# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0000940400-25-003004
**Filing Date:** 2025-9
**Character Count:** 134355
**Document Hash:** 3d1d36d4bfffde6bbafee0c1e18ee44e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-003004.hdr.sgml**: 20250929

**ACCESSION NUMBER**: 0000940400-25-003004

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250929

**DATE AS OF CHANGE**: 20250929

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus ETF Trust II
- **CENTRAL INDEX KEY:** 0001648403

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23078
- **FILM NUMBER:** 251352884

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 14TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-593-4383

**MAIL ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 14TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus EFT Trust II
- **DATE OF NAME CHANGE:** 20150717

## Series and Classes Contracts Data

### Virtus Seix Senior Loan ETF (Series ID: S000064735)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000209678 | Virtus Seix Senior Loan ETF | SEIX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus ETF Trust II

- **b. Investment Company Act file number:** 811-23078

- **c. CIK number of Registrant:** 0001648403

- **d. LEI of Registrant:** 549300KNJ4HBWHIYD309

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

  - **Street Address 1:** 1540 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 212-493-4383

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

- **a. Name of Series:** Virtus Seix Senior Loan ETF

- **b. EDGAR series identifier (if any):** S000064735

- **c. LEI of Series:** 5493002FXOZ36VHY8T45

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $338868315.98

**Total Liabilities:** $28336112.53

**Net Assets:** $310532203.45

**Cash Not Reported:** $16701040.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -971.66755750 | **30-Year:** -606.96200980

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

- **3-Month:** 0.00000000 | **1-Year:** -226.91924760 | **5-Year:** -38922.76031000 | **10-Year:** -53384.06464000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209678 | 1.41%                | 0.82%                | 0.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1375860.78             | $3625010.30                                |
| Month 2  | $-418159.86              | $1187948.87                                |
| Month 3  | $75592.93                | $496296.51                                 |

### 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 Bristol LLC                                                 | VIRGIN MEDIA BRI 01/31/29                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1493100.00   | 0.48%             | 2029-01-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Emg Utica Midstream Holdings LLC                                         | EMG UTICA MIDSTREAM HOLDINGS LLC            | CUSIP: 000000000<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |    250000 | PA      | $250937.50    | 0.08%             | 2030-04-01      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                              | MAGNIT 02/06/31                             | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |   1418897 | PA      | $1425693.07   | 0.46%             | 2031-02-06      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                          | GOAT HOLDC 12/10/31                         | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    877800 | PA      | $879994.50    | 0.28%             | 2032-01-27      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Lsf11 Trinity Bidco, Inc.                                                | LSF11 TRINITY BI 06/14/30                   | CUSIP: 50221BAF0<br>LEI: 2549000M6VOEWVW5JU51 | Long             | LON              | CORP              | US        |   1512221 | PA      | $1516946.23   | 0.49%             | 2030-06-14      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                | Apollo Coml Real 06/05/30                   | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |   1190000 | PA      | $1198925.00   | 0.39%             | 2030-06-13      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                  | AP CORE HOLDINGS II LLC                     | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    145000 | PA      | $139336.30    | 0.04%             | 2027-09-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                                                           | UST GLO 11/20/28                            | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |    968324 | PA      | $974981.18    | 0.31%             | 2028-11-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub Inc                                         | Neon Maple Purch 11/17/31                   | CUSIP: 000000000<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    401792 | PA      | $402583.81    | 0.13%             | 2031-11-17      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                     | LIFEPOINT HEALTH 05/19/31                   | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    384035 | PA      | $382715.93    | 0.12%             | 2031-05-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bingo Holdings I, LLC                                                    | BINGO HLDGS 06/30/32                        | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    685000 | PA      | $687568.75    | 0.22%             | 2032-06-14      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                    | NI 04/11/29                                 | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   2811934 | PA      | $2708679.96   | 0.87%             | 2029-04-11      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                        | ROCKPOINT GAS ST 09/18/31                   | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |    706450 | PA      | $709646.69    | 0.23%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                        | Ineos US Fi 02/18/30                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1823719 | PA      | $1698903.44   | 0.55%             | 2030-02-18      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                           | Univ Support Ser 02/10/29                   | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291242 | PA      | $286328.87    | 0.09%             | 2029-02-10      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Crown Equipment Corporation                                              | CROWN EQUIP 10/10/31                        | CUSIP: 22834HAK4<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |    891685 | PA      | $896423.89    | 0.29%             | 2031-10-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                     | ALPHA GENERATIO 09/30/31                    | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1018908 | PA      | $1018842.25   | 0.33%             | 2031-09-30      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions Inc                                              | DIGITAL MEDIA SO 12/10/24                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37454 | PA      | $0.00         | 0.00%             | 2026-05-25      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| FinCo I LLC                                                              | FINCO 06/27/29                              | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    589537 | PA      | $590215.45    | 0.19%             | 2029-06-27      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                                         | OXBOW CARBO 05/10/30                        | CUSIP: 69138EBE8<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |    839770 | PA      | $840819.46    | 0.27%             | 2030-05-10      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp                                           | VERTEX AEROSPACE 12/06/30                   | CUSIP: 92532MAE5<br>LEI: 549300YOTFEWSPUJ2D47 | Long             | LON              | CORP              | US        |   1243750 | PA      | $1246281.03   | 0.40%             | 2030-12-06      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                    | SAZERAC CO INC                              | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    730000 | PA      | $733423.70    | 0.24%             | 2032-06-26      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                              | CAMELOT US ACQUI 01/31/31                   | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     16921 | PA      | $16936.16     | 0.01%             | 2031-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                       | Fugue F 01/09/32                            | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    809973 | PA      | $814237.88    | 0.26%             | 2032-01-09      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Neptune Husky US Bidco LLC                                               | HEUBACH (CLARIAN 01/03/29                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    862908 | PA      | $28044.50     | 0.01%             | 2029-01-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EIG Management Company LLC                                               | EIG MGMT C 05/14/29                         | CUSIP: 26858HAD2<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |    424625 | PA      | $424625.00    | 0.14%             | 2029-05-17      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| American Public Education, Inc.                                          | AMERICAN PUBLIC 10/28/27                    | CUSIP: 02914BAC0<br>LEI: 254900GZNX6TJQGM4S17 | Long             | LON              | CORP              | US        |    720000 | PA      | $714600.00    | 0.23%             | 2027-09-01      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                   | PROMETRIC HLDG 06/25/32                     | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    670000 | PA      | $675443.75    | 0.22%             | 2032-06-18      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                              | HEXION HLDGS 03/15/30                       | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     77647 | PA      | $76870.59     | 0.02%             | 2030-03-15      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| Safety Products/JHC Acquisition Corp                                     | JSG I 06/28/26                              | CUSIP: 78649EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1399271 | PA      | $1398396.50   | 0.45%             | 2026-06-28      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                        | INEOS QUATTRO HL 10/01/31                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1102238 | PA      | $1003036.13   | 0.32%             | 2031-10-01      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Pasadena Performance Products LLC                                        | PASADENA PERFORM 02/24/32                   | CUSIP: 70230EAB0<br>LEI: 5493005DW01M0N2KWP70 | Long             | LON              | CORP              | US        |   1995000 | PA      | $2012456.25   | 0.65%             | 2032-02-27      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                   | Chemou 08/18/28                             | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1233684 | PA      | $1235226.11   | 0.40%             | 2028-08-18      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                              | HEXION HLDGS 03/15/29                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   2203258 | PA      | $2200228.92   | 0.71%             | 2029-03-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                              | Ziggo Financing Partnership                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $91925.80     | 0.03%             | 2028-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                               | DYNASTY ACQUISIT 10/31/31                   | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    283774 | PA      | $284812.60    | 0.09%             | 2031-10-31      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                      | Altice Financing SA                         | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    623402 | PA      | $544541.24    | 0.18%             | 2027-10-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                            | CoreWeave Inc                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005800.92   | 0.32%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Emerald Expositions Holding Inc.                                         | Emerald X, 01/23/32                         | CUSIP: 29088UAG2<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |    400000 | PA      | $403582.00    | 0.13%             | 2032-01-23      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                               | KESTREL ACQUISIT 10/29/31                   | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    603678 | PA      | $606005.59    | 0.20%             | 2031-11-06      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CWGS Group LLC                                                           | CWGS Group LLC                              | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $138220.60    | 0.04%             | 2028-06-03      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy fka Spa Holdings 3                                 | Spa US HoldCo Inc                           | CUSIP: 000000000<br>LEI: 254900HXD0I72WZYIT06 | Long             | LON              | CORP              | US        |   1323758 | PA      | $1328721.87   | 0.43%             | 2028-02-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eastern Power LLC                                                        | EASTERN PW 10/02/25                         | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |   1372448 | PA      | $1381135.69   | 0.44%             | 2028-04-03      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                     | LIFEPOINT H 05/16/31                        | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   2685804 | PA      | $2684970.92   | 0.86%             | 2031-05-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                    | QUIKRETE HLDG 04/14/31                      | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    743632 | PA      | $743992.57    | 0.24%             | 2031-04-14      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                    | PERFORCE SOFTWAR 03/24/31                   | CUSIP: 71376GAJ0<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |    495000 | PA      | $482238.90    | 0.16%             | 2031-03-21      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Lc Ahab Us Bidco LLC                                                     | LC AHAB US BIDC 05/01/31                    | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    994987 | PA      | $997479.90    | 0.32%             | 2031-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                             | ASPIRE BAKERIES 12/23/30                    | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    596985 | PA      | $603142.82    | 0.19%             | 2030-12-23      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                              | CAMELOT US ACQUI 01/31/31                   | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    798009 | PA      | $798707.51    | 0.26%             | 2031-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                  | AHP HEALTH PARTN 08/24/28                   | CUSIP: 00130MAK0<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |    853889 | PA      | $856557.29    | 0.28%             | 2028-08-24      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Ensono LP                                                                | ENSON 05/26/28                              | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |    124818 | PA      | $125260.17    | 0.04%             | 2028-05-26      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Covia Holdings Corporation                                               | Covia Hldg 02/14/32                         | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    640000 | PA      | $643699.20    | 0.21%             | 2032-02-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                 | LUMEN TEC 04/15/30                          | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    542153 | PA      | $539739.93    | 0.17%             | 2030-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Soliant Lower Intermediate LLC                                           | SOLIANT LOWER IN 06/20/31                   | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    942716 | PA      | $936824.30    | 0.30%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                                            | MaxLinea 06/23/28                           | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |   1201483 | PA      | $1117378.88   | 0.36%             | 2028-06-23      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Oeg Borrower, LLC                                                        | OEG BORROWE 06/25/31                        | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1503637.50   | 0.48%             | 2031-06-30      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Finastra Usa, Inc.                                                       | Finastra (M 09/01/32                        | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    710000 | PA      | $701125.00    | 0.23%             | 2032-07-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Caci International Inc                                                   | CACI Int 10/17/31                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |    457333 | PA      | $458762.50    | 0.15%             | 2031-10-30      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                             | Organ 05/19/31                              | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1796927 | PA      | $1737781.55   | 0.56%             | 2031-05-19      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Lendingtree Inc                                                          | LENDINGTREE 09/15/28                        | CUSIP: 52602KAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1236661 | PA      | $1242844.03   | 0.40%             | 2028-09-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                  | TEAM SERVICES GR 12/20/27                   | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    482575 | PA      | $483178.22    | 0.16%             | 2027-12-20      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                 | LUMEN TEC 04/15/29                          | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1027382 | PA      | $1023369.68   | 0.33%             | 2029-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Connect US Finco LLC                                                     | PLASTIPAK TLB 04/30/24                      | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   2065652 | PA      | $2031114.78   | 0.65%             | 2029-09-27      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                                   | Brundage-Bone Concrete Pumping Holdings Inc | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996395.70    | 0.32%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                            | Cable On 05/03/28                           | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |    376519 | PA      | $364094.34    | 0.12%             | 2028-05-03      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                               | PLASTIPAK TLB 10/20/28                      | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |   1020995 | PA      | $998981.89    | 0.32%             | 2028-10-20      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                           | Univ Support Ser 02/10/29                   | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72811 | PA      | $71582.21     | 0.02%             | 2029-02-10      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Callaway Golf Company                                                    | TOPGOLF CALLAWAY BRANDS CORP                | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    354056 | PA      | $350348.89    | 0.11%             | 2030-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc                                             | BROOKFIELD PPTYS 05/28/30                   | CUSIP: 11283HAG2<br>LEI: 549300K1JD1LDRNBET48 | Long             | LON              | CORP              | US        |    885000 | PA      | $889314.38    | 0.29%             | 2030-05-28      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                    | LEVEL 3 Fin 03/27/32                        | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1330000 | PA      | $1343818.70   | 0.43%             | 2032-03-27      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2, LLC                                                   | CLOVER HLDGS 11/01/31                       | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    623438 | PA      | $623565.30    | 0.20%             | 2031-12-09      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                    | DIRECTV FIN 08/02/29                        | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950549 | PA      | $944470.70    | 0.30%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                               | POTOMAC ENERGY CENTER LLC                   | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1252343.75   | 0.40%             | 2032-03-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member U.S. LLC                                                | CPPIB OVM MEMBER 08/20/31                   | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    899284 | PA      | $903406.96    | 0.29%             | 2031-08-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                    | JANE STR GROU 12/11/31                      | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1558096 | PA      | $1553086.98   | 0.50%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)                    | OSAIC HLDG 08/17/28                         | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   2254774 | PA      | $2259824.60   | 0.73%             | 2028-08-17      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                    | SAVOR ACQUISITIO 02/17/32                   | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     68534 | PA      | $68962.83     | 0.02%             | 2032-02-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                        | DARKTRAC 07/02/31                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1311712 | PA      | $1315536.14   | 0.42%             | 2031-10-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                            | TRAN 03/14/30                               | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    627062 | PA      | $630028.51    | 0.20%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                                                   | GOLDEN ST FOOD 10/07/31                     | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992525 | PA      | $999115.25    | 0.32%             | 2031-12-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Ineos Styrolution US Holding LLC                                         | INEOS Styrolutio 01/29/27                   | CUSIP: 45673NAE0<br>LEI: 529900Z6N7K4QRHSOT95 | Long             | LON              | CORP              | US        |   1937056 | PA      | $1857966.12   | 0.60%             | 2027-01-29      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                              | CORNERSTONE GENERATION L                    | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |   1620000 | PA      | $1633365.00   | 0.53%             | 2031-10-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                      | VOYAGER PAREN 05/09/32                      | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1005964 | PA      | $1008116.40   | 0.32%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | Sabre GLB 06/30/28                          | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    190995 | PA      | $190708.96    | 0.06%             | 2028-06-30      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Bidco B LLC                                                  | Kantar 2/24 Ext 02/05/29                    | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |   1399750 | PA      | $1405873.72   | 0.45%             | 2029-02-15      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                           | BEACH ACQUISITION BIDCO                     | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    625000 | PA      | $629687.50    | 0.20%             | 2032-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                        | INVENERGY THERMA 05/06/32                   | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |   1875000 | PA      | $1896562.50   | 0.61%             | 2032-05-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                               | DYNASTY ACQUISIT 10/31/31                   | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    746051 | PA      | $748781.56    | 0.24%             | 2031-10-31      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Forest City Enterprises LP                                               | Forest City Ente 12/08/25                   | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |   3445000 | PA      | $3357376.43   | 1.08%             | 2025-12-08      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                              | RED SP 03/06/32                             | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $781950.00    | 0.25%             | 2032-03-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings                                            | WEST DEPTFORD EN 07/24/32                   | CUSIP: 000000000<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |    850000 | PA      | $847875.00    | 0.27%             | 2032-07-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                      | Gray Television Inc                         | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    579856 | PA      | $580018.26    | 0.19%             | 2028-12-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                         | ARC FALCON 09/30/29                         | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1380000 | PA      | $1355850.00   | 0.44%             | 2029-09-30      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                            | FORWARD AIR (CLU 09/20/30                   | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    808822 | PA      | $811305.29    | 0.26%             | 2030-12-19      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                             | INTERNET BRANDS 04/25/28                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    229924 | PA      | $219879.64    | 0.07%             | 2028-05-03      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| EVERCOMMERCE SOLUTIONS                                                   | EVERCOMMERCE SOLUTIONS                      | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |    795000 | PA      | $798645.08    | 0.26%             | 2028-07-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                      | MEDLINE INDUS 10/23/28                      | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1773578 | PA      | $1777151.44   | 0.57%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                          | ABG INTER HLDGS 02/13/32                    | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    224438 | PA      | $223981.89    | 0.07%             | 2032-02-13      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                          | ALLEN MEDIA 02/10/27                        | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    361988 | PA      | $220812.75    | 0.07%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                    | DIRECTV FIN 02/15/31                        | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188000 | PA      | $181961.44    | 0.06%             | 2031-02-17      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Goodnight Water Solutions Holdings, LLC                                  | GOODNIGHT WATER 05/31/29                    | CUSIP: 38238YAC3<br>LEI: 254900CZJ6KUEVU9QV27 | Long             | LON              | CORP              | US        |   2418782 | PA      | $2436923.09   | 0.78%             | 2029-06-04      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| DMS Purchaser LLC                                                        | DMS PURCHASE 02/28/30                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173551 | PA      | $175026.05    | 0.06%             | 2030-02-28      | Floating      | 11.80%                | No            |                  3 | On Loan: No      |
| DIGITAL MEDIA SOLUTIONS                                                  | DIGITAL MEDIA SOLUTIONS                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $66363.95     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Sunrise HoldCo III BV (f/k/a UPC Broadband Holding BV)                   | SUNRISE FING PAR 01/31/32                   | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   1108398 | PA      | $1109007.21   | 0.36%             | 2032-02-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Voyage Digital (Nz) Limited                                              | VOYAGE DIGITAL N 05/11/29                   | CUSIP: 000000000<br>LEI: 984500E641C3F2A8E121 | Long             | LON              | CORP              | NZ        |    493304 | PA      | $495770.47    | 0.16%             | 2029-05-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AL NGPL Holdings LLC                                                     | AL NGPL HLDG 04/17/28                       | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |   1352951 | PA      | $1358363.15   | 0.44%             | 2028-04-13      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                           | STARWOOD PPTY MT 12/12/29                   | CUSIP: 85570DAL6<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   1208925 | PA      | $1211947.31   | 0.39%             | 2030-01-02      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2, LLC                                                   | CLOVER HOLDINGS 2 LLC                       | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365000 | PA      | $365074.83    | 0.12%             | 2031-12-09      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                           | GBT US II 07/28/31                          | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    756200 | PA      | $759463.00    | 0.24%             | 2031-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | Sabr 11/15/29                               | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    292403 | PA      | $283630.70    | 0.09%             | 2029-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                    | PRIORITY HOLDING 05/16/31                   | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1547072 | PA      | $1552146.50   | 0.50%             | 2031-05-16      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Caci International Inc                                                   | CACI Int 10/17/31                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     30217 | PA      | $30311.10     | 0.01%             | 2031-10-30      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                     | Ineos US Fi 02/07/31                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   2198922 | PA      | $2029418.39   | 0.65%             | 2031-02-07      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| FNZ Group Entities Limited                                               | FNZ GROUP ENTITI 11/05/31                   | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1231912 | PA      | $1005240.60   | 0.32%             | 2031-11-05      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Coral US Co-Borrower LLC                                                 | CORAL-US CO-BORR 01/30/32                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2070000 | PA      | $2067039.90   | 0.67%             | 2032-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TRC Companies LLC                                                        | TRC CO 12/08/28                             | CUSIP: 29280KAH8<br>LEI: 254900PXZ95ALUX12V67 | Long             | LON              | CORP              | US        |   1414639 | PA      | $1416583.85   | 0.46%             | 2028-12-08      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| A-Ag Us Gsi Bidco, Inc.                                                  | AAG US GSI BIDC 10/08/31                    | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |   1137150 | PA      | $1131464.25   | 0.36%             | 2031-10-31      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                               | TEAM HEALTH 03/02/27                        | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   1580952 | PA      | $1581939.83   | 0.51%             | 2027-03-02      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                              | ASURION LLC 01/20/29                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2015000 | PA      | $1899772.23   | 0.61%             | 2029-01-20      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                    | NEPTUNE BIDCO U 10/11/28                    | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    227023 | PA      | $217820.24    | 0.07%             | 2028-10-11      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| LACKAWANNA ENERGY CENTER                                                 | LACKAWANNA ENERGY CENTER                    | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |    675000 | PA      | $679218.75    | 0.22%             | 2032-07-26      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc                                             | MISTER CAR WASH 03/27/31                    | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |    310989 | PA      | $311849.27    | 0.10%             | 2031-03-21      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                                        | MERMAID BIDC 07/03/31                       | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   1869284 | PA      | $1874481.07   | 0.60%             | 2031-07-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                  | ASURION LLC                                 | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1826481 | PA      | $1791320.88   | 0.58%             | 2030-09-19      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                    | PERFORCE SOFTWAR 07/02/29                   | CUSIP: 71376GAK7<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |    496198 | PA      | $484033.35    | 0.16%             | 2029-07-02      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                 | Virgin Media Bristol LLC                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    560318 | PA      | $554482.19    | 0.18%             | 2028-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                        | NEXSTAR MEDI 06/28/32                       | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    615000 | PA      | $616768.13    | 0.20%             | 2032-06-24      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                     | ALTICE FRAN 08/15/28                        | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    521320 | PA      | $486049.65    | 0.16%             | 2028-08-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                             | DAYFORC 03/01/31                            | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    871222 | PA      | $875578.11    | 0.28%             | 2031-02-26      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                 | CLOUD SOFTWARE G 03/21/31                   | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2722559 | PA      | $2735409.82   | 0.88%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                | STONEPEAK NILE P 02/03/32                   | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    665000 | PA      | $667327.50    | 0.21%             | 2032-04-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                  | Talen Energy Sup 05/17/30                   | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    270667 | PA      | $271639.69    | 0.09%             | 2030-05-17      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                                         | OXBOW CARBO 05/10/30                        | CUSIP: 69138EBE8<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |    986767 | PA      | $988000.30    | 0.32%             | 2030-05-10      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                   | Glatfelter 09/19/31                         | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |   1741250 | PA      | $1733632.03   | 0.56%             | 2031-11-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                                        | PAR PETROLEU 04/30/24                       | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   1145000 | PA      | $1145595.40   | 0.37%             | 2030-02-28      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                                  | ALLWYN ENTMT FIN 06/02/31                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1030455 | PA      | $1027451.13   | 0.33%             | 2031-06-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Altisource Portfolio Solutions                                           | Altisource Portfolio Solutions SA           | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |       403 | NS      | $4481.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC                                                 | NGL ENERGY OPE 02/02/31                     | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    668308 | PA      | $669895.31    | 0.22%             | 2031-02-03      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Emg Utica Midstream Holdings LLC                                         | EMG UTICA MIDSTR 10/24/29                   | CUSIP: 000000000<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |    633412 | PA      | $635787.80    | 0.20%             | 2030-04-01      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                  | LIFTOFF MOBILE 09/23/28                     | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |   1880730 | PA      | $1877786.20   | 0.60%             | 2028-10-02      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                              | CAMELOT US ACQUISITION LLC                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     20000 | PA      | $20017.50     | 0.01%             | 2031-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                     | Charter Comms Op 11/21/31                   | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      5525 | PA      | $5531.22      | 0.00%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC                                     | TIDAL WASTE RECY 10/24/31                   | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    897750 | PA      | $904626.77    | 0.29%             | 2031-10-24      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Soliant Lower Intermediate LLC                                           | SOLIANT LOWER INTERMEDIA                    | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365000 | PA      | $362718.75    | 0.12%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                       | VESTIS 02/22/31                             | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |   1626635 | PA      | $1561570.00   | 0.50%             | 2031-02-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc   | GC FERRY ACQUISITION I                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    344896 | PA      | $340315.61    | 0.11%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                                  | Crown Subsea Com 01/30/31                   | CUSIP: 000000000<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    891000 | PA      | $898056.72    | 0.29%             | 2031-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                                         | ARETEC GROU 08/09/30                        | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   2693284 | PA      | $2701700.27   | 0.87%             | 2030-08-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                             | Alliance Laundry 08/19/31                   | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   1000000 | PA      | $999970.00    | 0.32%             | 2031-08-19      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Lippert Components Inc                                                   | Lippert CoL 03/19/32                        | CUSIP: 53631HAE8<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | LON              | CORP              | US        |    802988 | PA      | $808010.19    | 0.26%             | 2032-03-19      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Venga Finance SARL                                                       | Venga Fin 06/28/29                          | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |   1965795 | PA      | $1978090.55   | 0.64%             | 2029-06-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                            | FRONERI US INC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    930000 | PA      | $929246.70    | 0.30%             | 2032-07-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                                              | FRANKLIN SQUARE 04/18/31                    | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    514800 | PA      | $518017.50    | 0.17%             | 2031-04-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                           | VFH PAREN 06/21/31                          | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    641769 | PA      | $644977.35    | 0.21%             | 2031-06-21      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                           | CONSOLIDATED E 11/07/30                     | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |   1550400 | PA      | $1473934.10   | 0.47%             | 2030-11-15      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                 | Lumen Tec 06/01/28                          | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   3001923 | PA      | $3076971.24   | 0.99%             | 2028-06-01      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Oravel Stays Private Limited                                             | ORAVEL STAYS SIN 12/20/29                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   1026065 | PA      | $1019652.15   | 0.33%             | 2029-12-20      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                        | INVENERGY THERMA 05/06/32                   | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    125000 | PA      | $126437.50    | 0.04%             | 2032-05-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                     | NEPTUNE BIDCO U 10/11/29                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    880544 | PA      | $871738.75    | 0.28%             | 2029-10-11      | Floating      | 14.18%                | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                            | Transdig 09/05/32                           | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2074325 | PA      | $2082611.93   | 0.67%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                          | WH BORROWE 02/17/32                         | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   2620000 | PA      | $2623484.60   | 0.84%             | 2032-02-12      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation, L.L.C.                                         | COMPASS PWR GENE 04/14/29                   | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |   1103422 | PA      | $1109976.43   | 0.36%             | 2029-04-14      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Waterbridge NDB Operating LLC(f/k/a Waterbridge Midstream Operating LLC) | WATERBRIDGE NDB 05/10/29                    | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997487 | PA      | $1001746.71   | 0.32%             | 2029-05-10      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Fitness International LLC                                                | FITNESS INT 02/12/29                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246278 | PA      | $248484.67    | 0.08%             | 2029-02-12      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics Inc                                              | AIT WORLDWIDE LO 04/08/30                   | CUSIP: 00145AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    477600 | PA      | $479691.89    | 0.15%             | 2030-04-08      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                                                  | OSCAR ACQUISITIO 04/29/29                   | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   1289461 | PA      | $1177671.07   | 0.38%             | 2029-04-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                                             | LACKAWANNA ENERG 08/06/29                   | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |    629878 | PA      | $632239.83    | 0.20%             | 2029-08-06      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                                                  | KB 01/19/31                                 | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |    726132 | PA      | $727946.94    | 0.23%             | 2031-01-17      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                   | HIGHTOWER HLDG 01/16/32                     | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1139485 | PA      | $1142093.93   | 0.37%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Zacapa Sarl                                                              | Zacapa 03/22/29                             | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |   4034991 | PA      | $4047600.55   | 1.30%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                                        | FNDTN BLDG MATL 01/29/31                    | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    715000 | PA      | $701196.93    | 0.23%             | 2031-01-29      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                                                | CREATION TECHNOL 09/14/28                   | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1330252 | PA      | $1328595.56   | 0.43%             | 2028-10-05      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                          | TripAdviso 07/01/31                         | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   1376416 | PA      | $1366092.80   | 0.44%             | 2031-07-08      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                               | Restoration Hard 10/20/28                   | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    139637 | PA      | $135309.25    | 0.04%             | 2028-10-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                | Constr Partner 10/29/31                     | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    694380 | PA      | $698432.04    | 0.22%             | 2031-11-03      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | SABRE GLBL 12/17/27                         | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    388676 | PA      | $387785.52    | 0.12%             | 2027-12-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                    | SAVOR ACQUISITIO 02/04/32                   | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    726466 | PA      | $731005.92    | 0.24%             | 2032-02-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                              | ZIGGO BV 04/30/28                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1707442 | PA      | $1652189.09   | 0.53%             | 2028-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                      | AMG Advanced Met 11/30/28                   | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |    931909 | PA      | $931326.68    | 0.30%             | 2028-11-30      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                  | RED PLANET BORRO 10/02/28                   | CUSIP: 57165KAD8<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |     99750 | PA      | $100872.69    | 0.03%             | 2028-10-02      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                  | Talen Energy Sup 12/11/31                   | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    870625 | PA      | $873685.25    | 0.28%             | 2031-12-12      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Domtar Corporation                                                       | DOMTAR 10/01/28                             | CUSIP: 25755FAK6<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | LON              | CORP              | US        |    602309 | PA      | $564914.67    | 0.18%             | 2028-11-30      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | SABRE GLBL 12/17/27                         | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    259451 | PA      | $258857.25    | 0.08%             | 2027-12-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Oravel Stays Private Limited                                             | ORAVEL STAYS SINGAPORE                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    330000 | PA      | $327937.50    | 0.11%             | 2029-12-20      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                             | Prim Prods Fi 04/01/29                      | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |   1617110 | PA      | $1591502.66   | 0.51%             | 2029-04-01      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                                     | Bombardier Recre 01/22/31                   | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2010782 | PA      | $2016070.53   | 0.65%             | 2031-01-22      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Foley Products Company, LLC                                              | FOLEY PRODUCTS C 12/29/28                   | CUSIP: 34430DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465832 | PA      | $469470.60    | 0.15%             | 2029-12-31      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Forest City Enterprises LP                                               | Forest City Enterprises LP                  | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |     45000 | PA      | $43855.43     | 0.01%             | 2025-12-08      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| The Boots Group                                                          | BOOTS GROUP FINCO LP                        | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    845000 | PA      | $845532.35    | 0.27%             | 2032-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                  | YAHOO (VERIZON M 09/01/27                   | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   1590000 | PA      | $1527059.85   | 0.49%             | 2027-09-01      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                      | ALTICE FINANCING 10/31/27                   | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   2034114 | PA      | $1776798.21   | 0.57%             | 2027-10-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                                              | FINCO 06/27/29                              | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    199000 | PA      | $199228.85    | 0.06%             | 2029-06-27      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra Seniorco S.A R.L.                                           | COBHAM (AI CONVO 11/17/28                   | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |   2309564 | PA      | $2315742.49   | 0.75%             | 2029-08-03      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                       | Astoria Energ 06/16/32                      | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |     55556 | PA      | $55789.73     | 0.02%             | 2032-06-16      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Sitel Group                                                              | SITEL GROUP 07/27/28                        | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |    492327 | PA      | $268411.96    | 0.09%             | 2028-08-28      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                          | Catawba Nation G 12/16/31                   | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1035000 | PA      | $1056993.75   | 0.34%             | 2032-03-28      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Quirch Foods Holdings LLC                                                | QUIRCH 10/27/27                             | CUSIP: 74880TAG1<br>LEI: 549300ZJJLQXSE7L4U02 | Long             | LON              | CORP              | US        |   1593398 | PA      | $1555554.66   | 0.50%             | 2027-10-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Institutional Holdco Inc.                         | RUSSELL INVTS US 05/30/27                   | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |   1044730 | PA      | $1014693.79   | 0.33%             | 2027-05-30      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                         | ARC FALCON 09/30/28                         | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1002718 | PA      | $1007355.99   | 0.32%             | 2028-09-30      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Company LLC                                            | HAH GROUP HLDG C 09/24/31                   | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |    674605 | PA      | $654366.86    | 0.21%             | 2031-09-17      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                             | Univision Comm 01/23/29                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1961570 | PA      | $1957901.55   | 0.63%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc                                                 | FIRST EAGLE INVE 02/14/29                   | CUSIP: 05554JAJ6<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    740625 | PA      | $741050.86    | 0.24%             | 2029-03-05      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco Inc                                                   | BAKELITE US HOLD 12/16/31                   | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |   1756175 | PA      | $1751126.00   | 0.56%             | 2031-12-23      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                 | Warnermedia Holdings Inc                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    857000 | PA      | $720192.81    | 0.23%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                 | VIRGIN MEDIA BRI 02/27/31                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1900000 | PA      | $1867225.00   | 0.60%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub Inc                                         | Neon Maple Purch 11/17/31                   | CUSIP: 000000000<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    103892 | PA      | $104096.17    | 0.03%             | 2031-11-17      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Brazos Delaware II LLC                                                   | Brazos DE I 02/11/30                        | CUSIP: 10620UAL6<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |    467578 | PA      | $468856.95    | 0.15%             | 2030-02-11      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc                                     | MATIV HOLDINGS, 04/20/28                    | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    762389 | PA      | $758576.87    | 0.24%             | 2028-04-20      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                    | AHEAD DB HLDG 02/01/31                      | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   1481306 | PA      | $1484394.72   | 0.48%             | 2031-02-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc (f/k/a Beacon Roofing Supply Inc.)             | BEACON ROOFING S 04/24/32                   | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   1101222 | PA      | $1112014.21   | 0.36%             | 2032-04-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                            | Blackstone Mtg T 12/10/30                   | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    768075 | PA      | $772552.88    | 0.25%             | 2030-12-10      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | SABRE GLBL INC 06/30/28                     | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    795786 | PA      | $793796.45    | 0.26%             | 2028-06-30      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                     | Charter Comms Op 11/21/31                   | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2193425 | PA      | $2195892.60   | 0.71%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                         | Pitney Bowe 01/31/32                        | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   1999988 | PA      | $2004987.47   | 0.65%             | 2032-03-19      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                                              | AUTOKINITON US H 04/06/28                   | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   1484925 | PA      | $1438788.03   | 0.46%             | 2028-04-06      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                    | Emergent BioSolutions Inc                   | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1536365.20   | 0.49%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)                    | OSAIC HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1790000 | PA      | $1792801.35   | 0.58%             | 2032-07-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Adeia Inc                                                                | Adei 06/08/28                               | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1941971 | PA      | $1951681.35   | 0.63%             | 2028-06-08      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Connect US Finco LLC                                                     | CONNECT FINCO SARL                          | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    270000 | PA      | $265485.60    | 0.09%             | 2029-09-27      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                    | SUPERANNUATION I 12/01/28                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    671111 | PA      | $674214.53    | 0.22%             | 2028-12-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                      | AMG Advanced Met 11/30/28                   | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |    378692 | PA      | $378455.60    | 0.12%             | 2028-11-30      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                       | JUMP FIN 02/20/32                           | CUSIP: 48138UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $999993.75    | 0.32%             | 2032-02-20      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                               | TWITTER (X 10/26/29                         | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1164821 | PA      | $1137063.29   | 0.37%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                          | ABG INTER HLDGS 12/21/28                    | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1650757 | PA      | $1649724.88   | 0.53%             | 2028-12-21      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                      | Peer Hldg I 07/01/31                        | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    681575 | PA      | $684239.96    | 0.22%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC                                           | THIRD COAST INFR 09/25/30                   | CUSIP: 88412KAC6<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |   2852393 | PA      | $2859524.01   | 0.92%             | 2030-09-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                 | HUDSON RIV TRADI 03/29/30                   | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   1553995 | PA      | $1559845.77   | 0.50%             | 2030-03-18      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                                | Inma 10/30/31                               | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    933969 | PA      | $941749.15    | 0.30%             | 2031-10-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Thryv Inc                                                                | Thry 05/01/29                               | CUSIP: 88602GAF8<br>LEI: 254900W0Q0EQ1QHCLN20 | Long             | LON              | CORP              | US        |     98000 | PA      | $98490.00     | 0.03%             | 2029-05-01      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                          | NATGASOLIN 03/24/30                         | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    919219 | PA      | $923814.84    | 0.30%             | 2030-03-29      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                         | NAB HLDG 11/24/28                           | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1027438 | PA      | $1018555.81   | 0.33%             | 2028-11-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                               | TEAM HEALTH HOLDINGS INC                    | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   1185000 | PA      | $1186481.25   | 0.38%             | 2028-06-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                | TRITON WATER HLD 03/31/28                   | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1449302 | PA      | $1454338.83   | 0.47%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                                 | Ultra Clean Hldg 02/28/28                   | CUSIP: 90385YAF8<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |    961052 | PA      | $966006.36    | 0.31%             | 2028-02-28      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Epic Crude Services LP                                                   | EPIC CRUDE SERVI 10/15/31                   | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    930833 | PA      | $937065.26    | 0.30%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                        | Mountain View CLO XVIII Ltd                 | CUSIP: 623908AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503988.00    | 0.16%             | 2037-10-16      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                            | KNOWBE4 INC                                 | CUSIP: 000000000<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    685000 | PA      | $686287.80    | 0.22%             | 2032-07-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                                              | AUTOKINITON US HOLDINGS                     | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    240000 | PA      | $232543.20    | 0.07%             | 2028-04-06      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| PRIORITY HOLDINGS LLC                                                    | PRIORITY HOLDINGS LLC                       | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $250468.75    | 0.08%             | 2032-07-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Wasserman Media Group, LLC                                               | WASSERMAN MEDIA 06/11/32                    | CUSIP: 94105CAL4<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |    670000 | PA      | $672931.25    | 0.22%             | 2032-06-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                        | Mountain View CLO XVI Ltd                   | CUSIP: 62432TAE4<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003963.00   | 0.32%             | 2034-04-15      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                     | STARLIGHT PAREN 03/15/32                    | CUSIP: 000000000<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    810000 | PA      | $801900.00    | 0.26%             | 2032-04-16      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Team Blue Finco Sarl                                                     | teamblue Finco 07/12/32                     | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |    670000 | PA      | $672830.75    | 0.22%             | 2032-07-12      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                                | Telenet 04/30/28                            | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |   1000000 | PA      | $981750.00    | 0.32%             | 2028-04-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                     | Cengage Learnin 03/22/24                    | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    638840 | PA      | $639421.59    | 0.21%             | 2031-03-22      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                               | X CORP                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    840000 | PA      | $816144.00    | 0.26%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                                         | DRW HLDG 06/17/31                           | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   1965150 | PA      | $1967606.44   | 0.63%             | 2031-06-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                           | Gray Media Inc                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $224625.00    | 0.07%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                      | CLYDESDALE ACQUI 03/27/32                   | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     15464 | PA      | $15470.65     | 0.00%             | 2032-04-01      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Allegro Microsystems Inc                                                 | ALLEGRO MICROSYS 10/31/30                   | CUSIP: 01748YAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1533265 | PA      | $1535664.41   | 0.49%             | 2030-10-31      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury Limited                                              | APEX GROUP TREAS 02/19/32                   | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   1162488 | PA      | $1164376.54   | 0.37%             | 2032-02-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                 | CLOUD SOFTWARE G 03/21/31                   | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      6858 | PA      | $6890.20      | 0.00%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Oravel Stays Private Limited                                             | ORAVEL STAYS SIN 12/20/29                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    649735 | PA      | $645674.10    | 0.21%             | 2029-12-20      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                  | TEAM SERVICES GR 12/20/27                   | CUSIP: 87821EAF0<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    865538 | PA      | $861981.10    | 0.28%             | 2027-12-20      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                    | JEFFERIES FI 10/21/31                       | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   3144212 | PA      | $3154053.86   | 1.02%             | 2031-10-21      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions LLC                                              | DIGITAL MEDIA SO 04/26/28                   | CUSIP: 25401HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416979 | PA      | $0.00         | 0.00%             | 2026-05-25      | Floating      | 15.43%                | No            |                  3 | On Loan: No      |
| Voyager Parent, LLC                                                      | VOYAGER PAREN 05/09/32                      | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    164036 | PA      | $164387.40    | 0.05%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| CWGS Group LLC                                                           | CWGS 05/24/28                               | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29711 | PA      | $29333.70     | 0.01%             | 2028-06-03      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Opal Us LLC                                                              | OPAL US LLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2705000 | PA      | $2720053.33   | 0.88%             | 2032-04-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Churchill Middle Market CLO Lt                                           | Churchill Middle Market CLO V LLC           | CUSIP: 17151TAJ6<br>LEI: 254900BT15WLD40RHS41 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $493855.50    | 0.16%             | 2037-04-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                        | Clarios Gl 01/14/32                         | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    630000 | PA      | $630916.65    | 0.20%             | 2032-01-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Pregis Topco LLC                                                         | PREGIS TOPC 01/02/29                        | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    852862 | PA      | $862350.60    | 0.28%             | 2029-02-01      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA                                          | TRINSEO 05/03/2028                          | CUSIP: 000000000<br>LEI: 549300P1EBLVU1SH8Z09 | Long             | LON              | CORP              | LU        |     86425 | PA      | $37414.92     | 0.01%             | 2028-05-03      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                     | LIGHT WONDER INT 04/14/29                   | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    496250 | PA      | $497986.88    | 0.16%             | 2029-04-14      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                     | DYNAMO US BIDC 10/01/31                     | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1491244 | PA      | $1500101.71   | 0.48%             | 2031-10-01      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                    | QUIKRETE HLDG 02/10/32                      | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    324188 | PA      | $324309.07    | 0.10%             | 2032-02-10      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding Iii Corporation                       | HDI AEROSPACE IN 09/19/31                   | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |   1695750 | PA      | $1703168.91   | 0.55%             | 2032-02-11      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                     | LIFEPOINT HEALTH INC                        | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    139649 | PA      | $139169.43    | 0.04%             | 2031-05-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                     | Amazon Holdc 07/30/31                       | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    934538 | PA      | $936172.94    | 0.30%             | 2031-09-29      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                      | CLYDESDALE ACQUI 03/27/32                   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    884536 | PA      | $884920.85    | 0.28%             | 2032-04-01      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                          | RAND PAREN 03/18/30                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1784179 | PA      | $1769486.69   | 0.57%             | 2030-03-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Manchester Acquisition Sub LLC                                           | DRASLOVKA (MANCH 11/16/26                   | CUSIP: 000000000<br>LEI: 254900LBVLLF5B4PFE37 | Long             | LON              | CORP              | US        |    739846 | PA      | $702546.98    | 0.23%             | 2026-12-01      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                                          | Blackhawk Networ 03/12/29                   | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    811820 | PA      | $816070.38    | 0.26%             | 2029-03-12      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                               | AMNEAL PHARMACEU 05/04/28                   | CUSIP: 03167DAQ7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   2889405 | PA      | $2947193.12   | 0.95%             | 2028-05-04      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                      | AMG Advanced Metallurgical Group NV         | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |     44884 | PA      | $44855.67     | 0.01%             | 2028-11-30      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                            | FRONTDOO 12/16/31                           | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    427850 | PA      | $429989.25    | 0.14%             | 2031-12-17      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA                                          | TRINSEO 05/03/2028                          | CUSIP: 000000000<br>LEI: 549300P1EBLVU1SH8Z09 | Long             | LON              | CORP              | LU        |    404624 | PA      | $175169.84    | 0.06%             | 2028-05-03      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Carroll County Energy LLC                                                | CARROLL CNTY ENE 06/24/31                   | CUSIP: 14474FAY0<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |    896435 | PA      | $901943.38    | 0.29%             | 2031-06-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser, LLC                                                     | VERDE PURC 11/30/30                         | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    948408 | PA      | $953448.85    | 0.31%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                                                      | VM CONSOLIDATE 03/24/28                     | CUSIP: 00215NAN0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |    626356 | PA      | $628705.00    | 0.20%             | 2028-03-24      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                     | LSF12 CROWN US C 12/02/31                   | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   1080000 | PA      | $1087878.60   | 0.35%             | 2031-12-02      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                  | UK 02/10/31                                 | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1634246 | PA      | $1635929.51   | 0.53%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                        | ROCKPOINT GAS ST 09/18/31                   | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |   1059675 | PA      | $1064470.03   | 0.34%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                       | Astoria Energ 06/16/32                      | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    444444 | PA      | $446317.77    | 0.14%             | 2032-06-16      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                  | ASURIO 09/19/30                             | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    395213 | PA      | $387604.98    | 0.12%             | 2030-09-19      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                            | BLACKSTONE MORTG 05/02/29                   | CUSIP: 09259GAF0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    200258 | PA      | $200759.01    | 0.06%             | 2029-05-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                         | MODENA BUYE 07/01/31                        | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    611925 | PA      | $601323.40    | 0.19%             | 2031-07-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Houghton Mifflin Harcourt Company                                        | HOUGHTON MIFFLIN 04/07/29                   | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1600885 | PA      | $1520344.11   | 0.49%             | 2029-04-09      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                            | CoreWeave Inc                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498493.19    | 0.16%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                                      | MKS Instr 08/17/29                          | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   1593276 | PA      | $1595865.11   | 0.51%             | 2029-08-17      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                           | Univ Support Ser 02/10/29                   | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2121440 | PA      | $2085651.04   | 0.67%             | 2029-02-10      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Middle River Power/MRP Buyer                                             | MRP BUYE 05/24/32                           | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    172742 | PA      | $170097.26    | 0.05%             | 2032-06-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                     | CENGAGE LEARNIN 03/22/24                    | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    372650 | PA      | $372988.71    | 0.12%             | 2031-03-22      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                              | ASURIO 09/13/30                             | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1713483 | PA      | $1688551.70   | 0.54%             | 2030-09-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| WaterBridge Midstream Operating LLC                                      | WATERBRIDGE MIDS 06/21/29                   | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |   4140591 | PA      | $4154047.52   | 1.34%             | 2029-06-27      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                         | ENDEAVOR GROUP H 01/27/32                   | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1415000 | PA      | $1420086.93   | 0.46%             | 2032-03-24      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Safety Products/JHC Acquisition Corp                                     | JSG I 01/28/26                              | CUSIP: 78649EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17820 | PA      | $17809.35     | 0.01%             | 2026-06-28      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | SABRE GLBL INC                              | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     50737 | PA      | $50621.26     | 0.02%             | 2027-12-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc   | GC FERRY ACQUISITION I                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2020104 | PA      | $1993277.19   | 0.64%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | SABRE GLBL INC                              | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     76008 | PA      | $75834.05     | 0.02%             | 2027-12-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I, Inc.                                                    | NOURISH BUYER 07/08/32                      | CUSIP: 000000000<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    525000 | PA      | $525000.00    | 0.17%             | 2032-07-08      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| M2S Group Intermediate Holdings, Inc.                                    | M2S GROUP HLDG 08/22/31                     | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    866523 | PA      | $850275.67    | 0.27%             | 2031-08-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub Inc                                         | Neon Maple Purch 11/17/31                   | CUSIP: 000000000<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   1120241 | PA      | $1122448.09   | 0.36%             | 2031-11-17      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| CWGS Group LLC                                                           | CWGS Group LLC                              | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    737261 | PA      | $727890.00    | 0.23%             | 2028-06-03      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                  | AP CORE HOLDINGS II LLC                     | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    475000 | PA      | $456197.13    | 0.15%             | 2027-09-01      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Middle River Power/MRP Buyer                                             | MRP BUYE 05/24/32                           | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |   1357258 | PA      | $1336478.44   | 0.43%             | 2032-05-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC aka LSF9 Atlantis Holdings LLC                       | LSF9 ATLANTIS HL 03/31/29                   | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   1751100 | PA      | $1758489.64   | 0.57%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy fka Spa Holdings 3                                 | AhlstromMunksjo 05/23/30                    | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    305000 | PA      | $307350.03    | 0.10%             | 2030-05-23      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Transnetwork LLC                                                         | TRANSNETWOR 12/29/30                        | CUSIP: 000000000<br>LEI: 549300QF18JL5NEFRT47 | Long             | LON              | CORP              | US        |    997468 | PA      | $1000590.44   | 0.32%             | 2030-12-29      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                   | ATLANTIC BROADBA 09/15/30                   | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   1394153 | PA      | $1392786.95   | 0.45%             | 2030-09-18      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                              | CAMELOT US ACQUI 01/31/31                   | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    185069 | PA      | $185231.34    | 0.06%             | 2031-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                                             | LACKAWANNA ENERG 08/06/29                   | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |    138695 | PA      | $139215.00    | 0.04%             | 2029-08-06      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Ensono LP                                                                | ENSONO 05/20/28                             | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |   1028670 | PA      | $1032311.78   | 0.33%             | 2028-05-26      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                     | Varsity Brand 08/26/31                      | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    997500 | PA      | $1001365.31   | 0.32%             | 2031-08-26      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                            | Topgolf Callaway 03/15/30                   | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    837766 | PA      | $828994.54    | 0.27%             | 2030-03-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

**Name of Applicant:** Virtus ETF Trust II

**Signature:** Brinton W. Frith

**Name of Signer:** Brinton W. Frith

**Title:** Treasurer and Principal Financial Officer