# EDGAR Filing Document

**Accession Number:** 0001870714
**File Stem:** 0001145549-23-013713
**Filing Date:** 2023-2
**Character Count:** 191892
**Document Hash:** db0e629cb41a4e82228acc2837e90b78
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013713.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013713

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Oaktree Diversified Income Fund Inc.
- **CENTRAL INDEX KEY:** 0001870714
- **IRS NUMBER:** 871433452
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23715
- **FILM NUMBER:** 23684152

**BUSINESS ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 250 VESEY STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281
- **BUSINESS PHONE:** 212-417-7049

**MAIL ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 250 VESEY STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Oaktree Diversified Income Fund Inc.

- **b. Investment Company Act file number:** 811-23715

- **c. CIK number of Registrant:** 0001870714

- **d. LEI of Registrant:** 549300F59CV6BGK7HG02

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

  - **Street Address 1:** BROOKFIELD PLACE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10281

  - **Telephone number:** 855-777-8001

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

- **a. Name of Series:** Oaktree Diversified Income Fund Inc.

- **c. LEI of Series:** 549300F59CV6BGK7HG02

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $181611915.81

**Total Liabilities:** $29976472.19

**Net Assets:** $151635443.62

**Amount of Assets Invested in Other Investment Companies:** $338799.29

**Cash Not Reported:** $226250.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 145.660000000000 | **1-Year:** 2694.510000000000 | **5-Year:** 693.860000000000 | **10-Year:** 9.300000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 23865.810000000000 | **1-Year:** 14954.330000000000 | **5-Year:** 16628.360000000000 | **10-Year:** 4863.220000000000 | **30-Year:** 372.180000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.35%                | 2.67%                | 1.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-465740.36              | $20562.83                                  |
| Month 2  | $-121725.71              | $4151072.91                                |
| Month 3  | $-263537.17              | $1149683.98                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VIRGIN MEDIA SFA FINANCE                           | Virgin Media SFA Finance Ltd                                                     | CUSIP: N/A<br>LEI: 213800HHBSIDEKJOHR77       | Long             | LON              | CORP              | GB        |    200000 | PA      | $224714.69    | 0.15%             | 2027-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                            | PetVet Care Centers LLC                                                          | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    500000 | PA      | $461875.00    | 0.30%             | 2026-02-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| SILK BIDCO AS                                      | Hurtigruten Group AS                                                             | CUSIP: N/A<br>LEI: 213800EVBYLGF87O9I05       | Long             | LON              | CORP              | NO        |    200000 | PA      | $169231.10    | 0.11%             | 2025-02-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                     | Access CIG LLC                                                                   | CUSIP: 00435CAH1<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    989356 | PA      | $971320.41    | 0.64%             | 2025-02-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| WP CPP HOLDINGS LLC                                | WP CPP Holdings LLC                                                              | CUSIP: 92937JAM5<br>LEI: 549300HT8KGOLU7VM426 | Long             | LON              | CORP              | US        |    495075 | PA      | $432925.58    | 0.29%             | 2025-04-30      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                             | CD&R Firefly Bidco Ltd                                                           | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | LON              | CORP              | GB        |    250000 | PA      | $278395.35    | 0.18%             | 2025-06-21      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                        | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    476000 | PA      | $404723.76    | 0.27%             | 2029-04-21      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| BROOM HOLDINGS BIDCO LTD                           | Broom Holdings Bidco Ltd                                                         | CUSIP: N/A<br>LEI: 9845005DD58BDDC8D847       | Long             | LON              | CORP              | IE        |    250000 | PA      | $254230.94    | 0.17%             | 2028-08-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                           | Alterra Mountain Co                                                              | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    932436 | PA      | $923405.44    | 0.61%             | 2028-08-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| HOMEVI                                             | HomeVi SASU                                                                      | CUSIP: N/A<br>LEI: 9695001URJB6VUATPK20       | Long             | LON              | CORP              | FR        |    250000 | PA      | $240415.49    | 0.16%             | 2026-10-31      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                       | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    707911 | PA      | $654453.41    | 0.43%             | 2028-10-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                    | Nexus Buyer LLC                                                                  | CUSIP: 65343UAE2<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    376000 | PA      | $349367.92    | 0.23%             | 2029-11-01      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                   | BYJU's Alpha Inc                                                                 | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |    446625 | PA      | $360169.57    | 0.24%             | 2026-11-24      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| PARKWAY GENERATION LLC                             | Parkway Generation LLC                                                           | CUSIP: N/A<br>LEI: 254900ATQHHVKF65MT32       | Long             | LON              | CORP              | US        |    686907 | PA      | $677118.12    | 0.45%             | 2029-02-18      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| PARKWAY GENERATION LLC                             | Parkway Generation LLC                                                           | CUSIP: N/A<br>LEI: 254900ATQHHVKF65MT32       | Long             | LON              | CORP              | US        |     89876 | PA      | $88939.12     | 0.06%             | 2029-02-18      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                           | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    865714 | PA      | $725095.71    | 0.48%             | 2028-12-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                           | Cobham Ultra US Co-Borrower LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $974165.00    | 0.64%             | 2029-08-04      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                           | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 58404KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2082000 | PA      | $1601182.92   | 1.06%             | 2029-12-17      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| UKG INC                                            | UKG Inc                                                                          | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    500000 | PA      | $461375.00    | 0.30%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                           | Great Outdoors Group LLC                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    500000 | PA      | $481562.50    | 0.32%             | 2028-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP                             | Flynn Restaurant Group LP                                                        | CUSIP: 34410JAF8<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    992500 | PA      | $933361.89    | 0.62%             | 2028-12-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                              | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |    440716 | PA      | $426392.31    | 0.28%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| XLERATE (AMERICAN AUTO AUCTION GROUP LLC) TL 2ND L | XLERATE (AMERICAN AUTO AUCTION GROUP LLC) TL 2ND L                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    483000 | PA      | $374325.00    | 0.25%             | 2028-12-30      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| OBOL FRANCE 3 SAS                                  | Obol France 3 SAS                                                                | CUSIP: N/A<br>LEI: 969500HSJVVYGU57VS68       | Long             | LON              | CORP              | FR        |    250000 | PA      | $236056.10    | 0.16%             | 2025-12-09      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| TOUCHSTONE ACQUISITION T/L (12/21)                 | TOUCHSTONE ACQUISITION T/L (12/21)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2998930 | PA      | $2931454.08   | 1.93%             | 2028-12-29      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| MCAFEE EUR T/L B (01/22)                           | MCAFEE EUR T/L B (01/22)                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    249375 | PA      | $254071.85    | 0.17%             | 2029-02-02      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                 | Hunter Douglas Inc                                                               | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    304850 | PA      | $269764.81    | 0.18%             | 2029-02-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                 | TIBCO Software Inc                                                               | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    329000 | PA      | $294631.02    | 0.19%             | 2029-03-30      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                 | TIBCO Software Inc                                                               | CUSIP: 88632NAX8<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    193000 | PA      | $172011.25    | 0.11%             | 2028-09-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                             | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    425926 | PA      | $402144.36    | 0.27%             | 2028-07-30      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                             | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     74074 | PA      | $69938.14     | 0.05%             | 2028-07-30      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTADIA T/L (TIMBER SERVICIOS/ESMALGLASS)          | ALTADIA T/L (TIMBER SERVICIOS/ESMALGLASS)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    300000 | PA      | $245066.85    | 0.16%             | 2029-02-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| OLAPLEX T/L (2/22)                                 | OLAPLEX T/L (2/22)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    248750 | PA      | $233203.13    | 0.15%             | 2028-02-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| RESTAURANT TECHNOLOGIES INC                        | Restaurant Technologies Inc                                                      | CUSIP: 26972CAC6<br>LEI: 5493001IZARCKDSJPT54 | Long             | LON              | CORP              | US        |    508250 | PA      | $500245.06    | 0.33%             | 2029-04-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| HOUGHTON MIFFLIN HARCOUR                           | Houghton Mifflin Harcourt Co                                                     | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $477030.00    | 0.31%             | 2029-04-07      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    479798 | PA      | $458146.64    | 0.30%             | 2029-04-13      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                           | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    342105 | PA      | $335121.18    | 0.22%             | 2029-06-24      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                     | DTI Holdco Inc                                                                   | CUSIP: 23358EAF6<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    500000 | PA      | $461875.00    | 0.30%             | 2029-04-26      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                           | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    157895 | PA      | $154671.32    | 0.10%             | 2029-06-24      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                   | Pegasus Bidco BV                                                                 | CUSIP: 9TERM7A79<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    250000 | PA      | $259066.68    | 0.17%             | 2029-07-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                   | Pegasus Bidco BV                                                                 | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |    500000 | PA      | $485000.00    | 0.32%             | 2029-07-12      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE T/L (5/22)                     | PELOTON INTERACTIVE T/L (5/22)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148628 | PA      | $146583.87    | 0.10%             | 2027-05-17      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    300000 | PA      | $268425.00    | 0.18%             | 2028-08-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                               | Flutter Financing BV                                                             | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |    258000 | PA      | $257247.93    | 0.17%             | 2028-07-04      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| COVETRUS INC                                       | Covetrus Inc                                                                     | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |    362000 | PA      | $340099.00    | 0.22%             | 2029-10-13      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTA                           | Entain Holdings Gibraltar Ltd                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GI        |    266000 | PA      | $265168.75    | 0.17%             | 2029-10-31      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| AVALARA T/L                                        | Avalara, Inc.,, Senior Secured First Lien Term Loan                              | CUSIP: 9TERM7A53<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2491000 | PA      | $2428725.00   | 1.60%             | 2029-10-19      | Floating      | 11.21%                | No            |                  3 | On Loan: No      |
| AVALARA R/C                                        | Avalara, Inc.,, Senior Secured First Lien Revolving Credit Loan                  | CUSIP: 9TERM7A46<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249000 | PA      | $242775.00    | 0.16%             | 2029-10-19      | Floating      | 11.21%                | No            |                  3 | On Loan: No      |
| INEOS FINANCE T/L B (10/22)                        | INEOS FINANCE T/L B (10/22)                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    247403 | PA      | $258408.98    | 0.17%             | 2027-11-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALTICE 12/22 EUR TL                                | ALTICE 12/22 EUR TL                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    230000 | PA      | $242098.40    | 0.16%             | 2027-10-28      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US H                        | Axalta Coating Systems US Holdings Inc                                           | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    250000 | PA      | $250562.50    | 0.17%             | 2029-12-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE T/L B-2                                | DEALER TIRE T/L B-2                                                              | CUSIP: 24228HAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161212 | PA      | $159841.70    | 0.11%             | 2027-12-14      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                 | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $715713.44    | 0.47%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                    | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $185057.00    | 0.12%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GENNEIA SA                                         | Genneia SA                                                                       | CUSIP: BR2972817<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |    919000 | PA      | $899471.25    | 0.59%             | 2027-09-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GRUPO POSADAS SAB CV                               | Grupo Posadas SAB de CV                                                          | CUSIP: BT2402563<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $15713.17     | 0.01%             | 2027-12-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                   | Pampa Energia SA                                                                 | CUSIP: AZ4704823<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    150000 | PA      | $137969.48    | 0.09%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                               | Telecom Argentina SA                                                             | CUSIP: AZ6283065<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |   1000000 | PA      | $947556.64    | 0.62%             | 2026-07-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                               | YPF SA                                                                           | CUSIP: BO0355681<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    758000 | PA      | $607034.54    | 0.40%             | 2029-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ADC THERAPEUTICS INITIAL TERM LOAN - TRANCHE B     | ADC THERAPEUTICS INITIAL TERM LOAN - TRANCHE B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    520457 | PA      | $514419.84    | 0.34%             | 2029-08-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| ARAMARK INTL FINANCE                               | Aramark International Finance Sarl                                               | CUSIP: AM9380206<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $103030.43    | 0.07%             | 2025-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                | Silgan Holdings Inc                                                              | CUSIP: AQ4025203<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156135.07    | 0.10%             | 2025-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIMACORPORATE SPA                                  | Limacorporate SpA                                                                | CUSIP: AO5698300<br>LEI: 815600DCF10E5BC27D22 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $261100.53    | 0.17%             | 2023-08-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                | CIFI Holdings Group Co Ltd                                                       | CUSIP: AO7718627<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $81225.00     | 0.05%             | 2023-01-27      | Variable      | 11.58%                | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                           | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: AQ2322693<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96974.38     | 0.06%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM SA                              | Matterhorn Telecom SA                                                            | CUSIP: AP9982954<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196233.74    | 0.13%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                             | Shimao Group Holdings Ltd                                                        | CUSIP: AX2128525<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    370000 | PA      | $69888.41     | 0.05%             | 2024-02-21      | None          | 6.12%                 | No            |                  2 | On Loan: No      |
| PLAYTECH PLC                                       | Playtech Plc                                                                     | CUSIP: AX4234438<br>LEI: 21380068TTB6Z9ZEU548 | Long             | DBT              | CORP              | IM        |    100000 | PA      | $101423.27    | 0.07%             | 2026-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE A PVT 0 | BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE A PVT 0                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    387469 | PA      | $387468.51    | 0.26%             | 2032-09-30      | Floating      | 13.56%                | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE B PVT 0 | BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE B PVT 0                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    563378 | PA      | $563378.00    | 0.37%             | 2032-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE C PVT 0 | BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE C PVT 0                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    563378 | PA      | $563378.00    | 0.37%             | 2032-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T | BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    438183 | PA      | $438183.00    | 0.29%             | 2027-04-19      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T | BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    375585 | PA      | $375585.00    | 0.25%             | 2027-04-19      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. 1ST LIEN TERM LOAN A    | BIOXCEL THERAPEUTICS, INC. 1ST LIEN TERM LOAN A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    881405 | PA      | $823232.36    | 0.54%             | 2027-04-19      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CIFI HOLDINGS GROUP                                | CIFI Holdings Group Co Ltd                                                       | CUSIP: ZQ3483513<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $53543.78     | 0.04%             | 2024-11-07      | None          | 6.45%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                 | Telecom Italia SpA/Milano                                                        | CUSIP: AW5734602<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $209245.44    | 0.14%             | 2024-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                 | CUSIP: ZS5390670<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104141.52    | 0.07%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                               | Telefonica Europe BV                                                             | CUSIP: AX5204828<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204763.27    | 0.14%             | 2024-12-14      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| MOONEY GROUP SPA                                   | Mooney Group SpA                                                                 | CUSIP: ZQ8560778<br>LEI: 815600A354E81B97D398 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $254398.20    | 0.17%             | 2026-12-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                               | Country Garden Holdings Co Ltd                                                   | CUSIP: BK6819225<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $106877.71    | 0.07%             | 2030-08-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                 | eircom Finance DAC                                                               | CUSIP: ZS2777838<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193843.86    | 0.13%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                 | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: ZP3541932<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $205871.86    | 0.14%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                               | Country Garden Holdings Co Ltd                                                   | CUSIP: AX9167690<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $383016.49    | 0.25%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                              | Trivium Packaging Finance BV                                                     | CUSIP: AZ6780466<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98207.11     | 0.06%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                 | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: AZ8060347<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    410000 | PA      | $214430.00    | 0.14%             | 2029-08-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                            | Standard Industries Inc/NJ                                                       | CUSIP: ZQ6160712<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183978.21    | 0.12%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                | Cirsa Finance International Sarl                                                 | CUSIP: BR4374608<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $92771.71     | 0.06%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                              | Banijay Entertainment SASU                                                       | CUSIP: ZP6062878<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202223.32    | 0.13%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                              | eG Global Finance PLC                                                            | CUSIP: ZR9760391<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $94349.12     | 0.06%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                          | Loxam SAS                                                                        | CUSIP: AZ6549713<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96945.16     | 0.06%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                             | CUSIP: ZS8102403<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $156708.51    | 0.10%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                   | Ziggo Bond Co BV                                                                 | CUSIP: ZP9017812<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $77751.96     | 0.05%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                        | CUSIP: AZ5649142<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $75993.08     | 0.05%             | 2026-07-15      | None          | 5.60%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                | CIFI Holdings Group Co Ltd                                                       | CUSIP: ZP3162903<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $105115.84    | 0.07%             | 2025-07-16      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA/France                                                          | CUSIP: ZR5945228<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $81027.41     | 0.05%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                           | RKPF Overseas 2019 A Ltd                                                         | CUSIP: BG3462820<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |    500000 | PA      | $418750.00    | 0.28%             | 2025-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                       | Afflelou SAS                                                                     | CUSIP: BP4324797<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95762.10     | 0.06%             | 2026-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                            | Summer BC Holdco B SARL                                                          | CUSIP: ZR9898399<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $91656.94     | 0.06%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINANCE CO LTD                            | Pinewood Finance Co Ltd                                                          | CUSIP: BS5005720<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $106800.26    | 0.07%             | 2027-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                    | CUSIP: BZ8725930<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $102556.76    | 0.07%             | 2026-08-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS FINANCE LUX                            | Hanesbrands Finance Luxembourg SCA                                               | CUSIP: LW1540126<br>LEI: 2221008AH0OE362EBM39 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $156030.89    | 0.10%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                         | Grifols SA                                                                       | CUSIP: AN2162666<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    160000 | PA      | $158633.25    | 0.10%             | 2025-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN TERM LO | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN TERM LO                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1134856 | PA      | $1083787.65   | 0.71%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184290 | PA      | $184290.00    | 0.12%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184290 | PA      | $184290.00    | 0.12%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184290 | PA      | $184290.00    | 0.12%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20230119                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-495455.41   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20230119                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $117219.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                   | LTI Holdings Inc                                                                 | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    989691 | PA      | $949791.34    | 0.63%             | 2025-09-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MASCOT BIDCO EUR T/L (AMER SPORTS)                 | MASCOT BIDCO EUR T/L (AMER SPORTS)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |    250000 | PA      | $249269.42    | 0.16%             | 2026-03-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20230419                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $262708.15    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | GBP/USD FWD 20230119                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-41418.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                               | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |    239144 | PA      | $241377.32    | 0.16%             | 2026-04-16      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| ANTIGUA BIDCO LTD                                  | Pharmanovia Bidco Ltd                                                            | CUSIP: N/A<br>LEI: 213800ON9SUZE6E64108       | Long             | LON              | CORP              | GB        |    250000 | PA      | $258813.79    | 0.17%             | 2026-08-07      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                | GBP/USD FWD 20230119                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GROVE WATERPARK AND RESORT DELAYED DRAW            | GROVE WATERPARK AND RESORT DELAYED DRAW                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    350754 | PA      | $343738.92    | 0.23%             | 2028-06-21      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| GROVE WATERPARK AND RESORT REVOLVER                | GROVE WATERPARK AND RESORT REVOLVER                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    175377 | PA      | $171869.46    | 0.11%             | 2028-06-21      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| GROVE WATERPARK AND RESORT TL                      | GROVE WATERPARK AND RESORT TL                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1753769 | PA      | $1718693.62   | 1.13%             | 2028-06-21      | Floating      | 11.04%                | No            |                  3 | On Loan: No      |
| N/A                                                | HKD/USD FWD 20230119                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-580.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | HKD/USD FWD 20230119                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $667.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AI CONVOY LUXEM                                    | AI Convoy Luxembourg Sarl                                                        | CUSIP: 00135BAB9<br>LEI: 222100GQMVQ4KP4KJS35 | Long             | LON              | CORP              | LU        |    240000 | PA      | $245881.89    | 0.16%             | 2027-01-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                           | CUSIP: 14852DAD3<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    247462 | PA      | $178803.88    | 0.12%             | 2027-01-29      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                    | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | LON              | CORP              | DE        |    250000 | PA      | $246313.65    | 0.16%             | 2026-08-21      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| INEOS ENTERPRISES                                  | INEOS Enterprises Holdings II Ltd                                                | CUSIP: N/A<br>LEI: 213800M8Z1KMM5H1JM42       | Long             | LON              | CORP              | GB        |    250000 | PA      | $258101.94    | 0.17%             | 2026-09-03      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |    748087 | PA      | $719363.94    | 0.47%             | 2025-06-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                           | Mileage Plus Holdings LLC                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181800 | PA      | $187322.18    | 0.12%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                                  | Curium Bidco Sarl                                                                | CUSIP: L2210TAE5<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |    248750 | PA      | $243153.13    | 0.16%             | 2027-12-09      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                        | TruGreen LP                                                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    112000 | PA      | $99750.56     | 0.07%             | 2027-11-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                           | Proampac PG Borrower LLC                                                         | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    990000 | PA      | $950602.95    | 0.63%             | 2025-11-03      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                                | Planview Parent Inc                                                              | CUSIP: 72751PAC8<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    160809 | PA      | $150183.55    | 0.10%             | 2027-12-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ADB COS LLC                                        | ADB Cos LLC                                                                      | CUSIP: 00109XAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1290844 | PA      | $1268512.42   | 0.84%             | 2025-12-18      | Floating      | 9.80%                 | No            |                  3 | On Loan: No      |
| VERISURE HOLDING AB                                | Verisure Holding AB                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | LON              | CORP              | SE        |    250000 | PA      | $249640.06    | 0.16%             | 2028-03-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| STYROLOUTION/INEOS QUATTRO 1/21 (EUR)              | STYROLOUTION/INEOS QUATTRO 1/21 (EUR)                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    250000 | PA      | $251778.28    | 0.17%             | 2026-01-29      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| AI SIRONA LUXEMBOURG ACQ                           | AI Sirona Luxembourg Acquisition Sarl                                            | CUSIP: 9TERM7A87<br>LEI: 549300MQC452SFMN5167 | Long             | LON              | CORP              | LU        |    250000 | PA      | $258245.11    | 0.17%             | 2025-09-30      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SPRINGER NATURE DEUTSCHL                           | Springer Nature Deutschland GmbH                                                 | CUSIP: N/A<br>LEI: 549300WM0X4AUT710770       | Long             | LON              | CORP              | DE        |    250000 | PA      | $256667.54    | 0.17%             | 2026-08-14      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                           | Bellis Acquisition Co PLC                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | LON              | CORP              | GB        |    250000 | PA      | $253413.38    | 0.17%             | 2026-02-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| ION CORPORATE SOLUTIONS                            | ION Corporate Solutions Finance Sarl                                             | CUSIP: 42328DAG3<br>LEI: 213800L79ZXIG33VIU08 | Long             | LON              | CORP              | LU        |    250000 | PA      | $257576.08    | 0.17%             | 2028-03-11      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SHEARER'S FOODS LLC                                | Shearer's Foods LLC                                                              | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |    698924 | PA      | $668346.50    | 0.44%             | 2027-09-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SORENSON COMMUNICATIONS LLC                        | Sorenson Communications LLC                                                      | CUSIP: 83583KAH9<br>LEI: 549300H02Z2SUR0GB419 | Long             | LON              | CORP              | US        |    472222 | PA      | $452301.53    | 0.30%             | 2026-03-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                           | Triton Water Holdings Inc                                                        | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    742482 | PA      | $693014.14    | 0.46%             | 2028-03-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: C4000KAD6<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   1000000 | PA      | $975500.00    | 0.64%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| ADCO GROUP 3/21 TERM LOAN B2                       | ADCO GROUP 3/21 TERM LOAN B2                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    250000 | PA      | $251287.21    | 0.17%             | 2026-10-02      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                             | SCIH Salt Holdings Inc                                                           | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    915280 | PA      | $892068.47    | 0.59%             | 2027-03-16      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    990000 | PA      | $942484.95    | 0.62%             | 2028-05-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                 | Atlas Luxco 4 SARL                                                               | CUSIP: 01957TAK3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | LU        |    250000 | PA      | $250468.32    | 0.17%             | 2028-05-14      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    496222 | PA      | $491363.64    | 0.32%             | 2028-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                           | CUSIP: 14852DAE1<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    993711 | PA      | $618584.90    | 0.41%             | 2027-01-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| SKOPIMA CONSILIO PARENT                            | Skopima Consilio Parent LLC                                                      | CUSIP: 36171NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    929307 | PA      | $881512.30    | 0.58%             | 2028-05-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                              | Tiger Acquisition LLC                                                            | CUSIP: 88675UAB8<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    744347 | PA      | $708573.44    | 0.47%             | 2028-06-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMER ROCK SALT CO LLC                              | American Rock Salt Co LLC                                                        | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    500000 | PA      | $471875.00    | 0.31%             | 2028-06-11      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ICIMS, INC. DELAYED DRAW TL USD                    | ICIMS, INC. DELAYED DRAW TL USD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    439408 | PA      | $439407.58    | 0.29%             | 2028-08-18      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ICIMS 2022 INCREMENTAL T/L                         | ICIMS 2022 INCREMENTAL T/L                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    253659 | PA      | $248585.82    | 0.16%             | 2028-08-18      | Floating      | 10.26%                | No            |                  3 | On Loan: No      |
| ICIMS, INC - REVOLVER USD                          | ICIMS, INC - REVOLVER USD                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    157552 | PA      | $151123.88    | 0.10%             | 2028-08-18      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| ICIMS, INC - TL USD                                | ICIMS, INC - TL USD                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1654301 | PA      | $1586805.52   | 1.05%             | 2028-08-18      | Floating      | 10.26%                | No            |                  3 | On Loan: No      |
| POLARIS NEWCO LLC                                  | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    209667 | PA      | $191844.87    | 0.13%             | 2028-06-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                  | Polaris Newco LLC                                                                | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    247500 | PA      | $247881.51    | 0.16%             | 2028-06-04      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                                 | Baart Programs Inc                                                               | CUSIP: 05518PAC2<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    719614 | PA      | $699464.68    | 0.46%             | 2027-06-11      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                                 | Baart Programs Inc                                                               | CUSIP: 05518PAF5<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |   1246000 | PA      | $1207374.00   | 0.80%             | 2028-06-11      | Floating      | 12.57%                | No            |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    742481 | PA      | $610694.50    | 0.40%             | 2025-03-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GIBSON BRANDS INC                                  | Gibson Brands Inc                                                                | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |    397000 | PA      | $293780.00    | 0.19%             | 2028-08-13      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LTD                            | Apex Group Treasury Ltd                                                          | CUSIP: G0472CAC9<br>LEI: 254900P712DX6L6ALR57 | Long             | LON              | CORP              | IE        |    250000 | PA      | $254994.97    | 0.17%             | 2028-07-27      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    910000 | PA      | $887914.30    | 0.59%             | 2027-08-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20230111                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-151606.45   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20230111                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $118236.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B6 Mortgage Trust                                                 | CUSIP: 08162CAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $141913.89    | 0.09%             | 2051-10-10      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                    | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22932.00     | 0.02%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                      | Blackline Inc                                                                    | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14566.88     | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                            | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $185328.00    | 0.12%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $233288.24    | 0.15%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                | BWAY 2022-26BW Mortgage Trust                                                    | CUSIP: 12429EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677000 | PA      | $439914.87    | 0.29%             | 2044-02-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $433856.34    | 0.29%             | 2034-09-15      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $131833.10    | 0.09%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $218493.67    | 0.14%             | 2050-05-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489000 | PA      | $346389.95    | 0.23%             | 2050-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust                     | CGDB Commercial Mortgage Trust 2019-MOB                                          | CUSIP: 125284AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1537000 | PA      | $1430972.98   | 0.94%             | 2036-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                     | CFCRE Commercial Mortgage Trust 2018-TAN                                         | CUSIP: 12528DAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $217624.52    | 0.14%             | 2033-02-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    335000 | PA      | $287858.80    | 0.19%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LEARFIELD COMMUNICATIONS                           | Learfield Communications LLC                                                     | CUSIP: 00165HAB9<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    233675 | PA      | $175798.08    | 0.12%             | 2023-12-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA/France                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    237194 | PA      | $241525.59    | 0.16%             | 2026-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13350000 | PA      | $691700.88    | 0.46%             | 2049-02-10      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                     | CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CUSIP: 12595FAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $137266.36    | 0.09%             | 2050-09-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    435000 | PA      | $307995.23    | 0.20%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                           | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $144437.71    | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                     | CVR Energy Inc                                                                   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    305000 | PA      | $281052.93    | 0.19%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                      | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26086.50     | 0.02%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                              | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    415000 | PA      | $309061.77    | 0.20%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                       | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313014.73    | 0.21%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    490000 | PA      | $350727.30    | 0.23%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     80000 | PA      | $65180.05     | 0.04%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                     | Castlelake Aircraft Structured Trust 2017-1R                                     | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301551 | PA      | $261647.60    | 0.17%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                           | Ceridian HCM Holding Inc                                                         | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18511.50     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                      | Citigroup Commercial Mortgage Trust 2021-KEYS                                    | CUSIP: 17291GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741000 | PA      | $728954.97    | 0.48%             | 2036-10-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                               | CITGO Petroleum Corp                                                             | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351964.80    | 0.23%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                     | Cloudflare Inc                                                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10660.00     | 0.01%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                           | Cogent Communications Group Inc                                                  | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206047.40    | 0.14%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                        | Columbia Cent CLO 28 Ltd                                                         | CUSIP: 197362AA4<br>LEI: 549300K7BI8XA1XTMK83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $719746.00    | 0.47%             | 2030-11-07      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                      | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60605.63     | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                 | CommScope Technologies LLC                                                       | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237135.60    | 0.16%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                      | CommScope Inc                                                                    | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87870.25     | 0.06%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                           | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $296233.08    | 0.20%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $240713.20    | 0.16%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COTY INC                                           | Coty Inc                                                                         | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204177.33    | 0.13%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                 | Coupa Software Inc                                                               | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20296.50     | 0.01%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                          | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186642.50    | 0.12%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                             | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $50674.63     | 0.03%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $933800.90    | 0.62%             | 2036-10-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                     | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229000 | PA      | $158544.33    | 0.10%             | 2067-03-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                      | Diamond BC BV                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $196931.00    | 0.13%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                              | DigitalOcean Holdings Inc                                                        | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     27000 | PA      | $20317.50     | 0.01%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                              | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $390003.60    | 0.26%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $164620.95    | 0.11%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20000.00     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                     | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167750.00    | 0.11%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                     | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $136600.10    | 0.09%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $217719.65    | 0.14%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                           | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $185174.13    | 0.12%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $941180.80    | 0.62%             | 2035-11-05      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim                     | Horizon Aircraft Finance I Ltd                                                   | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790247 | PA      | $648686.79    | 0.43%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                              | HUB International Ltd                                                            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186393.80    | 0.12%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                       | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $303052.47    | 0.20%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US Clo 2020-1 Ltd                                                            | CUSIP: 449251AS6<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $890358.00    | 0.59%             | 2035-01-20      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US Clo 2020-1 Ltd                                                            | CUSIP: 449252AE5<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $895428.00    | 0.59%             | 2035-01-20      | Floating      | 11.69%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                           | iHeartCommunications Inc                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87550.10     | 0.06%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                           | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    360000 | PA      | $305518.80    | 0.20%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                  | Imperial Fund Mortgage Trust 2022-NQM3                                           | CUSIP: 45276KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332000 | PA      | $245359.69    | 0.16%             | 2067-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                              | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    435000 | PA      | $351684.65    | 0.23%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                           | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19175.10     | 0.01%             | 2024-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                  | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    435000 | PA      | $391478.49    | 0.26%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5                 | CUSIP: 46654PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1084000 | PA      | $991896.10    | 0.65%             | 2038-11-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                               | JetBlue Airways Corp                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15415.62     | 0.01%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    445000 | PA      | $388549.53    | 0.26%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                           | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $392150.00    | 0.26%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $260693.40    | 0.17%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                             | Liberty Broadband Corp                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26364.20     | 0.02%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LUXE Commercial Mortgage Trust                     | LUXE Trust 2021-TRIP                                                             | CUSIP: 55066WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $500490.27    | 0.33%             | 2038-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                    | Mercer International Inc                                                         | CUSIP: 588056AW1<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    440000 | PA      | $417519.92    | 0.28%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                              | Mineral Resources Ltd                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $60519.22     | 0.04%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                              | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $304498.50    | 0.20%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                            | ModivCare Escrow Issuer Inc                                                      | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $291387.00    | 0.19%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe Capital MML CLO                             | Monroe Capital MML CLO XIII Ltd                                                  | CUSIP: 61034JAL4<br>LEI: 5493004J0N9XX6VUDK62 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $885956.70    | 0.58%             | 2034-02-24      | Floating      | 12.68%                | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    395000 | PA      | $314441.73    | 0.21%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                           | NCR Corp                                                                         | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    405000 | PA      | $379347.30    | 0.25%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                           | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12571.62     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                             | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $125521.20    | 0.08%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                             | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $93456.00     | 0.06%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                     | Natixis Commercial Mortgage Securities Trust                                     | CUSIP: 63875JAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658000 | PA      | $645354.56    | 0.43%             | 2035-03-15      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                           | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    445000 | PA      | $386188.80    | 0.25%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                        | Nutanix Inc                                                                      | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20196.00     | 0.01%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NUVASIVE INC                                       | NuVasive Inc                                                                     | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21084.00     | 0.01%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OWS CRE FUNDING I LLC                              | OWS Cre Funding I LLC                                                            | CUSIP: 67114QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2394137.75   | 1.58%             | 2023-09-01      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                           | Okta Inc                                                                         | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16900.00     | 0.01%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $227683.01    | 0.15%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45630.37     | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $316672.15    | 0.21%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                     | PRPM 2021-10 LLC                                                                 | CUSIP: 69360HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $870738.90    | 0.57%             | 2026-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| PERFICIENT INC                                     | Perficient Inc                                                                   | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14772.50     | 0.01%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                          | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    440000 | PA      | $385382.80    | 0.25%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Limit                     | Pioneer Aircraft Finance Ltd                                                     | CUSIP: 72353PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    635833 | PA      | $505400.83    | 0.33%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    430000 | PA      | $405406.18    | 0.27%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                            | Precision Drilling Corp                                                          | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $237424.60    | 0.16%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                           | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $442426.70    | 0.29%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                       | DocuSign Inc                                                                     | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32130.00     | 0.02%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                        | Dropbox Inc                                                                      | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15436.00     | 0.01%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                         | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $167931.95    | 0.11%             | 2066-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                           | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125142.40    | 0.08%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                        | Marble Point CLO XXIII Ltd                                                       | CUSIP: 566068AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1702642.00   | 1.12%             | 2035-01-22      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                              | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80581.59     | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                            | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $256772.13    | 0.17%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                             | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    235000 | PA      | $247678.25    | 0.16%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                        | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16290.00     | 0.01%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $187276.65    | 0.12%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $236842.65    | 0.16%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mor                     | Taubman Centers Commercial Mortgage Trust 2022-DPM                               | CUSIP: 87666YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307000 | PA      | $302906.37    | 0.20%             | 2037-05-15      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255767.55    | 0.17%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                               | Beauty Health Co/The                                                             | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17503.00     | 0.01%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                           | Cloud Software Group Holdings Inc                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $177253.91    | 0.12%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93897.05     | 0.06%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338788.80    | 0.22%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                  | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1094516.40   | 0.72%             | 2035-01-18      | Floating      | 11.56%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XVIII Ltd                                                           | CUSIP: 89640LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1858724.00   | 1.23%             | 2035-01-20      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GRP INC SERIES A PRFRED               | ATHENAHEALTH GRP INC SERIES A PRFRED                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2033 | NS      | $1702576.51   | 1.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. WARRANTS                | BIOXCEL THERAPEUTICS, INC. WARRANTS                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      3487 | NS      | $45331.00     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INNOCOLL PHAR LTD TL 11% 1/26/27 - WARRANTS        | INNOCOLL PHAR LTD TL 11% 1/26/27 - WARRANTS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     20192 | NS      | $146795.84    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MESOBLAST WARRANTS                                 | MESOBLAST WARRANTS                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     46443 | NS      | $49694.01     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ADC Therapeutics Warrant                           | ADC Therapeutics Warrant                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      4988 | NS      | $8679.12      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                            | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $362696.27    | 0.24%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                 | Unity Software Inc                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18084.00     | 0.01%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140205.58    | 0.09%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    655000 | PA      | $577749.30    | 0.38%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                    | VMC Finance 2021-HT1 LLC                                                         | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    643000 | PA      | $611089.77    | 0.40%             | 2037-01-18      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                  | Vista Outdoor Inc                                                                | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47810.10     | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                            | Wix.com Ltd                                                                      | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     19000 | PA      | $16093.00     | 0.01%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                              | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    430000 | PA      | $405771.65    | 0.27%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                           | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $155777.53    | 0.10%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $210909.27    | 0.14%             | 2050-11-15      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                              | Western Mortgage Reference Notes Series 2021-CL2                                 | CUSIP: 95763PER8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881245 | PA      | $877268.58    | 0.58%             | 2059-07-25      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                               | Western Digital Corp                                                             | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36385.00     | 0.02%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                     | Westlake Automobile Receivables Trust 2021-2                                     | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $149205.45    | 0.10%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| OE CONNECTIONS LLC                                 | OE CONNECTIONS LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2499000 | PA      | $2400039.60   | 1.58%             | 2027-09-25      | Floating      | 10.05%                | No            |                  3 | On Loan: No      |
| PF SUPREME                                         | PF SUPREME                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3613085 | PA      | $3549856.10   | 2.34%             | 2026-12-31      | Floating      | 10.74%                | No            |                  3 | On Loan: No      |
| PFNY HOLDINGS LLC SR SEC DDTL 1ST LIEN L+7.00% (FL | PFNY HOLDINGS LLC SR SEC DDTL 1ST LIEN L+7.00% (FL                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    346704 | PA      | $340636.68    | 0.22%             | 2026-12-31      | Floating      | 10.74%                | No            |                  3 | On Loan: No      |
| PFNY HOLDINGS LLC SR SEC REV 1ST LIEN L+7.00% (FL: | PFNY HOLDINGS LLC SR SEC REV 1ST LIEN L+7.00% (FL:                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    173352 | PA      | $170318.34    | 0.11%             | 2026-12-31      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| MESOBLAST INC SR SEC TL 1ST LIEN 9.75% FIXED PIK 1 | MESOBLAST INC SR SEC TL 1ST LIEN 9.75% FIXED PIK 1                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1598873 | PA      | $1428273.14   | 0.94%             | 2026-11-19      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| MESOBLAST INC SR SEC DDTL B 1ST LIEN 9.75% FIXED P | MESOBLAST INC SR SEC DDTL B 1ST LIEN 9.75% FIXED P                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    262438 | PA      | $262438.00    | 0.17%             | 2026-11-19      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| MESOBLAST INC SR SEC DDTL C 1ST LIEN 9.75% FIXED P | MESOBLAST INC SR SEC DDTL C 1ST LIEN 9.75% FIXED P                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    524875 | PA      | $524875.00    | 0.35%             | 2026-11-19      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| RELADYNE 2L TL                                     | RELADYNE 2L TL                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1996000 | PA      | $1933126.00   | 1.27%             | 2029-12-23      | Floating      | 10.88%                | No            |                  3 | On Loan: No      |
| RELADYNE COMMON EQUITY                             | RELADYNE COMMON EQUITY                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2000 | NS      | $212060.00    | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| R-PAC ACQUISITION CO, LLC TL 1ST LIEN              | R-PAC ACQUISITION CO, LLC TL 1ST LIEN                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1719614 | PA      | $1656159.97   | 1.09%             | 2027-12-29      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| R-PAC ACQUISITION CO, REV 1ST LIEN                 | R-PAC ACQUISITION CO, REV 1ST LIEN                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    205745 | PA      | $198153.01    | 0.13%             | 2027-12-29      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| KETER 1L TL                                        | KETER 1L TL                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2264109 | PA      | $2191430.97   | 1.45%             | 2027-10-29      | Floating      | 6.50%                 | No            |                  3 | On Loan: No      |
| KETER 1L REVOLVER                                  | KETER 1L REVOLVER                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    310246 | PA      | $300287.10    | 0.20%             | 2027-10-29      | Floating      | 7.51%                 | No            |                  3 | On Loan: No      |
| LSL HOLDCO LLC TL 1/31/28                          | LSL HOLDCO LLC TL 1/31/28                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2385720 | PA      | $2248541.52   | 1.48%             | 2028-01-31      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| LSL HOLDCO LLC-REVOLVER 1/31/28                    | LSL HOLDCO LLC-REVOLVER 1/31/28                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    266412 | PA      | $251093.31    | 0.17%             | 2028-01-31      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| PROFRAC HOLDINGS II, LLC TERM LOAN                 | PROFRAC HOLDINGS II, LLC TERM LOAN                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1718239 | PA      | $1677001.71   | 1.11%             | 2027-03-04      | Floating      | 11.10%                | No            |                  3 | On Loan: No      |
| IMPEL TL                                           | IMPEL TL                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1001000 | PA      | $977576.60    | 0.64%             | 2027-03-17      | Floating      | 10.95%                | No            |                  3 | On Loan: No      |
| IMPEL RIF                                          | IMPEL RIF                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1071850 | PA      | $1067562.45   | 0.70%             | 2031-02-15      | Floating      | 13.86%                | No            |                  3 | On Loan: No      |
| XEROX HOLDINGS CORP                                | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144342.35    | 0.10%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INNOCOLL PHAR LTD TL 11% 1/26/27                   | INNOCOLL PHAR LTD TL 11% 1/26/27                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1510485 | PA      | $1403995.81   | 0.93%             | 2027-01-26      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| INNOCOLL PHAR LTD DD-B 11% 1/26/27                 | INNOCOLL PHAR LTD DD-B 11% 1/26/27                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    464765 | PA      | $464765.00    | 0.31%             | 2027-01-26      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| INNOCOLL PHAR LTD DD-C 11% 1/26/27                 | INNOCOLL PHAR LTD DD-C 11% 1/26/27                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    464765 | PA      | $464765.00    | 0.31%             | 2027-01-26      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| PROFRAC HOLDINGS II LLC DDTL                       | PROFRAC HOLDINGS II LLC DDTL                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197698 | PA      | $192952.76    | 0.13%             | 2025-03-04      | Floating      | 11.13%                | No            |                  3 | On Loan: No      |
| LSL HOLDCO INCREMENTAL                             | LSL HOLDCO INCREMENTAL                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    277069 | PA      | $261137.53    | 0.17%             | 2028-01-31      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| ADC THERAPEUTICS INITIAL TERM LOAN - TRANCHE A     | ADC THERAPEUTICS INITIAL TERM LOAN - TRANCHE A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1135543 | PA      | $1081263.91   | 0.71%             | 2029-08-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                              | CUSIP: ZP3544803<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $169720.29    | 0.11%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                   | TUI Cruises GmbH                                                                 | CUSIP: BP3848291<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $89783.66     | 0.06%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SASU                                                               | CUSIP: BR8159815<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $194871.49    | 0.13%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HURRICANE FINANCE                                  | Hurricane Finance PLC                                                            | CUSIP: BK6880490<br>LEI: 984500D85P5I84C05891 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108201.56    | 0.07%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                           | Accor SA                                                                         | CUSIP: BM8244261<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $15479.30     | 0.01%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                           | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: ZO7954969<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $94390.76     | 0.06%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHUI ON DEVELOPMENT HLDG                           | Shui On Development Holding Ltd                                                  | CUSIP: BQ2346519<br>LEI: 3003005J4J3G9CZFDK52 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $161680.00    | 0.11%             | 2026-06-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                        | CUSIP: BN2966586<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $74804.79     | 0.05%             | 2031-01-11      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                 | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: BP1992257<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $105367.48    | 0.07%             | 2026-05-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                               | YPF SA                                                                           | CUSIP: BO0355707<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     55000 | PA      | $36564.00     | 0.02%             | 2033-09-30      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR INDUSTRIES INTERNATIONAL, INC.            | SUPERIOR INDUSTRIES INTERNATIONAL, INC.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2606000 | PA      | $2527820.00   | 1.67%             | 2028-12-15      | Floating      | 12.32%                | No            |                  3 | On Loan: No      |
| AZUL INVESTMENTS LLP                               | Azul Investments LLP                                                             | CUSIP: BP9679732<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $692620.64    | 0.46%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                  | Citgo Holding Inc                                                                | CUSIP: AZ7274998<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |    690000 | PA      | $689814.99    | 0.45%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                  | Kosmos Energy Ltd                                                                | CUSIP: AX6867490<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170816.00    | 0.11%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                  | Vedanta Resources Finance II PLC                                                 | CUSIP: BM9940974<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1395427.84   | 0.92%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                            | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: BJ8379676<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $98041.97     | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA/France                                                          | CUSIP: ZO4980280<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $82027.42     | 0.05%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CASTOR SPA                                         | Castor SpA                                                                       | CUSIP: BU3220730<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $208299.17    | 0.14%             | 2029-02-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                     | AA Bond Co Ltd                                                                   | CUSIP: BN5874365<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $97045.19     | 0.06%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                               | CUSIP: ZO1365667<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171404.10    | 0.11%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                   | CUSIP: BN7191214<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $89892.85     | 0.06%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAB                                                | CAB SELAS                                                                        | CUSIP: BN7192352<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $172722.90    | 0.11%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                           | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: BJ8983824<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    180000 | PA      | $161663.00    | 0.11%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                        | CUSIP: BR4151782<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1210000 | PA      | $229899.72    | 0.15%             | 2027-01-16      | None          | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTURION BIDCO SPA                                | Centurion Bidco SpA                                                              | CUSIP: ZO7298698<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $92874.10     | 0.06%             | 2026-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                        | CUSIP: BJ9491819<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158078.12    | 0.10%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                  | Renk AG/Frankfurt am Main                                                        | CUSIP: BK2892846<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $100753.06    | 0.07%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                        | CUSIP: BK3973678<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $36592.85     | 0.02%             | 2030-07-13      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA SPA/ROMA                               | Lottomatica SpA/Roma                                                             | CUSIP: BO6583674<br>LEI: 81560046335277E43118 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $101777.80    | 0.07%             | 2025-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                | Avantor Funding Inc                                                              | CUSIP: BK4246017<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99203.59     | 0.07%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                           | Primo Water Holdings Inc                                                         | CUSIP: ZO8561730<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95404.79     | 0.06%             | 2028-10-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                | Worldline SA/France                                                              | CUSIP: BK6358208<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     19100 | PA      | $21913.64     | 0.01%             | 2025-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                             | Verisure Midholding AB                                                           | CUSIP: BN5128663<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $85903.30     | 0.06%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                           | RKPF Overseas 2019 A Ltd                                                         | CUSIP: ZO1504075<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |    500000 | PA      | $405000.00    | 0.27%             | 2025-09-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                | Verisure Holding AB                                                              | CUSIP: BK4334540<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $97277.64     | 0.06%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                            | Dana Financing Luxembourg Sarl                                                   | CUSIP: BP4849777<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $164709.53    | 0.11%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CEDACRI MERGECO SPA                                | Cedacri Mergeco SPA                                                              | CUSIP: BP4653245<br>LEI: 213800Z5DANXME2K6X50 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $99795.22     | 0.07%             | 2028-05-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                               | Lorca Telecom Bondco SA                                                          | CUSIP: ZO5675947<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192412.68    | 0.13%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                             | Energizer Gamma Acquisition BV                                                   | CUSIP: BP9956718<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $86017.81     | 0.06%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADS                                   | Samhallsbyggnadsbolaget i Norden AB                                              | CUSIP: BQ1537753<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $42636.51     | 0.03%             | 2026-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                    | Whatabrands LLC                                                                  | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     87000 | PA      | $84281.25     | 0.06%             | 2028-08-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SITEL GROUP T/L (08/21)                            | SITEL GROUP T/L (08/21)                                                          | CUSIP: G8200EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270000 | PA      | $281744.35    | 0.19%             | 2028-08-28      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                          | Dryden 27 R Euro CLO 2017 DAC                                                    | CUSIP: BCC2QZ5P0<br>LEI: 635400RDG3EM9CGEVD60 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $853729.86    | 0.56%             | 2033-04-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                          | Rockford Tower Europe CLO 2021-1 DAC                                             | CUSIP: BCC2R5M01<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $426069.64    | 0.28%             | 2034-04-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                  | Toro European CLO 3 DAC                                                          | CUSIP: BCC31FN20<br>LEI: 635400HMDMBJ8UOYII08 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1242314.20   | 0.82%             | 2034-07-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXVI DAC                                                             | CUSIP: BCC318B86<br>LEI: 635400TLTZKHBMIAEW29 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $435089.76    | 0.29%             | 2034-01-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO                                                                        | CUSIP: BCC334K42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $431032.77    | 0.28%             | 2034-11-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Oak Hill European Credit Partn                     | OAK Hill European Credit Partners V Designated Activity Co                       | CUSIP: BCC33PBW3<br>LEI: 635400RBBBEHFZ8TOH13 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $1524219.11   | 1.01%             | 2035-01-21      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Oak Hill European Credit Partn                     | OAK Hill European Credit Partners V Designated Activity Co                       | CUSIP: BCC33PBX1<br>LEI: 635400RBBBEHFZ8TOH13 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $805250.32    | 0.53%             | 2035-01-21      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO 2022-1 DAC                                            | CUSIP: BCC33NQ69<br>LEI: 549300FI1QQLJ0OHT447 | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1043674.63   | 0.69%             | 2035-01-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO 2022-1 DAC                                            | CUSIP: BCC33NQ77<br>LEI: 549300FI1QQLJ0OHT447 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $1412593.88   | 0.93%             | 2035-01-21      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| FIBER BIDCO SPA                                    | Fiber Bidco Spa                                                                  | CUSIP: BZ6386297<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $107148.22    | 0.07%             | 2027-10-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                      | APX Group Inc                                                                    | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279589.00    | 0.18%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                        | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    420000 | PA      | $402698.45    | 0.27%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 113 CLO Ltd                                                               | CUSIP: 26253FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $700000.00    | 0.46%             | 2035-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| EDGEWELL PERSONAL CARE                             | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    355000 | PA      | $332635.00    | 0.22%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                           | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204271.50    | 0.13%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                           | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $317159.33    | 0.21%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                              | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    340000 | PA      | $273715.30    | 0.18%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                         | Airbnb Inc                                                                       | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25590.50     | 0.02%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                  | Elevation CLO 2021-12 Ltd                                                        | CUSIP: 28623NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    378000 | PA      | $321980.02    | 0.21%             | 2032-04-20      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                  | Elevation CLO 2021-14 Ltd                                                        | CUSIP: 28623TAA2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1729600.00   | 1.14%             | 2034-10-20      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                | Alarm.com Holdings Inc                                                           | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17154.90     | 0.01%             | 2026-01-15      | Fixed         | 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        |    405000 | PA      | $335259.00    | 0.22%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC                                      | Envestnet Inc                                                                    | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31762.50     | 0.02%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                           | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    225000 | PA      | $184792.50    | 0.12%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                 | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    345000 | PA      | $296791.96    | 0.20%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $129356.00    | 0.09%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                           | Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $290905.65    | 0.19%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital CLO 8 Ltd                                                      | CUSIP: 03328VAQ3<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1377861.00   | 0.91%             | 2034-10-27      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| First American Government Obli                     | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   3920952 | NS      | $3920951.53   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                      | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196100.31    | 0.13%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital Clo 16 Ltd                                                     | CUSIP: 03330WAS3<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1406091.00   | 0.93%             | 2035-01-19      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital Clo 16 Ltd                                                     | CUSIP: 03330XAJ1<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $913668.00    | 0.60%             | 2035-01-19      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                           | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15071.26     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                           | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299050.50    | 0.20%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                      | Anchorage Credit Funding 7 Ltd                                                   | CUSIP: 03331WAA1<br>LEI: 549300MWYGL7NRZK0P37 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $506382.00    | 0.33%             | 2037-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                      | Anchorage Credit Funding 7 Ltd                                                   | CUSIP: 03331WAE3<br>LEI: 549300MWYGL7NRZK0P37 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $783769.00    | 0.52%             | 2037-04-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                 | Seasoned Credit Risk Transfer Trust Series 2022-1                                | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $175685.96    | 0.12%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                            | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $253462.90    | 0.17%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                       | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    425000 | PA      | $399493.65    | 0.26%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                           | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $194823.77    | 0.13%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                            | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $128437.65    | 0.08%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                            | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $259767.10    | 0.17%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $232279.13    | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $320298.88    | 0.21%             | 2067-02-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206084.86    | 0.14%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                     | BBCMS Trust 2018-BXH                                                             | CUSIP: 05491RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $249309.12    | 0.16%             | 2037-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| GENNEIA SA                                         | Genneia SA                                                                       | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |     40000 | PA      | $39150.00     | 0.03%             | 2027-09-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                           | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    285000 | PA      | $238252.17    | 0.16%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                | Gray Television Inc                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $116000.00    | 0.08%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                            | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    340000 | PA      | $264758.00    | 0.17%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $939398.30    | 0.62%             | 2034-04-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                     | Banc of America Commercial Mortgage Trust 2015-UBS7                              | CUSIP: 06054AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $299889.00    | 0.20%             | 2048-09-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $153098.84    | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $131267.20    | 0.09%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298000 | PA      | $1229957.80   | 0.81%             | 2036-12-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                             | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $361128.85    | 0.24%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                | BellRing Brands Inc                                                              | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351686.63    | 0.23%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                           | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    150000 | PA      | $136035.00    | 0.09%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212000 | PA      | $187501.47    | 0.12%             | 2039-04-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $450347.12    | 0.30%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                         | Rapid7 Inc                                                                       | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12575.90     | 0.01%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                       | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394980.00    | 0.26%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust                               | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $165715.78    | 0.11%             | 2024-05-17      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144404.25    | 0.10%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                              | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $104365.17    | 0.07%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                            | Sea Ltd                                                                          | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     34000 | PA      | $25075.00     | 0.02%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                           | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    265000 | PA      | $231079.68    | 0.15%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                    | Shake Shack Inc                                                                  | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     29000 | PA      | $19375.63     | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                              | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $301767.19    | 0.20%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                | Shift4 Payments Inc                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16930.00     | 0.01%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                        | Shopify Inc                                                                      | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $25762.50     | 0.02%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                         | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     36000 | PA      | $24210.00     | 0.02%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                | SOUND POINT CLO VIII-R LTD                                                       | CUSIP: 83607KAA6<br>LEI: 549300RPMX5HA435Q562 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $184536.28    | 0.12%             | 2030-04-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| SPLUNK INC                                         | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23766.40     | 0.02%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                    | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $28350.00     | 0.02%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                             | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272335.25    | 0.18%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Oaktree Diversified Income Fund Inc.

**Signature:** /s/ Casey P. Tushaus

**Name of Signer:** Casey P. Tushaus

**Title:** Treasurer