             | 2031-07-27      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | CarVal CLO IV Ltd                                                                | CUSIP: 14687FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $912306.00    | 0.01%             | 2034-07-20      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.               | 8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan                    | CUSIP: 28253PAE9<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |   7307500 | PA      | $6412331.25   | 0.09%             | 2025-10-01      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| E2open, LLC                                      | E2open, LLC 2020 Term Loan B                                                     | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |  20217236 | PA      | $20232399.21  | 0.30%             | 2028-02-04      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XVIII Ltd                                                   | CUSIP: 64128YAF5<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1883326.00   | 0.03%             | 2030-10-21      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares XXXVR CLO Ltd                                                               | CUSIP: 00192TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3382972.00   | 0.05%             | 2030-07-15      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| American Money Management Corporation            | AMMC CLO 15 Ltd                                                                  | CUSIP: 00175NAE8<br>LEI: 549300D0GYBG49KJD582 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4439920.00   | 0.07%             | 2032-01-15      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                | Garrett LX I SARL 2021 USD Term Loan B                                           | CUSIP: 36649XAC2<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |   6320000 | PA      | $6277864.56   | 0.09%             | 2028-04-30      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                          | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $5621125.00   | 0.08%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.              | Engineered Machinery Holdings, Inc. 2021 USD Incremental Term Loan               | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |  22755335 | PA      | $22693121.61  | 0.33%             | 2028-05-19      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                    | VS Buyer, LLC Term Loan B                                                        | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17427568 | PA      | $17362214.40  | 0.26%             | 2027-02-28      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $36580.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXVI Ltd                                                        | CUSIP: 09630HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2812650.00   | 0.04%             | 2034-10-20      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| Hub International Limited                        | Hub International Limited 2018 Term Loan B                                       | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  15519007 | PA      | $15521427.68  | 0.23%             | 2025-04-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                           | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC              | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6325000 | PA      | $5685542.50   | 0.08%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SITEL WORLDWIDE CORPORATION                      | SITEL Worldwide Corporation 2021 USD Term Loan                                   | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |  13511644 | PA      | $13531344.46  | 0.20%             | 2028-08-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                             | Medline Borrower, LP EUR Term Loan B                                             | CUSIP: 58503UAD5<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1056348.09   | 0.02%             | 2028-10-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services, INC.                   | Northstar Group Services, INC. 2023 Term Loan                                    | CUSIP: 66707RAD9<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1950000.00   | 0.03%             | 2026-11-12      | Variable      | 10.19%                | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                         | Pregis TopCo Corporation 2021 Incremental Term Loan                              | CUSIP: 74045BAE7<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   1629375 | PA      | $1612401.80   | 0.02%             | 2026-07-31      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.   | MedAssets Software Intermediate Holdings, Inc. 2021 2nd Lien Term Loan           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9625000 | PA      | $6448750.00   | 0.10%             | 2029-12-17      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| AGL CLO 17 Ltd.                                  | AGL CLO 17 Ltd                                                                   | CUSIP: 00120EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $868856.00    | 0.01%             | 2035-01-21      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| Recorded Books Inc.                              | Recorded Books Inc. 2021 Term Loan                                               | CUSIP: 37610GAE8<br>LEI: 549300YXME0U2XYD7K47 | Long             | LON              | CORP              | US        |  19758108 | PA      | $19701659.21  | 0.29%             | 2025-08-29      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| API GROUP DE, INC.                               | APi Group DE, Inc. 2021 Incremental Term Loan B                                  | CUSIP: 00186XAJ2<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   6817673 | PA      | $6827259.04   | 0.10%             | 2029-01-03      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                           | SS&C Technologies Inc. 2018 Term Loan B5                                         | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   4922041 | PA      | $4917941.04   | 0.07%             | 2025-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                            | Playtika Holding Corp 2021 Term Loan                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |  29989626 | PA      | $29781377.97  | 0.44%             | 2028-03-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.               | Project Ruby Ultimate Parent Corp. 2021 Term Loan                                | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                       | Amneal Pharmaceuticals LLC 2018 Term Loan B                                      | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   5322962 | PA      | $5030198.70   | 0.07%             | 2025-05-04      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530945.00   | 0.02%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XXII Ltd                                                    | CUSIP: 64131BAK9<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2394610.00   | 0.04%             | 2030-10-17      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                        | Renaissance Holding Corp. 2018 1st Lien Term Loan                                | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   6966254 | PA      | $6839990.87   | 0.10%             | 2025-05-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2014-1 Ltd                                                              | CUSIP: 92917EAA6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $2720373.50   | 0.04%             | 2031-04-18      | Floating      | 10.89%                | No            |                  2 | On Loan: No      |
| CERAMTEC ACQUICO GMBH                            | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |  14461446 | PA      | $15183294.94  | 0.22%             | 2029-03-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                          | Aruba Investments, Inc. 2020 EUR Term Loan                                       | CUSIP: 04317JAC2<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |   4200188 | PA      | $4417832.54   | 0.07%             | 2027-11-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 37B Ltd                                               | CUSIP: 38175UAJ1<br>LEI: 2549004JK1JYCMYC3T80 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3701360.00   | 0.05%             | 2030-07-20      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                             | Berlin Packaging LLC 2021 Term Loan B5                                           | CUSIP: 08511LAX6<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   9754911 | PA      | $9639071.23   | 0.14%             | 2028-03-11      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                     | Lealand Finance Company B.V. 2020 Super Senior Letter of Credit                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10000000 | PA      | $8200000.00   | 0.12%             | 2024-06-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA, Inc.                   | Harbor Freight Tools USA, Inc. 2021 Term Loan B                                  | CUSIP: 41151PAP0<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |  35550253 | PA      | $35128094.10  | 0.52%             | 2027-10-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada, Inc.                       | Arterra Wines Canada, Inc. 2020 Term Loan                                        | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |   3511523 | PA      | $3426660.30   | 0.05%             | 2027-11-24      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                    | Univision Communications Inc. Term Loan C5                                       | CUSIP: 914908AX6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   7611346 | PA      | $7616103.46   | 0.11%             | 2024-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Imprivata, Inc                                   | Imprivata, Inc 2022 Incremental Term Loan                                        | CUSIP: 45323KAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3606875 | PA      | $3552771.88   | 0.05%             | 2027-12-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXXV Ltd                                                        | CUSIP: 09631TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1894968.00   | 0.03%             | 2035-07-22      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| team.blue Finco SARL                             | team.blue Finco SARL EUR Term Loan                                               | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |  12375000 | PA      | $12836871.61  | 0.19%             | 2028-03-30      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                        | Hub International Limited 2021 Term Loan B                                       | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   6991278 | PA      | $6995647.43   | 0.10%             | 2025-04-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS, LLC                         | Guggenheim Partners, LLC 2022 Term Loan B                                        | CUSIP: 40166KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  32597475 | PA      | $32638221.53  | 0.48%             | 2029-12-12      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-5539593.47  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| American Residential Services, LLC               | American Residential Services, LLC 2020 Term Loan B                              | CUSIP: 02927HAE8<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |   8510533 | PA      | $8510533.37   | 0.13%             | 2027-10-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Sandy BidCo B.V.                                 | Sandy BidCo B.V. EUR Term Loan B                                                 | CUSIP: 000000000<br>LEI: 2549003HW5A2AVSVPG96 | Long             | LON              | CORP              | NL        |  12433385 | PA      | $13157920.94  | 0.19%             | 2029-08-17      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Radnet Management, Inc.                          | Radnet Management, Inc. 2021 Term Loan                                           | CUSIP: 75049EAM6<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.             | Scientific Games International, Inc. 2022 USD Term Loan                          | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |  10447500 | PA      | $10456202.77  | 0.15%             | 2029-04-14      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                    | Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2                              | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |  20156933 | PA      | $19819082.37  | 0.29%             | 2026-04-06      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT Inc.                    | Brookfield Property REIT Inc. 1st Lien Term Loan B                               | CUSIP: 11283HAB3<br>LEI: 5493006ZQ6LH85EKNL31 | Long             | LON              | CORP              | US        |   5682292 | PA      | $5658023.09   | 0.08%             | 2025-08-27      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| GEE Holdings 2 LLC                               | GEE Holdings 2 LLC 2021 Exit Term Loan                                           | CUSIP: 36167BAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9868842 | PA      | $9905850.17   | 0.15%             | 2025-03-24      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                        | Cyxtera DC Holdings, Inc. Term Loan B                                            | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  45888214 | PA      | $37585291.99  | 0.55%             | 2024-05-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                   | Avolon TLB Borrower 1 (US) LLC 2021 Term Loan B5                                 | CUSIP: 05400KAH3<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |  17935608 | PA      | $17988858.99  | 0.27%             | 2027-12-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| DAVID S BRIDAL, LLC WARRANT                      | DAVID S BRIDAL, LLC WARRANT                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37742 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Magenta Buyer LLC                                | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan                                    | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17275000 | PA      | $13625656.25  | 0.20%             | 2029-07-27      | Floating      | 13.08%                | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                | CSC Holdings, LLC 2017 Term Loan B1                                              | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |  43519957 | PA      | $42007638.56  | 0.62%             | 2025-07-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll, LLC                       | Cast and Crew Payroll, LLC 2021 Incremental Term Loan                            | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   6484500 | PA      | $6465857.07   | 0.10%             | 2028-12-29      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                             | Ineos US Finance LLC 2022 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |   7845916 | PA      | $8418803.59   | 0.12%             | 2027-11-08      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ivanti Software, Inc.                            | Ivanti Software, Inc. 2021 Term Loan B                                           | CUSIP: 46583DAG4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |  15879570 | PA      | $13223045.08  | 0.20%             | 2027-12-01      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                               | Athenahealth, Inc. 2022 Delayed Draw Term Loan                                   | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    313386 | PA      | $297619.09    | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4453505.34   | 0.07%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                                 | Spin Holdco Inc. 2021 Term Loan                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |  59339798 | PA      | $47145469.65  | 0.70%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                        | Asplundh Tree Expert, LLC 2021 Term Loan B                                       | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10214875 | PA      | $10223087.80  | 0.15%             | 2027-09-07      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| AEGLETES B.V.                                    | AEGLETES B.V.                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138671 | NS      | $2426742.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited            | Digicel International Finance Limited 2017 Term Loan B                           | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |  19069702 | PA      | $16217199.06  | 0.24%             | 2024-05-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Aenova Holding GmbH                              | Aenova Holding GmbH 2021 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 529900MPQ4WWJFDTB881 | Long             | LON              | CORP              | DE        |   4075000 | PA      | $4099724.60   | 0.06%             | 2026-03-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                      | Epicor Software Corporation 2020 Term Loan                                       | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |  70285414 | PA      | $69172584.75  | 1.02%             | 2027-07-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                | Altar Bidco, Inc. 2021 Term Loan                                                 | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23475766 | PA      | $23012119.29  | 0.34%             | 2029-02-01      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                 | GoTo Group, Inc. Term Loan B                                                     | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |  28567857 | PA      | $16087274.34  | 0.24%             | 2027-08-31      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Libbey Glass Inc.                                | Libbey Glass Inc. 2022 Term Loan                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19350114 | PA      | $18092357.00  | 0.27%             | 2027-11-22      | Variable      | 12.95%                | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                   | Freeport LNG Investments, LLLP Term Loan B                                       | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |  13672090 | PA      | $13303586.62  | 0.20%             | 2028-12-21      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                        | Zayo Group Holdings, Inc. EUR Term Loan                                          | CUSIP: 98919XAC5<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   4449188 | PA      | $4008610.38   | 0.06%             | 2027-03-09      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                | UFC Holdings, LLC 2021 Term Loan B                                               | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |  17825050 | PA      | $17755425.58  | 0.26%             | 2026-04-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply, LLC                    | SiteOne Landscape Supply, LLC 2021 Term Loan B                                   | CUSIP: 82982NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3792029 | PA      | $3780967.93   | 0.06%             | 2028-03-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Hubbard Radio, LLC                               | Hubbard Radio, LLC 2015 Term Loan B                                              | CUSIP: 44344HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7894546 | PA      | $6993249.58   | 0.10%             | 2025-03-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                  | Sabre GLBL Inc. 2021 Term Loan B2                                                | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   8626926 | PA      | $7974514.79   | 0.12%             | 2027-12-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                        | Cyxtera DC Holdings, Inc. Incremental Term Loan                                  | CUSIP: 19633FAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13314194 | PA      | $11006404.97  | 0.16%             | 2024-05-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                             | Banff Merger Sub Inc 2021 EUR Term Loan                                          | CUSIP: 05988HAF4<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   5957391 | PA      | $6323919.86   | 0.09%             | 2025-10-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco, LLC                               | Indy US Bidco, LLC 2021 USD Term Loan                                            | CUSIP: 45674PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4403685 | PA      | $3937629.44   | 0.06%             | 2028-03-05      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC               | Alliant Holdings Intermediate, LLC 2018 Term Loan B                              | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   3164156 | PA      | $3165143.59   | 0.05%             | 2025-05-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LIX Ltd                                                     | CUSIP: 55822FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1432593.70   | 0.02%             | 2034-01-18      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| FrontDoor Inc                                    | FrontDoor Inc 2021 Term Loan B                                                   | CUSIP: 35905CAC9<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    960375 | PA      | $959974.52    | 0.01%             | 2028-06-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                     | TruGreen Limited Partnership 2020 Term Loan                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   4973500 | PA      | $4619138.13   | 0.07%             | 2027-11-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-30424.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2022-2 Ltd                                                         | CUSIP: 94949KAA0<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981270.00    | 0.01%             | 2035-10-18      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                | Ultimate Software Group Inc (The) 2021 Term Loan                                 | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  57014222 | PA      | $56212487.94  | 0.83%             | 2026-05-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                | Ineos Finance PLC 2021 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |   9675000 | PA      | $10071156.71  | 0.15%             | 2028-11-08      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Belron Luxembourg S.a r.l.                       | Belron Luxembourg S.a r.l. 2021 EUR Term Loan B                                  | CUSIP: 000000000<br>LEI: XUF7S72S4FGMSKXZ0D16 | Long             | LON              | CORP              | GB        |   3925000 | PA      | $4210526.39   | 0.06%             | 2028-04-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                                              | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5456750.36   | 0.08%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.                   | Vue International Bidco p.l.c. 2022 EUR Term Loan                                | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |    383803 | PA      | $381784.73    | 0.01%             | 2027-06-30      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                     | Alliance Laundry Systems LLC Term Loan B                                         | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    547691 | PA      | $547006.62    | 0.01%             | 2027-10-08      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating S.C.A.               | Trinseo Materials Operating S.C.A. 2021 Term Loan B2                             | CUSIP: 000000000<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |         0 | PA      | $0.00         | 0.00%             | 2028-05-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                            | Gray Television, Inc. 2018 Term Loan C                                           | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   3552693 | PA      | $3542084.68   | 0.05%             | 2026-01-02      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                        | Great Outdoors Group, LLC 2021 Term Loan B1                                      | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |  38095995 | PA      | $37564251.54  | 0.55%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                       | Cornerstone OnDemand, Inc. 2021 Term Loan                                        | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |  17120625 | PA      | $15798056.72  | 0.23%             | 2028-10-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                         | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2497482.16   | 0.04%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CINEWORLD GROUP PLC                              | CINEWORLD GROUP PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   2180552 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                              | Minimax Viking GmbH 2018 EUR Term Loan B2C                                       | CUSIP: 000000000<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | DE        |   1893898 | PA      | $2052945.62   | 0.03%             | 2025-07-31      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.          | Mallinckrodt International Finance S.A. 2022 USD Exit Term Loan                  | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |  12317234 | PA      | $9484269.96   | 0.14%             | 2027-09-30      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| American Consolidated Natural Resources, Inc.    | American Consolidated Natural Resources, Inc. 2020 Exit Term Loan                | CUSIP: 02522YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355302 | PA      | $357967.06    | 0.01%             | 2025-09-16      | Floating      | 17.82%                | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                            | Spectrum Brands, Inc. 2021 Term Loan                                             | CUSIP: 84762NBP5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | LON              | CORP              | US        |   4912500 | PA      | $4907892.08   | 0.07%             | 2028-03-03      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco, LLC                               | Indy US Bidco, LLC 2021 EUR Term Loan                                            | CUSIP: 45674PAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6476148 | PA      | $6406897.63   | 0.09%             | 2028-03-06      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Verifone Systems, Inc.                           | Verifone Systems, Inc. 2018 1st Lien Term Loan                                   | CUSIP: 92346NAB5<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |  19565727 | PA      | $18485542.20  | 0.27%             | 2025-08-20      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2016-2 Ltd                                                    | CUSIP: 13876WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $3745408.50   | 0.06%             | 2031-10-15      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| GHX Ultimate Parent Corporation                  | GHX Ultimate Parent Corporation 2017 1st Lien Term Loan                          | CUSIP: 36172KAC5<br>LEI: 549300DSS2JT4D8XDT30 | Long             | LON              | CORP              | US        |   3351118 | PA      | $3334362.48   | 0.05%             | 2024-06-28      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2022-1 Ltd                                                         | CUSIP: 94950TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $918746.00    | 0.01%             | 2034-04-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                       | IQVIA Inc. 2017 USD Term Loan B2                                                 | CUSIP: 44969CBH2<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |  13619890 | PA      | $13619889.86  | 0.20%             | 2025-01-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Adevinta ASA                                     | ADEVINTA ASA USD TERM LOAN B                                                     | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | LON              | CORP              | NO        |   6377875 | PA      | $6377875.00   | 0.09%             | 2028-06-26      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                    | Horizon Therapeutics USA Inc. 2021 Term Loan B2                                  | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   8545506 | PA      | $8562417.27   | 0.13%             | 2028-03-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 58B Ltd                                               | CUSIP: 38178VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2253415.00   | 0.03%             | 2035-01-25      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12575000 | PA      | $11237050.18  | 0.17%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCI Buyer, Inc.                                  | CCI Buyer, Inc. Term Loan                                                        | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |  13560332 | PA      | $13306075.39  | 0.20%             | 2027-12-17      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                       | Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan               | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |  13843050 | PA      | $13721923.03  | 0.20%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2547425.56   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AZZ Inc.                                         | AZZ Inc. Term Loan B                                                             | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |   2181247 | PA      | $2185882.40   | 0.03%             | 2029-05-13      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                              | AllSpring Buyer LLC Term Loan B                                                  | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8292177 | PA      | $8276629.59   | 0.12%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Blitz 20-487 GmbH                                | Blitz 20-487 GmbH 2021 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |  10525000 | PA      | $11045348.08  | 0.16%             | 2028-04-28      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Morgan Stanley Institutional Liquidity Funds - Government Portfolio              | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  18312203 | NS      | $18312203.02  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zephyr Bidco Limited                             | Zephyr Bidco Limited 2018 GBP Term Loan B1                                       | CUSIP: 000000000<br>LEI: 549300ZI8D8NFMCTDS74 | Long             | LON              | CORP              | GB        |   8725000 | PA      | $9479264.40   | 0.14%             | 2025-07-23      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Penn Engineering & Manufacturing Corp.           | Penn Engineering & Manufacturing Corp. 2017 USD Term Loan B                      | CUSIP: 707388AS3<br>LEI: 549300U5YQ9T9N3SZ021 | Long             | LON              | CORP              | US        |   1657711 | PA      | $1657710.78   | 0.02%             | 2024-06-27      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                           | Buckeye Partners, L.P. 2021 Term Loan B                                          | CUSIP: 11823LAK1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   7650952 | PA      | $7661311.83   | 0.11%             | 2026-11-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2022-IV Ltd                                                         | CUSIP: 12567WAJ8<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1658048.00   | 0.02%             | 2035-07-16      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                    | Formula One Holdings Limited. Term Loan B                                        | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   2500000 | PA      | $2511607.50   | 0.04%             | 2030-01-15      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2021 Term Loan B9                                                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  11544375 | PA      | $10913555.72  | 0.16%             | 2027-07-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Spectrum Holdings III Corp.                      | Spectrum Holdings III Corp. 1st Lien Term Loan                                   | CUSIP: 84763NAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5515972 | PA      | $5108022.09   | 0.08%             | 2025-01-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                     | Lealand Finance Company B.V. 2020 Take Back Term Loan                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   3348633 | PA      | $1854305.46   | 0.03%             | 2025-06-30      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                       | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan                               | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7796250 | PA      | $6876292.51   | 0.10%             | 2028-10-02      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| ELSAN SAS                                        | Elsan SAS 2021 EUR Term Loan B5                                                  | CUSIP: 000000000<br>LEI: 969500KPGB0PD8HGDD09 | Long             | LON              | CORP              | FR        |   4150000 | PA      | $4376355.19   | 0.06%             | 2028-06-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC.                                   | SPX Flow, Inc. 2022 Term Loan                                                    | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |  22376576 | PA      | $21589390.19  | 0.32%             | 2029-04-05      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                            | MKS Instruments, Inc. 2022 USD Term Loan B                                       | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |  35590800 | PA      | $35635288.50  | 0.53%             | 2029-08-17      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| N-Able International Holdings II, LLC            | N-Able International Holdings II, LLC Term Loan B                                | CUSIP: 62878KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1644020 | PA      | $1635799.51   | 0.02%             | 2028-07-19      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Clipper Acquisitions Corp.                       | Clipper Acquisitions Corp. 2017 Term Loan B                                      | CUSIP: 18883UAH0<br>LEI: 549300ZU8KO4V4SDYV11 | Long             | LON              | CORP              | US        |   7855276 | PA      | $7781632.50   | 0.11%             | 2028-03-03      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                               | Marcel LUX IV SARL EUR Term Loan B2                                              | CUSIP: 000000000<br>LEI: 2138005L24MEKHQKLX11 | Long             | LON              | CORP              | DE        |   9150000 | PA      | $9827230.67   | 0.15%             | 2026-03-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  19300000 | PA      | $18942176.07  | 0.28%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panther Commercial Holdings L.P                  | Panther Commercial Holdings L.P Term Loan                                        | CUSIP: 69866UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23267940 | PA      | $21794311.79  | 0.32%             | 2028-01-07      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20200000 | PA      | $17603088.00  | 0.26%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-44768.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.   | MedAssets Software Intermediate Holdings, Inc. 2021 Term Loan                    | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17666500 | PA      | $16120681.25  | 0.24%             | 2028-12-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1986510.64   | 0.03%             | 2026-03-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13887PAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2797761.00   | 0.04%             | 2031-07-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                          | Les Schwab Tire Centers Term Loan B                                              | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  34303775 | PA      | $34203711.19  | 0.50%             | 2027-11-02      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                   | Lonza Group AG USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |  23101974 | PA      | $22258752.08  | 0.33%             | 2028-07-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                               | LPL Holdings, Inc. 2019 Term Loan B1                                             | CUSIP: 50212XAX4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | LON              | CORP              | US        |  19302995 | PA      | $19307820.61  | 0.29%             | 2026-11-12      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                       | Select Medical Corporation 2017 Term Loan B                                      | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |  58957903 | PA      | $58746008.33  | 0.87%             | 2025-03-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                           | SS&C Technologies Inc. 2022 Term Loan B6                                         | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   3726221 | PA      | $3724927.59   | 0.05%             | 2029-03-22      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $6331045.88   | 0.09%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers, LLC                         | PetVet Care Centers, LLC 2021 Term Loan B3                                       | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   7856884 | PA      | $7477789.44   | 0.11%             | 2025-02-14      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Clark Equipment Company                          | Clark Equipment Company 2022 Term Loan B                                         | CUSIP: 18143EAK5<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |  14192750 | PA      | $14214919.08  | 0.21%             | 2029-04-20      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |  12300000 | PA      | $10841343.00  | 0.16%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                               | Tronox Finance LLC 2021 Term Loan B                                              | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |  12836154 | PA      | $12742552.62  | 0.19%             | 2028-03-10      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC              | Phoenix Services International, LLC 2022 DIP PIK Roll Up Term Loan               | CUSIP: 71913LAC4<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |   2666889 | PA      | $2573814.56   | 0.04%             | 2023-09-29      | Variable      | 16.55%                | No            |                  2 | On Loan: No      |
| Corporation Service Company                      | Corporation Service Company Term Loan B                                          | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5800000 | PA      | $5812325.00   | 0.09%             | 2029-11-02      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                       | Quimper AB EUR Term Loan B1                                                      | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |  27350000 | PA      | $27856630.15  | 0.41%             | 2026-02-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIV Ltd                        | Marble Point Clo XXIV Ltd                                                        | CUSIP: 56607WAJ7<br>LEI: 549300110Z5KVNWF6X83 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1859584.00   | 0.03%             | 2035-04-20      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                         | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15225000 | PA      | $15205254.70  | 0.22%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                             | Constant Contact Inc Term Loan                                                   | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13056829 | PA      | $12118369.60  | 0.18%             | 2028-02-10      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.             | SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B                            | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |  15997999 | PA      | $15982992.62  | 0.24%             | 2028-08-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                     | Employbridge Holding Company 2021 Term Loan B                                    | CUSIP: 29216HAB7<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |  22984062 | PA      | $18890026.37  | 0.28%             | 2028-07-19      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $616609.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                         | Hayward Industries, Inc. 2021 Term Loan                                          | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |  12374776 | PA      | $12266496.53  | 0.18%             | 2028-05-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                              | IVC ACQUISITION LTD 2021 EUR TERM LOAN B4                                        | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |   9760000 | PA      | $9971299.23   | 0.15%             | 2026-02-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                    | GEE ACQUISITION HOLDINGS CORP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    390679 | NS      | $3742704.82   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Charter Communications Operating, LLC            | Charter Communications Operating, LLC 2019 Term Loan B2                          | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   8926207 | PA      | $8906935.08   | 0.13%             | 2027-02-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CPG International Inc.                           | CPG International Inc. 2022 Term Loan B                                          | CUSIP: 12594VAD0<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |  14912625 | PA      | $14889331.48  | 0.22%             | 2029-04-28      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                         | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B                               | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |  14734155 | PA      | $14439472.27  | 0.21%             | 2028-07-31      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| ORION ENGINEERED CARBONS GMBH                    | Orion Engineered Carbons GmbH 2021 EUR Term Loan                                 | CUSIP: 000000000<br>LEI: 549300OYUPKC8M68U288 | Long             | LON              | CORP              | DE        |   1250000 | PA      | $1326663.12   | 0.02%             | 2028-09-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.                  | Loire Finco Luxembourg S.a.r.l. Term Loan                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3511006 | PA      | $3339844.29   | 0.05%             | 2027-04-21      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| HLF Financing S.a r.l.                           | HLF Financing S.a r.l. 2018 Term Loan B                                          | CUSIP: 40421YAF9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | LON              | CORP              | KY        |  13913011 | PA      | $13781129.86  | 0.20%             | 2025-08-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares XLIX CLO Ltd                                                                | CUSIP: 04017JAJ0<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2359410.00   | 0.03%             | 2030-07-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                         | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4588501.50   | 0.07%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entravision Communications Corporation           | Entravision Communications Corporation 2017 Term Loan B                          | CUSIP: 29382XAE4<br>LEI: 549300SKHY2ALCLKV539 | Long             | LON              | CORP              | US        |   7968938 | PA      | $7899209.30   | 0.12%             | 2024-11-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Midwest Physician Administrative Services, LLC   | Midwest Physician Administrative Services, LLC 2021 Term Loan                    | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |  10107149 | PA      | $9630667.21   | 0.14%             | 2028-03-12      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Rainbow Finco S.a r.l.                           | Rainbow Finco S.a r.l. EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2895000 | PA      | $3005671.66   | 0.04%             | 2029-02-23      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Aernnova Aerospace S.A.U                         | Aernnova Aerospace S.A.U EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |   4178571 | PA      | $4228527.90   | 0.06%             | 2027-02-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| RECIPHARM AB                                     | RECIPHARM AB EUR TERM LOAN                                                       | CUSIP: 000000000<br>LEI: 5493001Q7PMOE0LQ5N14 | Long             | LON              | CORP              | SE        |  15275000 | PA      | $15593241.62  | 0.23%             | 2028-02-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dynacast International LLC                       | Dynacast International LLC 2021 First Out Term Loan                              | CUSIP: 000000000<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |  16492538 | PA      | $14966978.58  | 0.22%             | 2025-07-22      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.        | AEA International Holdings (Lux) S.a.r.l. Term Loan B                            | CUSIP: 46033XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  17473439 | PA      | $17451597.31  | 0.26%             | 2028-09-07      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                            | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan                           | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |  58822073 | PA      | $58969127.77  | 0.87%             | 2026-09-18      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                          | Uber Technologies, Inc. 2021 1st Lien Term Loan B                                | CUSIP: 90351JAG9<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |  54349367 | PA      | $54468283.34  | 0.80%             | 2025-04-04      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                               | Altice France S.A. USD Term Loan B12                                             | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   8062564 | PA      | $7790452.82   | 0.11%             | 2026-01-31      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                        | Ryan Specialty Group, LLC Term Loan                                              | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |  12590212 | PA      | $12574474.49  | 0.19%             | 2027-09-01      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-17328.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                              | Verisure Holding AB 2021 EUR Term Loan                                           | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |  11550000 | PA      | $12001999.43  | 0.18%             | 2028-03-27      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2020 Term Loan B8                                                    | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   5448800 | PA      | $5208284.52   | 0.08%             | 2026-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Monogram Food Solutions, LLC                     | Monogram Food Solutions, LLC Term Loan B                                         | CUSIP: 60976EAH6<br>LEI: 549300RKG7DLLYNXX093 | Long             | LON              | CORP              | US        |   6583500 | PA      | $6385995.00   | 0.09%             | 2028-08-28      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                | Clarios Global LP 2021 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |  12784345 | PA      | $12769502.63  | 0.19%             | 2026-04-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAS0<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4425325.00   | 0.07%             | 2031-04-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                               | Marcel LUX IV SARL USD Term Loan B1                                              | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |  11823720 | PA      | $11794161.14  | 0.17%             | 2026-03-15      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   6455000 | PA      | $5112074.37   | 0.08%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QuarterNorth Energy Holding Inc.                 | QuarterNorth Energy Holding Inc. 2021 Exit 2nd Lien Term Loan                    | CUSIP: 74771KAB3<br>LEI: 549300BC3OH5VUTNXB92 | Long             | LON              | CORP              | US        |   7607363 | PA      | $7588344.77   | 0.11%             | 2026-08-27      | Floating      | 12.57%                | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                            | Citadel Securities LP 2022 Incremental Term Loan B                               | CUSIP: 17288YAE2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   2493750 | PA      | $2497385.89   | 0.04%             | 2028-02-02      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Centurion Pipeline Company LLC                   | Centurion Pipeline Company LLC 2020 Incremental Term Loan                        | CUSIP: 15643YAD8<br>LEI: 54930040AX5IIFI80J88 | Long             | LON              | CORP              | US        |   1999688 | PA      | $1989689.06   | 0.03%             | 2025-09-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Ivanti Software, Inc.                            | Ivanti Software, Inc. 2021 2nd Lien Term Loan                                    | CUSIP: 46583HAC4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |   9000000 | PA      | $5501250.00   | 0.08%             | 2028-12-01      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                          | Uber Technologies, Inc. 2021 Term Loan B                                         | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |  14244752 | PA      | $14260008.34  | 0.21%             | 2027-02-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                             | Neptune Bidco US Inc 2022 USD Term Loan B                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   3750000 | PA      | $3421875.00   | 0.05%             | 2029-04-11      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO XXIII Ltd                                                          | CUSIP: 07135LAJ5<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3273844.00   | 0.05%             | 2036-05-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                | DexKo Global Inc. 2021 USD Term Loan B                                           | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |  14366438 | PA      | $13348819.63  | 0.20%             | 2028-10-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                               | II-VI Incorporated 2022 Term Loan B                                              | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1579674 | PA      | $1579279.19   | 0.02%             | 2029-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6790000 | PA      | $6001511.25   | 0.09%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3186160.00   | 0.05%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                  | Envision Healthcare Corporation 2022 Second Out Term Loan                        | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |  47257987 | PA      | $19139484.91  | 0.28%             | 2027-03-31      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Kouti B.V.                                       | Kouti B.V. 2021 EUR Term Loan                                                    | CUSIP: 000000000<br>LEI: 549300X08HET1O4TQU96 | Long             | LON              | CORP              | NL        |  32750000 | PA      | $34233412.26  | 0.51%             | 2028-08-31      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                       | ADMI Corp. 2018 Term Loan B                                                      | CUSIP: 00709LAF4<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27575000 | PA      | $23819974.38  | 0.35%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   7925000 | PA      | $7726020.92   | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                      | Ziggo Financing Partnership USD Term Loan I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  28534091 | PA      | $28351301.52  | 0.42%             | 2028-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                         | Proampac PG Borrower LLC 2020 Term Loan                                          | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |  20967134 | PA      | $20547790.83  | 0.30%             | 2025-11-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| GEON Performance Solutions, LLC                  | GEON Performance Solutions, LLC 2021 Term Loan                                   | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7678539 | PA      | $7659342.92   | 0.11%             | 2028-08-18      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| David's Bridal, Inc.                             | David's Bridal, Inc. 2019 New Money Term Loan                                    | CUSIP: 000000000<br>LEI: YEMD6E68QLMSL3ZMES44 | Long             | LON              | CORP              | US        |   3370266 | PA      | $182331.40    | 0.00%             | 2024-12-31      | Floating      | 10.83%                | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                   | Cloudera, Inc. 2021 Second Lien Term Loan                                        | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   9450000 | PA      | $8289426.60   | 0.12%             | 2029-10-08      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| ROHM HOLDING GMBH                                | ROHM HOLDING GMBH 2021 EUR TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |   2350000 | PA      | $2209904.81   | 0.03%             | 2026-07-31      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2022-1 Ltd                                                         | CUSIP: 94950UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2083473.40   | 0.03%             | 2034-04-15      | Floating      | 12.52%                | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                    | MH Sub I, LLC 2020 Incremental Term Loan                                         | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5257595 | PA      | $5209125.19   | 0.08%             | 2024-09-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Imperva, Inc.                                    | Imperva, Inc. 1st Lien Term Loan                                                 | CUSIP: 45321NAD8<br>LEI: 549300204GJIBLPF1S81 | Long             | LON              | CORP              | US        |   4937285 | PA      | $4207801.15   | 0.06%             | 2026-01-12      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                 | Proofpoint, Inc. 2nd Lien Term Loan                                              | CUSIP: 74345HAD3<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   2070000 | PA      | $2008763.19   | 0.03%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628XAE0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1257766.50   | 0.02%             | 2030-11-15      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Flint Group US LLC                               | Flint Group US LLC USD 1st Lien Term Loan B2                                     | CUSIP: 000000000<br>LEI: 549300Q6D2JN1G0T8E41 | Long             | LON              | CORP              | US        |   7999237 | PA      | $5409484.09   | 0.08%             | 2023-09-21      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Travel Leaders Group, LLC                        | Travel Leaders Group, LLC 2018 Term Loan B                                       | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |  19711819 | PA      | $18341236.37  | 0.27%             | 2024-01-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                  | Carlyle C17 CLO Ltd                                                              | CUSIP: 14307PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4656865.00   | 0.07%             | 2031-04-30      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                              | Bally's Corporation 2021 Term Loan B                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |  12370472 | PA      | $11917403.24  | 0.18%             | 2028-10-02      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Dynacast International LLC                       | Dynacast International LLC 2021 New Money Last Out Term Loan                     | CUSIP: 000000000<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |   2948350 | PA      | $2388163.20   | 0.04%             | 2025-10-22      | Floating      | 13.70%                | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                           | Radiology Partners Inc 2018 1st Lien Term Loan B                                 | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |  21715382 | PA      | $18869755.16  | 0.28%             | 2025-07-09      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Flint Group GmbH                                 | Flint Group GmbH 2017 EUR Incremental B7                                         | CUSIP: 000000000<br>LEI: 529900HYSM9MD1C1LG96 | Long             | LON              | CORP              | DE        |     72534 | PA      | $53030.26     | 0.00%             | 2023-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                            | SRS Distribution Inc. 2021 Term Loan B                                           | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |  16418721 | PA      | $15875984.11  | 0.23%             | 2028-06-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                         | NFP Corp                                                                         | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3197843.00   | 0.05%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                               | Tronox Finance LLC 2022 Incremental Term Loan                                    | CUSIP: 89705DAK8<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   3945188 | PA      | $3940256.02   | 0.06%             | 2029-04-04      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                | Garrett LX I SARL 2021 EUR Term Loan B                                           | CUSIP: 36649XAD0<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |  17396811 | PA      | $18660781.82  | 0.28%             | 2028-04-30      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                   | Avolon TLB Borrower 1 (US) LLC Term Loan B3                                      | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |  23424722 | PA      | $23493544.02  | 0.35%             | 2025-01-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2018-1 Ltd                                                      | CUSIP: 09629TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2231705.00   | 0.03%             | 2030-07-30      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                      | Magnite Inc Term Loan                                                            | CUSIP: 55955NAB4<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |   6550250 | PA      | $6251394.76   | 0.09%             | 2028-04-28      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                  | Vibrant ClO 1X LTD                                                               | CUSIP: 92558VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2213162.50   | 0.03%             | 2031-07-20      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                            | Walker & Dunlop, Inc. 2021 Term Loan                                             | CUSIP: 93148QAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14082750 | PA      | $14012336.25  | 0.21%             | 2028-12-16      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll, LLC                       | Cast and Crew Payroll, LLC 2019 1st Lien Term Loan                               | CUSIP: 14835JAN0<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   6945746 | PA      | $6934897.10   | 0.10%             | 2026-02-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| EIG Management Company, LLC                      | EIG Management Company, LLC 2018 Term Loan B                                     | CUSIP: 26858HAB6<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |   2690812 | PA      | $2677358.44   | 0.04%             | 2025-02-22      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| XPO Logistics, Inc.                              | XPO Logistics, Inc. 2018 Term Loan B                                             | CUSIP: 98379EAE6<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |   2788990 | PA      | $2785676.75   | 0.04%             | 2025-02-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Artivion, Inc.                                   | Artivion, Inc. Term Loan B                                                       | CUSIP: 22904TAC1<br>LEI: 549300YTKV8DMSMG6K81 | Long             | LON              | CORP              | US        |   6557762 | PA      | $6216213.71   | 0.09%             | 2027-06-01      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                        | Mileage Plus Holdings LLC 2020 Term Loan B                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6810443 | PA      | $7115319.75   | 0.11%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                         | Hertz Corporation, (The) 2021 Term Loan C                                        | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   3179699 | PA      | $3171915.54   | 0.05%             | 2028-06-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                      | Avis Budget Car Rental, LLC 2020 Term Loan B                                     | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |  34033706 | PA      | $33656918.68  | 0.50%             | 2027-08-06      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                      | Mariner Wealth Advisors LLC Term Loan B                                          | CUSIP: 56846TAD8<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |  15183881 | PA      | $15032042.43  | 0.22%             | 2028-08-18      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVI Ltd                                                   | CUSIP: 55819NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2272682.50   | 0.03%             | 2035-04-15      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| Regatta XIII Funding LLC                         | Regatta XIII Funding Ltd                                                         | CUSIP: 75888FAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2368977.50   | 0.03%             | 2031-07-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Hoya Midco, LLC                                  | Hoya Midco, LLC 2022 Term Loan                                                   | CUSIP: 44325HAD0<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |   4881833 | PA      | $4854372.53   | 0.07%             | 2029-02-03      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                               | Harsco Corporation 2021 Term Loan                                                | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |   3816875 | PA      | $3664703.83   | 0.05%             | 2028-03-10      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                  | TransDigm, Inc. 2022 Term Loan H                                                 | CUSIP: 89364MBU7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  29668011 | PA      | $29766894.43  | 0.44%             | 2027-02-22      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| IGT Holding IV AB                                | IGT Holding IV AB 2021 USD Term Loan B2                                          | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   1669754 | PA      | $1665579.40   | 0.02%             | 2028-03-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                     | Filtration Group Corporation 2018 EUR Term Loan                                  | CUSIP: 31732FAN6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   3551532 | PA      | $3812785.74   | 0.06%             | 2025-03-29      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| David's Bridal, Inc.                             | David's Bridal, Inc. 2020 Super Priority Term Loan                               | CUSIP: 000000000<br>LEI: YEMD6E68QLMSL3ZMES44 | Long             | LON              | CORP              | US        |   2779806 | PA      | $2779805.78   | 0.04%             | 2023-06-23      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| INEOS US FINANCE LLC                             | Ineos US Finance LLC 2022 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3439637 | PA      | $3441171.38   | 0.05%             | 2027-11-08      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Maverick Bidco Inc                               | Maverick Bidco Inc 2021 Term Loan                                                | CUSIP: 57767KAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12005076 | PA      | $11439841.02  | 0.17%             | 2028-05-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-731431.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Centurion Pipeline Company LLC                   | Centurion Pipeline Company LLC 2018 Term Loan B                                  | CUSIP: 15643YAC0<br>LEI: 54930040AX5IIFI80J88 | Long             | LON              | CORP              | US        |   3362062 | PA      | $3345252.19   | 0.05%             | 2025-09-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                  | Vibrant Clo X Ltd                                                                | CUSIP: 92558LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4050620.00   | 0.06%             | 2031-10-20      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                             | Mehilainen Yhtiot Oy 2021 EUR Incremental Term Loan B2                           | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |   6475000 | PA      | $6811985.29   | 0.10%             | 2025-08-11      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAU8<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1371622.50   | 0.02%             | 2030-11-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings, L.P.                   | Franklin Square Holdings, L.P. 2018 Term Loan B                                  | CUSIP: 30259HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6534907 | PA      | $6551244.04   | 0.10%             | 2025-08-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2627403.75   | 0.04%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                               | CHG PPC Parent LLC 2021 Term Loan                                                | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |   6277562 | PA      | $6254021.64   | 0.09%             | 2028-12-08      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                       | Ziggo B.V. 2019 EUR Term Loan H                                                  | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |  26500000 | PA      | $27353769.04  | 0.40%             | 2029-01-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                            | Phoenix Guarantor Inc 2021 Term Loan B3                                          | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   4468006 | PA      | $4411459.03   | 0.07%             | 2026-03-05      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| PEARLS (Netherlands) Bidco B.V.                  | PEARLS (Netherlands) Bidco B.V. 2022 EUR Term Loan B                             | CUSIP: 000000000<br>LEI: 2549005MTFX0VLL0UQ17 | Long             | LON              | CORP              | NL        |   6000000 | PA      | $6348955.68   | 0.09%             | 2029-02-26      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                            | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   8775000 | PA      | $8108261.55   | 0.12%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-745656.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLIS IV BV                                      | Solis IV BV USD Term Loan B1                                                     | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |  18103763 | PA      | $16700721.52  | 0.25%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                           | Messer Industries GmbH 2018 EUR Term Loan                                        | CUSIP: 000000000<br>LEI: 391200LNSZAK9YZ7XO65 | Long             | LON              | CORP              | DE        |   2019213 | PA      | $2165919.57   | 0.03%             | 2026-03-02      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd                               | Elmwood CLO 17 Ltd                                                               | CUSIP: 29003GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1874182.00   | 0.03%             | 2035-07-17      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| LSF11 Skyscraper Holdco S.a r.l.                 | LSF11 Skyscraper Holdco S.a r.l. 2021 EUR Term Loan B                            | CUSIP: 000000000<br>LEI: 254900TIPQ0RBM2WVJ30 | Long             | LON              | CORP              | LU        |  13775000 | PA      | $14933384.54  | 0.22%             | 2027-09-29      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Synaptics Incorporated                           | Synaptics Incorporated Term Loan B                                               | CUSIP: 87159JAH7<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | LON              | CORP              | US        |   3196969 | PA      | $3190974.91   | 0.05%             | 2028-12-02      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Regatta XV Funding Ltd.                          | Regatta XV Funding Ltd                                                           | CUSIP: 75888PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3875000 | PA      | $3439957.63   | 0.05%             | 2031-10-25      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  11175000 | PA      | $9439382.81   | 0.14%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                      | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |   1382889 | NS      | $645394.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                               | Clean Harbors Inc. 2021 Incremental Term Loan B                                  | CUSIP: 18449EAF7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |   4709631 | PA      | $4718828.78   | 0.07%             | 2028-10-08      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC         | Amentum Government Services Holdings LLC 2022 Term Loan                          | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   8780875 | PA      | $8715018.44   | 0.13%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Journey Personal Care Corp.                      | Journey Personal Care Corp. 2021 Term Loan B                                     | CUSIP: 48114NAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  30882199 | PA      | $23058718.71  | 0.34%             | 2028-03-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                       | iHeartCommunications, Inc. 2020 Incremental Term Loan                            | CUSIP: 45174UAG3<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |   3165181 | PA      | $3129572.87   | 0.05%             | 2026-05-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 55 CLO Ltd                                                                | CUSIP: 26245QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1718358.00   | 0.03%             | 2031-04-15      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Flint Group GmbH                                 | Flint Group GmbH EUR Term Loan B5                                                | CUSIP: 000000000<br>LEI: 529900HYSM9MD1C1LG96 | Long             | LON              | CORP              | DE        |   1102356 | PA      | $805941.57    | 0.01%             | 2023-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628MAG9<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2480439.00   | 0.04%             | 2031-04-20      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | CARLYLE US CLO 2019-4 LTD                                                        | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2521404.00   | 0.04%             | 2035-04-15      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-18036.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                   | Victory Capital Holdings, Inc. 2021 Term Loan B                                  | CUSIP: 92645DAH2<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |  18706676 | PA      | $18683292.59  | 0.28%             | 2026-07-01      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2018 Term Loan B7                                                    | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   7374445 | PA      | $7307035.37   | 0.11%             | 2024-11-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                               | Finastra USA, Inc. USD 2nd Lien Term Loan                                        | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |  29000000 | PA      | $23034294.00  | 0.34%             | 2025-06-13      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $642250.00    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser, Inc                 | Mitnick Corporate Purchaser, Inc Term Loan                                       | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |   4231250 | PA      | $4106076.93   | 0.06%             | 2029-05-02      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2012-3 Ltd                                  | CUSIP: 14312EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2315082.50   | 0.03%             | 2032-01-14      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.              | Engineered Machinery Holdings, Inc. 2021 USD 2nd Lien Term Loan                  | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1825000.00   | 0.03%             | 2029-05-21      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc.                   | Catalent Pharma Solutions Inc. 2021 Term Loan B3                                 | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |    787769 | PA      | $786390.21    | 0.01%             | 2028-02-22      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1724514.82  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                 | Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan                         | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5692500 | PA      | $5653364.06   | 0.08%             | 2026-12-22      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                        | Telenet Financing USD LLC 2020 USD Term Loan AR                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  38225000 | PA      | $37947868.75  | 0.56%             | 2028-04-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                        | Diamond Sports Group, LLC 2022 2nd Lien Term Loan                                | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |  28441622 | PA      | $2544501.23   | 0.04%             | 2026-08-24      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  63200000 | PA      | $49688472.00  | 0.73%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                 | Trans Union, LLC 2019 Term Loan B5                                               | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2492675 | PA      | $2482861.57   | 0.04%             | 2026-11-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                 | Oxbow Carbon LLC 2020 Term Loan B                                                | CUSIP: 69138EBA6<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |   6266495 | PA      | $6268061.34   | 0.09%             | 2025-10-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                         | Oscar AcquisitionCo, LLC Term Loan B                                             | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |  14364000 | PA      | $13951035.00  | 0.21%             | 2029-04-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                   | Sinclair Television Group Inc. Term Loan B2B                                     | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   5346984 | PA      | $5246727.88   | 0.08%             | 2026-09-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                 | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                       | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |  23702500 | PA      | $24550196.21  | 0.36%             | 2027-10-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| LONGVIEW INTERMEDIATE HOLDINGS                   | LONGVIEW INTERMEDIATE HOLDINGS                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    359046 | NS      | $5206167.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                   | Upland CLO Ltd                                                                   | CUSIP: 915324AE7<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   4625000 | PA      | $4073713.88   | 0.06%             | 2031-04-20      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                         | Hudson River Trading LLC 2021 Term Loan                                          | CUSIP: 44413EAF5<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |  29965799 | PA      | $29160468.32  | 0.43%             | 2028-03-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                             | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan                                 | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   9470000 | PA      | $8972825.00   | 0.13%             | 2026-02-27      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.          | Mallinckrodt International Finance S.A. 2022 USD Term Loan                       | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |  38758816 | PA      | $29763554.07  | 0.44%             | 2027-09-30      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US CLO 2018-2 LTD                                                            | CUSIP: 44932TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1769434.00   | 0.03%             | 2031-07-22      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                            | Vertical US Newco Inc Term Loan B                                                | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |      6219 | PA      | $6115.29      | 0.00%             | 2027-07-30      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                  | TransDigm, Inc. 2022 Term Loan F                                                 | CUSIP: 89364MBW3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  46541322 | PA      | $46486356.27  | 0.69%             | 2025-12-09      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180YAE0<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |   5401000 | PA      | $4483634.75   | 0.07%             | 2031-01-20      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                            | Tempo Acquisition LLC 2022 Term Loan B                                           | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   4230839 | PA      | $4241415.66   | 0.06%             | 2028-08-31      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                    | Adient US LLC 2021 Term Loan B                                                   | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |  14880663 | PA      | $14860901.87  | 0.22%             | 2028-04-10      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                          | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |  10125000 | PA      | $8922504.38   | 0.13%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM, LLC                                | Ensemble RCM, LLC Term Loan                                                      | CUSIP: 29359BAB7<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |  18654415 | PA      | $18683553.01  | 0.28%             | 2026-08-03      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                            | SRS Distribution Inc. 2022 Incremental Term Loan                                 | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   5395500 | PA      | $5210871.39   | 0.08%             | 2028-06-02      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Etraveli Holding AB                              | Etraveli Holding AB 2019 EUR Term Loan B1                                        | CUSIP: 000000000<br>LEI: 213800H8F3GYVAGH3P04 | Long             | LON              | CORP              | SE        |   9472040 | PA      | $10134490.71  | 0.15%             | 2024-08-02      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                      | McAfee, LLC 2022 EUR Term Loan B2                                                | CUSIP: 57906HAC1<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |  16263250 | PA      | $16854577.58  | 0.25%             | 2029-03-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                     | Filtration Group Corporation 2021 Incremental Term Loan                          | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   3242663 | PA      | $3231855.12   | 0.05%             | 2028-10-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                | PointClickCare Technologies, Inc. Term Loan B                                    | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |   5109000 | PA      | $5089841.25   | 0.08%             | 2027-12-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Longview Power LLC                               | Longview Power LLC 2020 Exit Term Loan                                           | CUSIP: 000000000<br>LEI: 549300U2KHA24XFUQ603 | Long             | LON              | CORP              | US        |     35905 | PA      | $35365.98     | 0.00%             | 2025-07-30      | Floating      | 14.82%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 41 Senior Loan Fund                                                       | CUSIP: 26244LAC8<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   1267500 | PA      | $1045890.30   | 0.02%             | 2031-04-15      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| SS&C European Holdings Sarl                      | SS&C European Holdings Sarl 2018 Term Loan B4                                    | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   5127557 | PA      | $5123952.15   | 0.08%             | 2025-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $8445140.63   | 0.12%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                    | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  45858892 | PA      | $40441810.14  | 0.60%             | 2028-07-27      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd                          | Regatta XIV Funding Ltd                                                          | CUSIP: 75888NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $3922623.00   | 0.06%             | 2031-10-25      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Aegion Corporation                               | Aegion Corporation Term Loan                                                     | CUSIP: 00771PAJ0<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |  17810481 | PA      | $17064667.49  | 0.25%             | 2028-05-17      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                      | City Football Group Limited Term Loan                                            | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |  15592500 | PA      | $15163706.25  | 0.22%             | 2028-07-21      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2014-4-R Ltd                                | CUSIP: 14316CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2478399.00   | 0.04%             | 2030-07-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Cambrex Corporation                              | Cambrex Corporation 2021 Term Loan                                               | CUSIP: 13201FAU0<br>LEI: 4Q9DLX2VIFGJMOYJ4Y35 | Long             | LON              | CORP              | US        |   5940549 | PA      | $5881885.69   | 0.09%             | 2026-12-04      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17950000 | PA      | $17614056.95  | 0.26%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-459772.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                             | Ascend Learning, LLC 2021 2nd Lien Term Loan                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   5243321 | PA      | $4630507.86   | 0.07%             | 2029-12-10      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Apex Tool Group, LLC                             | Apex Tool Group, LLC 2022 Term Loan                                              | CUSIP: 03759DAK4<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |  23695133 | PA      | $20903562.21  | 0.31%             | 2029-02-08      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 41 Senior Loan Fund                                                       | CUSIP: 26244KAU0<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6464668.00   | 0.10%             | 2031-04-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                  | Madison IAQ LLC Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |  31415164 | PA      | $30114387.78  | 0.44%             | 2028-06-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                    | RealPage, Inc 1st Lien Term Loan                                                 | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |  31090106 | PA      | $30388651.01  | 0.45%             | 2028-04-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.                               | Betony CLO 2 Ltd                                                                 | CUSIP: 08763QAG7<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2381962.50   | 0.04%             | 2031-04-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1351578.00   | 0.02%             | 2031-04-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2021-3 Ltd                                                         | CUSIP: 94951KAC1<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $920233.65    | 0.01%             | 2035-01-15      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| Electron BidCo Inc.                              | Electron BidCo Inc. 2021 Term Loan                                               | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2668548 | PA      | $2658818.53   | 0.04%             | 2028-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2485573.41   | 0.04%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                           | SS&C Technologies Inc. 2022 Term Loan B7                                         | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   5614559 | PA      | $5612610.59   | 0.08%             | 2029-03-22      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2018-1                                                   | CUSIP: 05683LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4556315.00   | 0.07%             | 2031-04-23      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Virgin Media Ireland Limited                     | Virgin Media Ireland Limited EUR Term Loan                                       | CUSIP: 000000000<br>LEI: 213800K1R3GMY77CNR32 | Long             | LON              | CORP              | IE        |  12500000 | PA      | $13328911.35  | 0.20%             | 2029-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                       | Triton Water Holdings, Inc Term Loan                                             | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |  12330074 | PA      | $11765590.72  | 0.17%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 42 Senior Loan Fund                                                       | CUSIP: 26244YAS5<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2256505.00   | 0.03%             | 2030-07-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                 | Proofpoint, Inc. 1st Lien Term Loan                                              | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |  55630525 | PA      | $54643973.50  | 0.81%             | 2028-08-31      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                          | Albion Financing 3 SARL USD Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |  20146500 | PA      | $19504330.31  | 0.29%             | 2026-08-17      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| LIDS Holdings, Inc.                              | LIDS Holdings, Inc. Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6190625 | PA      | $5912046.88   | 0.09%             | 2026-12-14      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXXIII Ltd                                                      | CUSIP: 09631AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2308625.00   | 0.03%             | 2034-11-20      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2012-3 Ltd                                  | CUSIP: 14312GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1282347.00   | 0.02%             | 2032-01-14      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                | IGT Holding IV AB 2021 EUR Term Loan B1A                                         | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   6204574 | PA      | $6496571.08   | 0.10%             | 2028-03-31      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                               | Marcel LUX IV SARL 2020 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 213800C9JTKV8DLW6403 | Long             | LON              | CORP              | LU        |    909975 | PA      | $907699.73    | 0.01%             | 2027-12-31      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| DITECH HOLDING CORPORATION                       | Ditech Holding Corporation 2013 Term Loan                                        | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |  17038125 | PA      | $1874193.76   | 0.03%             | 2023-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                             | Ascend Learning, LLC 2021 Term Loan                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  12566564 | PA      | $12006962.00  | 0.18%             | 2028-12-11      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                    | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11581000 | PA      | $10955626.00  | 0.16%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                     | Filtration Group Corporation 2018 1st Lien Term Loan                             | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |  17129158 | PA      | $17125149.74  | 0.25%             | 2025-03-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US, INC.                           | Crown Finance US, Inc. 2022 DIP Term Loan                                        | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11354393 | PA      | $11490645.56  | 0.17%             | 2023-09-07      | Variable      | 14.67%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** SENIOR DEBT PORTFOLIO

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer