# EDGAR Filing Document

**Accession Number:** 0001352280
**File Stem:** 0001145549-23-018345
**Filing Date:** 2023-3
**Character Count:** 137677
**Document Hash:** f95c6febddc48aed79e5d12567b3d652
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018345.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018345

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Series Trust II
- **CENTRAL INDEX KEY:** 0001352280
- **IRS NUMBER:** 204384176
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21852
- **FILM NUMBER:** 23766591

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE SERIES TRUST
- **DATE OF NAME CHANGE:** 20070928

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE RETIREMENT SERIES TRUST
- **DATE OF NAME CHANGE:** 20060801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Retirement Series Trust
- **DATE OF NAME CHANGE:** 20060206

## Series and Classes Contracts Data

### Columbia Floating Rate Fund (Series ID: S000031341)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000097331 | Columbia Floating Rate Fund Class A               | RFRAX           |
| C000097333 | Columbia Floating Rate Fund Class C               | RFRCX           |
| C000097335 | Columbia Floating Rate Fund Class R               | CFRRX           |
| C000097337 | Columbia Floating Rate Fund Institutional 2 Class | RFRFX           |
| C000097339 | Columbia Floating Rate Fund Institutional Class   | CFRZX           |
| C000123165 | Columbia Floating Rate Fund Advisor Class         | CFLRX           |
| C000158965 | Columbia Floating Rate Fund Institutional 3 Class | CFRYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust II

- **b. Investment Company Act file number:** 811-21852

- **c. CIK number of Registrant:** 0001352280

- **d. LEI of Registrant:** 549300ETFU8G7TK7WT48

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Floating Rate Fund

- **b. EDGAR series identifier (if any):** S000031341

- **c. LEI of Series:** ENJCZN57I5DQL3TXEX26

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $788557377.60

**Total Liabilities:** $15719157.40

**Net Assets:** $772838220.20

**Stand-by Commitments:** $9941125.02

**Cash Not Reported:** $2744591.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 419.114800000000 | **5-Year:** 5931.384900000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 239.626800000000 | **1-Year:** 19648.708000000000 | **5-Year:** 148654.579500000000 | **10-Year:** 0.000000000000 | **30-Year:** 2.740200000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097331 | 1.40%                | 0.08%                | 2.47%                |
| Class ID C000097333 | 1.30%                | 0.05%                | 2.40%                |
| Class ID C000097335 | 1.34%                | 0.09%                | 2.45%                |
| Class ID C000097337 | 1.41%                | 0.11%                | 2.49%                |
| Class ID C000097339 | 1.39%                | 0.13%                | 2.49%                |
| Class ID C000123165 | 1.42%                | 0.10%                | 2.50%                |
| Class ID C000158965 | 1.39%                | 0.11%                | 2.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-822718.89              | $8023179.50                                |
| Month 2  | $-4909479.31             | $1652401.09                                |
| Month 3  | $-817167.45              | $14266007.31                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                           | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RADIATE HOLDCO LLC                                             | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1914956.98   | 0.25%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6614000 | PA      | $6193547.16   | 0.80%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                               | MISYS (FINASTRA)TLB 3.5            | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2395527 | PA      | $2245806.74   | 0.29%             | 2024-06-13      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                              | AMERICAN AIRLINES INC TLB 1.75     | CUSIP: 02376CBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2143122 | PA      | $2098480.40   | 0.27%             | 2025-06-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Harbor Freight                                                 | HARBOR FREIGHT TOOLS TLB 2.75      | CUSIP: 41151PAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4902498 | PA      | $4829451.04   | 0.62%             | 2027-10-19      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CELESTICA INC.                                                 | CELESTICA INC TLB 2.0              | CUSIP: 000000000<br>LEI: 549300J3CG5T6RZWLN53 | Long             | LON              | CORP              | CA        |   2403214 | PA      | $2371179.44   | 0.31%             | 2025-06-27      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| NATEL ENGINEERING COMPANY INC                                  | NATEL ENGINEERING CO TLB 5.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2859295 | PA      | $2544772.83   | 0.33%             | 2026-04-30      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| WATERBRIDGE OPERATING LLC                                      | WATERBRIDGE OPERATING TLB 5.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1023261 | PA      | $1011432.47   | 0.13%             | 2026-06-22      | Variable      | 10.57%                | No            |                  2 | On Loan: No      |
| NASCAR HOLDINGS INC                                            | NASCAR HOLDINGS INC TLB 2.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1362251 | PA      | $1361678.80   | 0.18%             | 2026-10-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| KESTREL BIDCO INC                                              | WESTJET AIRLINES TLB 3.0           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   3764071 | PA      | $3606694.94   | 0.47%             | 2026-12-11      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                | DIGICERT INC TLB 4.0               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5923589 | PA      | $5847707.95   | 0.76%             | 2026-10-16      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC (PRE-MERGER)                | CLEAR CHANNEL OUTDOOR TLB 3.50     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3396813 | PA      | $3225375.57   | 0.42%             | 2026-08-21      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                    | CREATIVE ARTISTS AGENCY TLB 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2919798 | PA      | $2916148.25   | 0.38%             | 2026-11-27      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                           | INEOS US FINANCE LLC TLB 2.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2426111 | PA      | $2413592.38   | 0.31%             | 2028-11-08      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                           | DOTDASH MEREDITH INC TLB 4.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3309118 | PA      | $2801731.20   | 0.36%             | 2028-12-01      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| AVAYA INC.                                                     | AVAYA INC TLB2 4.0                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1695555 | PA      | $428127.72    | 0.06%             | 2027-12-15      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                          | PHOENIX GUARANTOR INC TLB 3.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982500 | PA      | $967457.93    | 0.13%             | 2026-03-05      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                              | HILLMAN GROUP INC TLB1 2.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1739583 | PA      | $1719734.68   | 0.22%             | 2028-07-14      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                              | HILLMAN GROUP INC DD TL 2.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421519 | PA      | $416709.45    | 0.05%             | 2028-07-14      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| MA FINANCECO LLC                                               | MICRO FOCUS TLB4 4.25              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2059410 | PA      | $2054261.96   | 0.27%             | 2025-06-05      | Variable      | 8.97%                 | No            |                  2 | On Loan: No      |
| XPERI CORP                                                     | TESSERA TECH (XPERI CORP) TLB 4.0  | CUSIP: 000000000<br>LEI: 529900L3ZKEYH5WX3L03 | Long             | LON              | CORP              | US        |   3051873 | PA      | $2993368.35   | 0.39%             | 2028-06-08      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | CLARIOS GLOBAL LP TLB 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2108283 | PA      | $2098121.09   | 0.27%             | 2026-04-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                                    | HARSCO CORP TLB3 2.25              | CUSIP: 000000000<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |   1630996 | PA      | $1556589.52   | 0.20%             | 2028-03-10      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                           | SRS DISTRIBUTION INC TLB 3.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1709365 | PA      | $1646340.40   | 0.21%             | 2028-06-02      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                 | HAMILTON PROJECTS TLB 4.75         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1513017 | PA      | $1508961.79   | 0.20%             | 2027-06-17      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                  | CAESARS RESORT COLLECTION TLB 4.5  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3949544 | PA      | $3946463.15   | 0.51%             | 2025-07-21      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Belk                                                           | BELK INC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $2223.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                           | SOVOS COMPLIANCE LLC TLB 4.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2905638 | PA      | $2799262.91   | 0.36%             | 2028-08-11      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                       | VIRGIN MEDIA TLQ 3.25              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2175000 | PA      | $2174325.75   | 0.28%             | 2029-01-31      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP HOLDINGS INC                            | REYNOLDS GROUP HLDGS INC TL 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1029000 | PA      | $1026746.47   | 0.13%             | 2026-02-05      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| TEKNI-PLEX INC                                                 | TEKNI-PLEX INC TLB3 4.0            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2368939 | PA      | $2321133.94   | 0.30%             | 2028-09-15      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC                                     | SPRINGS WINDOW FASHIONS TLB 4.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1469936 | PA      | $1252664.90   | 0.16%             | 2028-10-06      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                   | VIRTUSA CORP TLB 3.75              | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   3452350 | PA      | $3413511.56   | 0.44%             | 2029-02-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                             | HUNTER DOUGLAS INC TLB 3.5         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5005712 | PA      | $4577122.79   | 0.59%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC HOLDINGS LLC TLB6 4.5          | CUSIP: 64072UAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5790560 | PA      | $5482965.36   | 0.71%             | 2028-01-17      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                             | CLARIVATE TLB 3.25                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2414292 | PA      | $2410525.73   | 0.31%             | 2026-10-30      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| PACKAGING COORDINATORS INC                                     | PACKAGING COORDINATORS INC TL 3.75 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3668930 | PA      | $3594891.48   | 0.47%             | 2027-11-30      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                            | DEL MONTE FOODS INC TLB 4.25       | CUSIP: 000000000<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |   4278686 | PA      | $4234102.46   | 0.55%             | 2029-05-16      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                 | SABRE GLBL INC TLB 4.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    281246 | PA      | $261646.39    | 0.03%             | 2028-06-30      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| AVAYA INC.                                                     | AVAYA INC TLB 4.25                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2982808 | PA      | $753159.14    | 0.10%             | 2027-12-15      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| TNT CRANE AND RIGGING                                          | TNT CRANE AND RIGGING              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60744 | NS      | $455580.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                       | DIAMOND SPORTS GROUP TLB 8.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1298035 | PA      | $1167310.10   | 0.15%             | 2026-05-25      | Variable      | 13.06%                | No            |                  2 | On Loan: No      |
| SRAM LLC                                                       | SRAM LLC TLB 2.75                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1972727 | PA      | $1948068.15   | 0.25%             | 2028-05-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                          | DIRECTV FINANCING LLC TLB 5.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1853010 | PA      | $1819618.64   | 0.24%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                       | NFP CORP                           | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3247095.75   | 0.42%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PG&E CORP EXIT TL 4.5              | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   1949963 | PA      | $1946063.10   | 0.25%             | 2025-06-23      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                          | PHOENIX GUARANTOR INC TLB 3.25     | CUSIP: 71913BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2219845 | PA      | $2183306.35   | 0.28%             | 2026-03-05      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I INC                                        | ACCENTCARE TLB 4.0                 | CUSIP: 72941DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1923828 | PA      | $1385156.26   | 0.18%             | 2026-06-22      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDINGS INC                                          | PRESIDIO INC TLB 3.5               | CUSIP: 74101YAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1719144 | PA      | $1712696.79   | 0.22%             | 2027-01-22      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | QUIKRETE HOLDINGS INC TLB 2.75     | CUSIP: 74839XAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1964557 | PA      | $1951787.35   | 0.25%             | 2027-02-01      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                 | SABRE GLBL INC                     | CUSIP: 78573NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494071.06    | 0.06%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                               | UFC HOLDINGS LLC TLB3 3.0          | CUSIP: 90266UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3914047 | PA      | $3890797.72   | 0.50%             | 2026-04-29      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| USI INC                                                        | USI HOLDINGS CORP TLB 4.0          | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1954725 | PA      | $1952281.85   | 0.25%             | 2026-12-02      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| WEST DEPTFORD ENERGY HOLDINGS LLC                              | WEST DEPTFORD ENERGY TLB 3.75      | CUSIP: 95249CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1469528 | PA      | $1061322.58   | 0.14%             | 2026-08-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                             | RADIATE HOLDCO LLC TLB 3.5         | CUSIP: 75025KAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2101654 | PA      | $1749101.90   | 0.23%             | 2026-09-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP HOLDINGS INC                            | REYNOLDS GROUP HLDGS INC TLB 3.5   | CUSIP: 76173FAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2801575 | PA      | $2787566.86   | 0.36%             | 2028-09-24      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES PE LLC                                     | WINDSTREAM CORP                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    139708 | NS      | $1606711.85   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                  | EW SCRIPPS COMPANY TLB 3.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    838500 | PA      | $834567.44    | 0.11%             | 2028-01-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                          | PLAYTIKA HOLDING CORP TLB 2.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3102632 | PA      | $3072318.85   | 0.40%             | 2028-03-13      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD                                        | ION TRADING FINANCE TLB 4.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1902009 | PA      | $1838291.49   | 0.24%             | 2028-04-01      | Variable      | 9.48%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                            | UNITED AIRLINES INC TLB 3.75       | CUSIP: 000000000<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   6260543 | PA      | $6246519.32   | 0.81%             | 2028-04-21      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| UPC FINANCING PARTNERSHIP                                      | UPC FINANCING PARTNERSHIP TLAX 3.0 | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   3250000 | PA      | $3241062.50   | 0.42%             | 2029-01-31      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                                            | WELLS FARGO AM TLB 3.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1320665 | PA      | $1315435.50   | 0.17%             | 2028-11-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                        | JAZZ PHARMACEUTICALS TLB 3.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2131742 | PA      | $2128736.18   | 0.28%             | 2028-05-05      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO BV                                                | LUMILEDS BRIGHT BIDCO EXIT TL 8.0  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    144463 | PA      | $125005.67    | 0.02%             | 2027-10-31      | Variable      | 12.68%                | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                 | OPEN TEXT CORP TLB 3.5             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   3116510 | PA      | $3109497.85   | 0.40%             | 2029-11-16      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING BV                                       | PLAYA HOTELS & RESORTS TLB 4.25    | CUSIP: 000000000<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |   2889508 | PA      | $2867316.92   | 0.37%             | 2029-01-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                              | AMERICAN AXLE TLB 3.75             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1267111 | PA      | $1264994.82   | 0.16%             | 2029-12-13      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS                               | BOMBARDIER REC PRODUCTS TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1151919 | PA      | $1143279.61   | 0.15%             | 2029-12-13      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO BV                                                | LUMILEDS BRIGHT BIDCO EXIT TL      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      4398 | NS      | $78222.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                      | CAESARS ENTERTAINMENT INC TLB 3.25 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3393166 | PA      | $3388449.76   | 0.44%             | 2030-01-20      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                           | ADT INC TL 2.75                    | CUSIP: 03765VAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3274919 | PA      | $3270498.18   | 0.42%             | 2026-09-23      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                                      | CUBIC CORPORATION TLC 4.25         | CUSIP: 04921TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    768319 | PA      | $672279.00    | 0.09%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                             | DUN & BRADSTREET CORP TLB 4.0      | CUSIP: 26483NAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3474055 | PA      | $3464744.07   | 0.45%             | 2026-02-06      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1956098.44   | 0.25%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FAGE INTERNATIONAL SA (STRASSEN)                               | FAGE INTERNATIONAL SA/FAGE USA     | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2102000 | PA      | $1974832.22   | 0.26%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                       | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1740180.02   | 0.23%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                        | SBA COMMUNICATIONS TLB 2.0         | CUSIP: 78404XAH8<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | LON              | CORP              | US        |   2780488 | PA      | $2773843.11   | 0.36%             | 2025-04-11      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                            | TRAVEL + LEISURE CO TLB 4.0        | CUSIP: 98309GAD8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |   1658763 | PA      | $1658763.00   | 0.21%             | 2029-12-14      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GERMANY GMBH                                       | FLINT GROUP GMBH TLC 3.0           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    822287 | PA      | $547404.66    | 0.07%             | 2023-09-21      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GERMANY GMBH                                       | FLINT GROUP GMBH TLB2 3.0          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   4974161 | PA      | $3311348.51   | 0.43%             | 2023-09-21      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING LLC                                      | SERTA SIMMONS BED 1ST LN TL 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1318813 | PA      | $88426.39     | 0.01%             | 2023-11-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ANCHOR GLASS CONTAINER CORP                                    | ANCHOR GLASS 2ND TL 7.75           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    333333 | PA      | $85296.67     | 0.01%             | 2024-12-07      | Variable      | 12.56%                | No            |                  2 | On Loan: No      |
| SEATTLE SPINCO INC                                             | SEATTLE SPINCO INC TLB3 2.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2965720 | PA      | $2962012.54   | 0.38%             | 2024-06-21      | Variable      | 7.13%                 | No            |                  3 | On Loan: No      |
| NAUTILUS MERGER SUB INC                                        | NAUTILUS MERGER SUB INC TLB 4.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1268658 | PA      | $934277.68    | 0.12%             | 2024-05-16      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                          | FILTRATION GROUP CORP TLB 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2253011 | PA      | $2247694.30   | 0.29%             | 2025-03-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| NAI ENTERTAINMENT HOLDINGS LLC                                 | NAI ENTERTAINMENT TLB 2.5          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2941192 | PA      | $2794132.41   | 0.36%             | 2025-05-08      | Variable      | 7.07%                 | No            |                  3 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                         | FIRST BRANDS TLB 5.0               | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6334608 | PA      | $6185745.18   | 0.80%             | 2027-03-30      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| IDERA INC                                                      | IDERA INC 1ST LIEN TL 3.75         | CUSIP: 45168RAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2654268 | PA      | $2561368.76   | 0.33%             | 2028-03-02      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| ENERGY SOLUTIONS LLC                                           | ENERGYSOLUTIONS LLC TLB 3.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3292065 | PA      | $3169995.05   | 0.41%             | 2025-05-09      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP INC                                   | CARROLS HOLDCO INC TLB 3.25        | CUSIP: 000000000<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | LON              | CORP              | US        |   1448579 | PA      | $1291045.66   | 0.17%             | 2026-04-30      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                        | ULTIMATE SOFTWARE GROUP TLB 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2189122 | PA      | $2165720.09   | 0.28%             | 2026-05-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                  | EW SCRIPPS COMPANY TLB2 2.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1458543 | PA      | $1450885.41   | 0.19%             | 2026-05-01      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                                       | CORNERSTONE ONDEMAND INC TLB 3.75  | CUSIP: 000000000<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   2652390 | PA      | $2436882.99   | 0.32%             | 2028-10-16      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| SOLENIS INTERNATIONAL LLC                                      | SOLENIS INTL LP TLB 3.75           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2700929 | PA      | $2639401.80   | 0.34%             | 2028-11-09      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE                                                 | CHG HEALTHCARE SVCS INC TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1975000 | PA      | $1960404.75   | 0.25%             | 2028-09-29      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                      | ORYX MIDSTREAM SERVICES TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2465758 | PA      | $2456511.13   | 0.32%             | 2028-10-05      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| MOZART BORROWER LP                                             | MEDLINE TLB 3.25                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5562441 | PA      | $5394789.45   | 0.70%             | 2028-10-23      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                     | MITCHELL INTERNATIONAL TLB 3.75    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4811306 | PA      | $4584789.53   | 0.59%             | 2028-10-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                               | API GROUP DE INC TLB 2.75          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1444047 | PA      | $1443151.53   | 0.19%             | 2029-01-03      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                  | CARNIVAL FINANCE LLC TLB 3.25      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   4449407 | PA      | $4338171.77   | 0.56%             | 2028-10-18      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                | INFORMATICA CORPORATION TLB 2.75   | CUSIP: 000000000<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   3697042 | PA      | $3684323.83   | 0.48%             | 2028-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                  | APPLOVIN CORP TLB 3.0              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5065976 | PA      | $4958324.05   | 0.64%             | 2028-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH                                                   | ATHENAHEALTH INC TL DD 3.5         | CUSIP: 000000000<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |    335368 | PA      | $317200.66    | 0.04%             | 2029-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                | NORTONLIFELOCK INC TLB 2.0         | CUSIP: 000000000<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   3375621 | PA      | $3365764.41   | 0.44%             | 2029-09-12      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                                        | STARS GROUP HOLDINGS BV TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1791909 | PA      | $1794381.83   | 0.23%             | 2028-07-22      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                       | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867232 | PA      | $777461.13    | 0.10%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                | iHeartMedia Inc                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84607 | NS      | $655704.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMMUS TECHNOLOGY                                              | LUMMUS TECHNOLOGY TLB 3.5          | CUSIP: 45232UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2343680 | PA      | $2290947.24   | 0.30%             | 2027-06-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                               | NEW FRONTERA HLDGS 1ST LN TL 13.0  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    979319 | PA      | $969525.75    | 0.13%             | 2026-07-28      | Variable      | 17.73%                | No            |                  3 | On Loan: No      |
| DXP ENTERPRISES                                                | DXP ENTERPRISES INC TLB 4.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3290034 | PA      | $3141982.14   | 0.41%             | 2027-12-23      | Variable      | 9.95%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                             | CLARIVATE TLB 3.0                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1989994 | PA      | $1985018.56   | 0.26%             | 2026-10-30      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                                             | COVIA HOLDINGS CORP                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57253 | NS      | $772915.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                        | PARK RIVER HOLDINGS INC TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2161208 | PA      | $1958291.81   | 0.25%             | 2027-12-28      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                         | INEOS QUATTRO TLB 2.75             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2167000 | PA      | $2159957.25   | 0.28%             | 2026-01-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                          | CITADEL SECURITIES TLB 2.5         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1453902 | PA      | $1448972.79   | 0.19%             | 2028-02-02      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                | TRANS UNION LLC TLB6 2.25          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2428994 | PA      | $2422362.41   | 0.31%             | 2028-12-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                   | US FOODS INC TLB 2.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    955516 | PA      | $955917.26    | 0.12%             | 2028-11-22      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HRNI HOLDINGS LLC                                              | HARD ROCK NORTHERN IN TLB 4.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4569105 | PA      | $4458669.42   | 0.58%             | 2028-12-11      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                  | II-VI INC TLB 2.75                 | CUSIP: 000000000<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   2293944 | PA      | $2283185.68   | 0.30%             | 2029-07-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                   | PETSMART INC TLB 4.5               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5919899 | PA      | $5871829.90   | 0.76%             | 2028-02-11      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY GLOBAL INC                                | RACKSPACE TECH TLB 2.75            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4195473 | PA      | $2624352.56   | 0.34%             | 2028-02-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NTNL MNTR HLDGS                                                | CIVITAS NATL MENTOR INC TLB 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2199209 | PA      | $1604058.87   | 0.21%             | 2028-03-02      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| NTNL MNTR HLDGS                                                | CIVITAS NATL MENTOR INC TLC 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71709 | PA      | $52302.80     | 0.01%             | 2028-03-02      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| LOYALTY VENTURES INC                                           | LOYALTY VENTURES INC TLB 4.5       | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   2881075 | PA      | $1116416.53   | 0.14%             | 2027-11-03      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| VIBRANTZ TECHNOLOGIES INC                                      | PMHC II INC TLB 4.25               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4088673 | PA      | $3567366.93   | 0.46%             | 2029-04-23      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                   | SCIENTIFIC GAMES HLDGS TLB 3.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4869127 | PA      | $4783381.48   | 0.62%             | 2029-04-04      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                        | FIRST STUDENT BIDCO INC TLC 4.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179791 | PA      | $173228.38    | 0.02%             | 2028-07-21      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                          | HUB INTERNATIONAL LTD TLB 2.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4434347 | PA      | $4426630.83   | 0.57%             | 2025-04-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                 | LOGMEIN TLB 4.75                   | CUSIP: 000000000<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   5422197 | PA      | $2982208.38   | 0.39%             | 2027-08-31      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                               | PITNEY BOWES TLB 4.0               | CUSIP: 000000000<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   2047952 | PA      | $1969228.84   | 0.25%             | 2028-03-17      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                      | TRITON WATER HOLDINGS TLB 3.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2337966 | PA      | $2222541.07   | 0.29%             | 2028-03-31      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                              | IFS (IGT HOLDINGS) TLB 3.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   4310098 | PA      | $4299323.23   | 0.56%             | 2028-03-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                | PLY GEM CORNERSTONE TLB 3.0        | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   3121253 | PA      | $2909413.29   | 0.38%             | 2028-04-12      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                           | ARAMARK SERVICES INC TLB5 2.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2023518 | PA      | $2017204.83   | 0.26%             | 2028-04-06      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                           | WEIGHT WATCHERS TLB 3.5            | CUSIP: 000000000<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |   4271875 | PA      | $2502592.53   | 0.32%             | 2028-04-13      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                                 | BEACON ROOFING SUPPLY TLB 2.5      | CUSIP: 000000000<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   2045769 | PA      | $2042352.79   | 0.26%             | 2028-05-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| IDEMIA AMERICA CORP                                            | OBERTHUR TECHNOLOGIES TLB 4.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4311499 | PA      | $4279163.08   | 0.55%             | 2026-01-10      | Variable      | 9.23%                 | No            |                  3 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                            | ALTERRA MOUNTAIN CO TLB 3.5        | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   3012551 | PA      | $3001253.68   | 0.39%             | 2028-08-17      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| POWERSHARES SENIOR LOAN PORTFOLIO                              | Invesco Senior Loan ETF            | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     50000 | NS      | $1055500.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEP GROUP INC                                                  | NEP GROUP TLB 3.25                 | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1480720 | PA      | $1329686.38   | 0.17%             | 2025-10-20      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                      | NUMERICABLE US LLC TLB11 2.75      | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   2343271 | PA      | $2312808.74   | 0.30%             | 2025-07-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                | PROVIDENT FUNDING ASSOCIATES LP    | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2343134.55   | 0.30%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVI                               | SEDGWICK CMS HOLDINGS INC TLB2 4.0 | CUSIP: 81527CAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1230867 | PA      | $1228811.77   | 0.16%             | 2026-09-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                          | LONZA SPECIALTY TLB 4.0            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3585350 | PA      | $3438099.53   | 0.44%             | 2028-07-03      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| ECOVYST INC                                                    | PQ PERFORMANCE CHEM TLB 3.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1980000 | PA      | $1970931.60   | 0.26%             | 2028-08-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                            | SELECT MEDICAL CORP TLB 2.5        | CUSIP: 816194AV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2571818 | PA      | $2554664.11   | 0.33%             | 2025-03-06      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                  | SINCLAIR TELEVISION GRP TLB3 3.0   | CUSIP: 82925BAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1210840 | PA      | $1184855.19   | 0.15%             | 2028-04-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                    | SURGERY CENTER HLDGS INC TL 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1352180 | PA      | $1348461.84   | 0.17%             | 2026-08-31      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                | MADISON IAQ TLB 3.25               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3697723 | PA      | $3532101.97   | 0.46%             | 2028-06-21      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                                             | UPSTREAM NEWCO INC TLB 4.25        | CUSIP: 91678HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1960076 | PA      | $1613789.03   | 0.21%             | 2026-11-20      | Variable      | 9.09%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                              | VERTIV (CORTES NP ACQ) TLB 2.75    | CUSIP: 92537EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1902760 | PA      | $1893246.33   | 0.24%             | 2027-03-02      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SITEL WORLDWIDE CORP                                           | SITEL GROUP TLB 3.75               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2039815 | PA      | $2037264.78   | 0.26%             | 2028-08-28      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| GOLDEN NUGGET ONLINE GAMING INC                                | GOLDEN NUGGET INC TLB 4.0          | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3980847 | PA      | $3930528.68   | 0.51%             | 2029-01-27      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| PRIMARY PRODUCTS FINANCE LLC                                   | PRIMARY PRODUCTS FIN TLB 4.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4140495 | PA      | $4095405.08   | 0.53%             | 2029-04-01      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC.                                           | GRAY TELEVISION INC TLD 3.0        | CUSIP: 000000000<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   2970000 | PA      | $2956545.90   | 0.38%             | 2028-12-01      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                                          | WIRECO WORLDGROUP TLB 4.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2841287 | PA      | $2827080.82   | 0.37%             | 2028-11-13      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                        | UKG - ULTIMATE INC TL 2LN 5.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2517589 | PA      | $2400243.77   | 0.31%             | 2027-05-03      | Variable      | 10.03%                | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                | CAST & CREW PAYROLL TL 3.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2141158 | PA      | $2130452.63   | 0.28%             | 2028-12-29      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                             | DUN & BRADSTREET CORP TLB 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    996298 | PA      | $989572.53    | 0.13%             | 2029-01-18      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                 | VFH PARENT LLC TLB 3.0             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2189570 | PA      | $2173148.36   | 0.28%             | 2029-01-13      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                        | RIVERBED TECHNOLOGY EXIT LN 6.0    | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |   1072064 | PA      | $461523.50    | 0.06%             | 2026-12-07      | Variable      | 10.54%                | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                        | RIVERBED TECHNOLOGY INC            | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EC               | CORP              | US        |      8710 | NS      | $2221.05      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                        | RIVERBED TECHNOLOGY INC            | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EP               | CORP              | US        |      9297 | NS      | $4694.99      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BENGAL DEBT MERGER SUB LLC                                     | NAKED JUICE LLC 2ND LN 6.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $821250.00    | 0.11%             | 2030-01-24      | Variable      | 10.68%                | No            |                  2 | On Loan: No      |
| BENGAL DEBT MERGER SUB LLC                                     | NAKED JUICE LLC 1ST LN 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1736263 | PA      | $1593333.40   | 0.21%             | 2029-01-24      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                               | ANCESTRY.COM INC TLB 3.25          | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2366150 | PA      | $2281867.54   | 0.30%             | 2027-12-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                            | ASCEND LEARNING LLC TLB 3.5        | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2178458 | PA      | $2073957.66   | 0.27%             | 2028-12-11      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                            | ASCEND LEARNING LLC TL 2LN 5.75    | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6246828 | PA      | $5401257.73   | 0.70%             | 2029-12-10      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| ASCEND PERFORMANCE MATERIALS OPERATIONS LLC                    | ASCEND PERFORMANCE TLB 4.75        | CUSIP: 04350TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3455063 | PA      | $3401371.29   | 0.44%             | 2026-08-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                    | ASURION LLC TLB8 3.25              | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1984753 | PA      | $1894824.31   | 0.25%             | 2026-12-23      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                    | ASURION LLC TLB9 3.25              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1473750 | PA      | $1389775.73   | 0.18%             | 2027-07-31      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                    | ASURION LLC 2ND LN TLB3 5.25       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1600000 | PA      | $1328800.00   | 0.17%             | 2028-01-31      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                                      | CUBIC CORPORATION TLB 4.25         | CUSIP: 04921TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3777568 | PA      | $3305371.80   | 0.43%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS CORP                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2028065.60   | 0.26%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                                       | ENVISION HEALTHCARE CORP TL 3.75   | CUSIP: 29373UAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    776140 | PA      | $190154.37    | 0.02%             | 2027-03-31      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                              | IMOLA MERGER CORP                  | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2611047.60   | 0.34%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIELSEN HOLDINGS LTD                                           | NIELSENIQ TLB 3.75                 | CUSIP: 45674PAF1<br>LEI: 549300ZVCBHQE0XHG367 | Long             | LON              | CORP              | GB        |   2978393 | PA      | $2632154.45   | 0.34%             | 2028-03-06      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                          | INNOPHOS HOLDINGS INC TLB 3.75     | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |   2700358 | PA      | $2689097.35   | 0.35%             | 2027-02-05      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| MRC GLOBAL (US) INC                                            | MRC GLOBAL US INC TLB 3.0          | CUSIP: 55345LAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2148087 | PA      | $2137346.82   | 0.28%             | 2024-09-20      | Variable      | 7.57%                 | No            |                  3 | On Loan: No      |
| ENDURE DIGITAL INC                                             | ENDURE DIGITAL INC TLB 3.5         | CUSIP: 29279UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1969479 | PA      | $1854599.34   | 0.24%             | 2028-02-10      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                                       | ENVISION HEALTHCARE  TL FIFO 7.88  | CUSIP: 29373UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279522 | PA      | $243883.36    | 0.03%             | 2027-03-31      | Variable      | 12.61%                | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                                       | ENVISION HEALTHCARE CORP TL 4.25   | CUSIP: 29373UAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1650419 | PA      | $656041.64    | 0.08%             | 2027-03-31      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                               | INSPIRE BRAND (AKA ARBYS) TLB 2.75 | CUSIP: 44988LAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1230620 | PA      | $1227740.41   | 0.16%             | 2025-02-05      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                               | INSPIRE BRANDS TLB 3.0             | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965000 | PA      | $1942893.75   | 0.25%             | 2027-12-15      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                       | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478473 | PA      | $458786.75    | 0.06%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                              | INVENERGY THERMAL OPER TLB 3.0     | CUSIP: 46123UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1320115 | PA      | $1313514.49   | 0.17%             | 2025-08-28      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Iridium Satelite                                               | IRIDIUM COMMUNICATIONS TLB2 2.5    | CUSIP: 46269KAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2771296 | PA      | $2769244.97   | 0.36%             | 2026-11-04      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                  | LIFE TIME FITNESS INC TLB 4.75     | CUSIP: 50218KAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2684339 | PA      | $2684339.08   | 0.35%             | 2024-12-16      | Variable      | 9.48%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                           | LADDER CAP FIN HOLDINGS/CAP FIN    | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962292.98    | 0.12%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                           | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881236.85    | 0.11%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                 | LOGAN MERGER SUB INC               | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1259331.43   | 0.16%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEATTLE SPINCO INC                                             | MICRO FOCUS SEATTLE SPINCO TLB 4.0 | CUSIP: 55280FAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1857089 | PA      | $1850125.15   | 0.24%             | 2027-02-26      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES HOLDINGS LLC                       | AMENTUM (MAVERICK) TLB 4.0         | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1466165 | PA      | $1450286.83   | 0.19%             | 2027-01-29      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                  | CORELOGIC INC TLB 3.5              | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   3703125 | PA      | $3134547.19   | 0.41%             | 2028-06-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                               | NEW FRONTERA HLDGS 2ND LN TL 1.5   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    339370 | PA      | $67874.00     | 0.01%             | 2028-07-28      | Variable      | 6.23%                 | No            |                  3 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                       | THYSSENKRUPP (VERTICAL) TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3550548 | PA      | $3483478.36   | 0.45%             | 2027-07-30      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                            | NOVOLEX (FLEX ACQ) TLB 4.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3880500 | PA      | $3807080.94   | 0.49%             | 2029-04-13      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INC                                             | SCIENTIFIC GAMES TLB 3.0           | CUSIP: 000000000<br>LEI: 529900JXALYBOHXKFM62 | Long             | LON              | CORP              | US        |   1913493 | PA      | $1906316.93   | 0.25%             | 2029-04-14      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC             | ELEMENT MATERIALS TLB 4.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    880723 | PA      | $872285.31    | 0.11%             | 2029-06-22      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHASER INC                                | VERACODE TL 4.75                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204899 | PA      | $1163329.76   | 0.15%             | 2029-05-02      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC             | ELEMENT MATERIALS TL DD 4.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    406487 | PA      | $402593.21    | 0.05%             | 2029-06-22      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE INC.                                      | RESTORATION HARDWARE TLB2 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3948234 | PA      | $3834722.54   | 0.50%             | 2028-10-20      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                         | BARRACUDA NETWORKS INC TLB 4.5     | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |   2666667 | PA      | $2580480.00   | 0.33%             | 2029-08-15      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                    | WESTINGHOUSE (BRKFLD) 1ST LN 3.75  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2119688 | PA      | $2119305.96   | 0.27%             | 2025-08-01      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                             | CDK GLOBAL TLB 4.5                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2520941 | PA      | $2513857.59   | 0.33%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                        | FIRST STUDENT BIDCO INC TLB 4.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2588987 | PA      | $2494488.71   | 0.32%             | 2028-07-21      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                    | CREATIVE ARTISTS AGENCY TLB 4.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1610502 | PA      | $1596409.80   | 0.21%             | 2026-11-27      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                   | PERATON CORP TLB 3.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4938745 | PA      | $4907877.57   | 0.64%             | 2028-02-01      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                      | AADVANTAGE LOYALTY TL 4.75         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   3919708 | PA      | $4021973.21   | 0.52%             | 2028-04-20      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                          | HUB INTERNATIONAL LTD TLB 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2114927 | PA      | $2112093.23   | 0.27%             | 2025-04-25      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                   | UNIVISION COMMUNICATIONS TLB 3.25  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4218125 | PA      | $4136040.29   | 0.54%             | 2029-01-31      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                         | COLUMBUS MCKINNON CORP TLB 2.75    | CUSIP: 000000000<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |   1287475 | PA      | $1283187.92   | 0.17%             | 2028-05-14      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER                                | HILTON GRAND VACATIONS TLB 3.0     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4218841 | PA      | $4218081.14   | 0.55%             | 2028-08-02      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                  | BLACKSTONE CQP TLB 3.75            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2364000 | PA      | $2366364.00   | 0.31%             | 2028-06-05      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                 | PROOFPOINT INC TLB 3.25            | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1980000 | PA      | $1939469.40   | 0.25%             | 2028-08-31      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | QUIKRETE HOLDINGS INC TLB1 3.0     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1517941 | PA      | $1511216.69   | 0.20%             | 2029-03-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| GCX HOLDINGS LTD                                               | AL GCX HOLDINGS LTD TLB 3.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BM        |   1776261 | PA      | $1776633.85   | 0.23%             | 2029-05-17      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                             | EVERI HOLDINGS 1ST LN TL 2.75      | CUSIP: 000000000<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |   2475482 | PA      | $2469293.32   | 0.32%             | 2028-08-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                  | APX GROUP INC TLB 3.50             | CUSIP: 000000000<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |   2323527 | PA      | $2296527.68   | 0.30%             | 2028-07-10      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                 | SABRE INC TLB1 3.50                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727977 | PA      | $669287.37    | 0.09%             | 2027-12-17      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                                           | NEW FRONTERA HOLDINGS              | CUSIP: BAX9UQG46<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |     64498 | NS      | $967.47       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STANDARD INDUSTRIES INC                                        | STANDARD INDUSTRIES INC TLB 2.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1785246 | PA      | $1783014.59   | 0.23%             | 2028-09-22      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| LEARFIELD COMMUNICATIONS LLC                                   | LEARFIELD COMMUNICATIONS TL 3.25   | CUSIP: 00165HAB9<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |   4137013 | PA      | $2771798.82   | 0.36%             | 2023-12-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2904254.76   | 0.38%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                               | ALIXPARTNERS TLB 2.75              | CUSIP: 01642PBB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2461187 | PA      | $2455378.80   | 0.32%             | 2028-02-04      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                | BWAY HOLDING CO TLB 3.25           | CUSIP: 05604XAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1968750 | PA      | $1949062.52   | 0.25%             | 2024-04-03      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                       | GREAT OUTDOORS GROUP LLC TLB1 3.75 | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6296759 | PA      | $6181842.79   | 0.80%             | 2028-03-06      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                    | WESTINGHOUSE TLB 2.75              | CUSIP: 11284EAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1477387 | PA      | $1474624.25   | 0.19%             | 2025-08-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                               | CINEMARK USA INC                   | CUSIP: 172441BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2050122.48   | 0.27%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                          | CITADEL SECURITIES TLB 3.0         | CUSIP: 17288YAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1209543 | PA      | $1211816.79   | 0.16%             | 2028-02-02      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC (PRE-MERGER)                | Clear Channel Outdoor Holdings Inc | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198952 | NS      | $379998.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LLC                                | TRAVERSE MIDSTREAM PARTNRS TLB 4.0 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2499708 | PA      | $2497833.46   | 0.32%             | 2024-09-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                  | CAESARS RESORT COLLECTION TL 2.75  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1417836 | PA      | $1415964.60   | 0.18%             | 2024-12-23      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ENTRAVISION COMMUN CORP                                        | ENTRAVISION COMM TLB 2.75          | CUSIP: 000000000<br>LEI: 549300SKHY2ALCLKV539 | Long             | LON              | CORP              | US        |   1046250 | PA      | $1023577.76   | 0.13%             | 2024-11-29      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| ALBEA BEAUTY HOLDINGS SA                                       | ALBEA BEAUTY HOLDINGS SA TLB 3.0   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    618536 | PA      | $593794.60    | 0.08%             | 2024-04-20      | Variable      | 7.48%                 | No            |                  3 | On Loan: No      |
| HUSKY INJECTION MOLDING SYSTEMS LTD (PRE-REINCORPORATION)      | HUSKY INJECTION MOLDING TLB 3.0    | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   1984375 | PA      | $1931967.67   | 0.25%             | 2025-03-28      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                         | GENESEE & WYOMING TLB 2.0          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1959698 | PA      | $1955406.02   | 0.25%             | 2026-12-30      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS                                               | BUCKEYE PARTNERS TLB 2.25          | CUSIP: 11823LAK1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   1969616 | PA      | $1969005.68   | 0.25%             | 2026-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                | CAST & CREW PAYROLL LLC TLB 3.75   | CUSIP: 14835JAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1979434 | PA      | $1973654.49   | 0.26%             | 2026-02-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| CCM MERGER                                                     | CCM MERGER INC                     | CUSIP: 14985VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934605.86   | 0.25%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                           | CENGAGE LEARNING INC TLB 4.75      | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   6248808 | PA      | $5945740.45   | 0.77%             | 2026-07-14      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                               | CHARTER COMMUNICATIONS TLB2 1.75   | CUSIP: 16117LBX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1521663 | PA      | $1515774.28   | 0.20%             | 2027-02-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US HOLDINGS INC                                    | CHARTER NEX FILMS TL 3.75          | CUSIP: 16125TAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4729795 | PA      | $4698531.12   | 0.61%             | 2027-12-01      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                                  | VERICAST-HARLAND CLARKE TL 7.75    | CUSIP: 181593AQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1059720 | PA      | $834910.68    | 0.11%             | 2026-06-16      | Variable      | 12.33%                | No            |                  2 | On Loan: No      |
| FINCO 1 LLC                                                    | FORTRESS INVESTMENT GROUP TLB 2.5  | CUSIP: 31774BAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1851362 | PA      | $1851824.90   | 0.24%             | 2025-06-27      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                     | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $303751.84    | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                       | NCR CORP TLB 2.5                   | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |   1923661 | PA      | $1911638.45   | 0.25%             | 2026-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC                | RUSSELL INV MGMT COMP TLB 3.0      | CUSIP: 78249LAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5466439 | PA      | $5351425.22   | 0.69%             | 2025-05-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                | LIONS GATE ENTERTAINMENT TLB 2.25  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1378625 | PA      | $1353355.26   | 0.18%             | 2025-03-24      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | UBER TECHNOLOGIES INC TLB 4.0      | CUSIP: 000000000<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |   4188786 | PA      | $4188869.96   | 0.54%             | 2025-04-04      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                          | FILTRATION GROUP CORP TLB 3.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    698116 | PA      | $694045.76    | 0.09%             | 2028-10-21      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| FIRST TRUST SENIOR LOAN ETF                                    | First Trust Senior Loan ETF        | CUSIP: 33738D309<br>LEI: N/A                  | Long             | EC               | RF                | CA        |     25000 | NS      | $1139250.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR SEASONS HOTELS LTD                                        | FOUR SEASONS HOTELS LTD TLB 3.25   | CUSIP: 35100DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1154910 | PA      | $1158951.94   | 0.15%             | 2029-11-30      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                                  | FREEPORT LNG INVESTMENTS TLB 3.5   | CUSIP: 35670CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3956989 | PA      | $3833333.03   | 0.50%             | 2028-12-21      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| GIP III STETSON I LP                                           | STETSON MIDSTREAM TLB 4.25         | CUSIP: 36173DAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3857817 | PA      | $3813451.91   | 0.49%             | 2025-07-18      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                               | GATES GLOBAL LLC TLB3 2.75         | CUSIP: 36740UAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1116372 | PA      | $1111214.70   | 0.14%             | 2027-03-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ANCHOR GLASS CONTAINER CORP                                    | ANCHOR GLASS CONTAINER CRP TL 2.75 | CUSIP: 37712UAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1551454 | PA      | $1105565.86   | 0.14%             | 2023-12-07      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| ANCHOR GLASS CONTAINER CORP                                    | ANCHOR GLASS CONTAINER CRP TL 5.0  | CUSIP: 37712UAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    470400 | PA      | $342216.00    | 0.04%             | 2023-12-07      | Variable      | 9.73%                 | No            |                  3 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                        | GRAHAM PACKAGING TLB 3.0           | CUSIP: 38469EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2045349 | PA      | $2035121.77   | 0.26%             | 2027-08-04      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                             | LONZA SPECIALTY INGREDIENTS        | CUSIP: 427169AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1053000 | PA      | $864532.84    | 0.11%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUBBARD RADIO LLC                                              | HUBBARD RADIO LLC TLB 3.0          | CUSIP: 44344HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2225632 | PA      | $1936299.94   | 0.25%             | 2025-03-28      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                                                      | SOPHIA LP TLB 3.5                  | CUSIP: 83578BAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1764169 | PA      | $1737529.80   | 0.22%             | 2027-10-07      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Star Tribune                                                   | STAR TRIBUNE CO                    | CUSIP: 85519YC08<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Team Hlth Hldgs                                                | TEAM HEALTH HOLDINGS INC TLB 5.25  | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   1639434 | PA      | $1356632.01   | 0.18%             | 2027-03-02      | Variable      | 9.81%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                                    | TELESAT LLC TLB 2.75               | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3156122 | PA      | $1440769.91   | 0.19%             | 2026-12-07      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                          | ALIGHT (TEMPO) ACQUISITION TLB 3.0 | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4920188 | PA      | $4923287.69   | 0.64%             | 2028-08-31      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                 | COX MEDIA GROUP TLB 3.5            | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2794225 | PA      | $2645208.95   | 0.34%             | 2026-12-17      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| TOSCA SERVICES LLC                                             | TOSCA SERVICES LLC TL 3.5          | CUSIP: 89148PAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3944810 | PA      | $3168984.32   | 0.41%             | 2027-08-18      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TRANSDIGM INC TLF 2.25             | CUSIP: 89364MBW3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2720511 | PA      | $2713410.17   | 0.35%             | 2025-12-09      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                             | TRONOX PIGMENTS TLB 2.5            | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   1301296 | PA      | $1287814.20   | 0.17%             | 2028-03-10      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | UBER TECHNOLOGIES INC TLB 3.5      | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |   3513968 | PA      | $3512492.31   | 0.45%             | 2027-02-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| USI INC                                                        | USI INC TLB 3.75                   | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3019712 | PA      | $3018956.87   | 0.39%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Verscend Holding                                               | VERSCEND HOLDING CORP TLB 4.0      | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4452131 | PA      | $4439397.68   | 0.57%             | 2025-08-27      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                               | API GROUP INC TLB 2.5              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1517075 | PA      | $1517075.42   | 0.20%             | 2026-10-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PARKWAY GENERATION LLC                                         | PARKWAY GENERATION LLC TLB 4.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3656482 | PA      | $3601634.34   | 0.47%             | 2029-02-18      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| PARKWAY GENERATION LLC                                         | PARKWAY GENERATION LLC TLC 4.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    479623 | PA      | $471589.55    | 0.06%             | 2029-02-18      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                        | UKG - ULTIMATE INC TL 1LN 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2940356 | PA      | $2889281.71   | 0.37%             | 2026-05-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                  | SS&C TECHNOLOGIES INC TLB3 1.75    | CUSIP: 78466DBD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    593187 | PA      | $591703.65    | 0.08%             | 2025-04-16      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                  | SS&C TECHNOLOGIES INC TLB4 1.75    | CUSIP: 78466DBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    521259 | PA      | $519955.48    | 0.07%             | 2025-04-16      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                           | SRS DISTRIBUTION INC TLB 3.75      | CUSIP: 78466YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3944937 | PA      | $3799132.47   | 0.49%             | 2028-06-02      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                   | VIRTUSA CORP TLB 3.75              | CUSIP: 92828KAK8<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   1488636 | PA      | $1471427.72   | 0.19%             | 2028-02-11      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| WILLIAM MORRIS ENDEAVOR ENTERTAINMENT LLC                      | WILLIAM MORRIS ENDEAVOR TLB 2.75   | CUSIP: 96925HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3318931 | PA      | $3295233.59   | 0.43%             | 2025-05-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                                  | WILSONART LLC TLE 3.5              | CUSIP: 97246FAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2231622 | PA      | $2165365.08   | 0.28%             | 2026-12-31      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                                        | STARS GROUP HOLDINGS BV TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   3350464 | PA      | $3342858.40   | 0.43%             | 2026-07-21      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                                          | POLAR US BORROWER LLC TLB 4.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1727110 | PA      | $1414797.09   | 0.18%             | 2025-10-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| MESSER INDUSTRIES USA INC                                      | MESSER INDUSTRIES TLB 2.5          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3541631 | PA      | $3530935.52   | 0.46%             | 2026-03-02      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                       | UNITED NATURAL FOODS INC TLB 4.25  | CUSIP: 000000000<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |   1654241 | PA      | $1656623.13   | 0.21%             | 2025-10-22      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVI                               | SEDGWICK CLAIMS MGMT TLB 3.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2386694 | PA      | $2374426.39   | 0.31%             | 2025-12-31      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY LLC                                      | CARROLL CNTY ENERGY LLC TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1211067 | PA      | $1153540.97   | 0.15%             | 2026-02-16      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH                                                   | ATHENAHEALTH INC TLB 3.5           | CUSIP: 000000000<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |   2736823 | PA      | $2588568.94   | 0.33%             | 2029-02-15      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| MYOB INVEST CO PTY LTD                                         | MYOB TLB 4.0                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |   1592250 | PA      | $1515949.38   | 0.20%             | 2026-05-06      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                    | STAPLES INC TL 5.0                 | CUSIP: 000000000<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1663650 | PA      | $1554547.66   | 0.20%             | 2026-04-16      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                       | SOTHEBYS TLB 4.5                   | CUSIP: 08883CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4144191 | PA      | $4123469.89   | 0.53%             | 2027-01-15      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| COLORADO BUYER INC                                             | COLORADO BUYER INC TLB 3.0         | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1918579 | PA      | $1558500.19   | 0.20%             | 2024-05-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                  | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  27389923 | NS      | $27378967.46  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTIUM PACKAGING LLC                                           | CONSOLIDATED CONTAINER TL 2.75     | CUSIP: 20902CAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1366957 | PA      | $1348379.59   | 0.17%             | 2028-02-03      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                                             | COVIA HLDS TLB EXIT FIN 4.0        | CUSIP: 22305CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3080573 | PA      | $3024352.54   | 0.39%             | 2026-07-31      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| DTZ US BORROWER LLC                                            | CUSHMAN & WAKEFIELD TLB 2.75       | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2340686 | PA      | $2328982.48   | 0.30%             | 2025-08-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| DAWN ACQUISITION LLC                                           | DAWN ACQUISITION LLC TLB 3.75      | CUSIP: 23923HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5211951 | PA      | $3342841.39   | 0.43%             | 2025-12-31      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                       | DIAMOND SPORTS GROUP LLC           | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2591000 | PA      | $188851.18    | 0.02%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                              | DISH NETWORK CORP                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $981438.26    | 0.13%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MONOTYPE IMAGING HOLDINGS INC                                  | MONOTYPE IMAGING HLDS TLB 5.0      | CUSIP: 61022YAG6<br>LEI: 5299007REVJB2Z6GIU09 | Long             | LON              | CORP              | US        |   1900938 | PA      | $1881928.13   | 0.24%             | 2026-10-09      | Variable      | 9.68%                 | No            |                  3 | On Loan: No      |
| EMERALD EXPOSITIONS HOLDING INC                                | EMERALD EXPOSITIONS HLDGS TLB 2.75 | CUSIP: 000000000<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |   2223710 | PA      | $2177567.65   | 0.28%             | 2024-05-22      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CBAC BORROWER LLC                                              | CBAC HORSESHOE CASINOS TLB 4.0     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3811290 | PA      | $3725536.12   | 0.48%             | 2024-07-08      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| TTM TECH INC                                                   | TTM TECHNOLOGIES INC TL 2.5        | CUSIP: 000000000<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |    894782 | PA      | $891426.50    | 0.12%             | 2024-09-28      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                    | ASURION LLC TLB7 3.0               | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1308338 | PA      | $1293409.87   | 0.17%             | 2024-11-03      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                       | IHEART COMMUNICATIONS TLB 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1703204 | PA      | $1674812.08   | 0.22%             | 2026-05-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                         | VIAGOGO/STUB HUB TLB 3.5           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989471 | PA      | $1666182.28   | 0.22%             | 2027-02-12      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                       | ELANCO ANIMAL HEALTH TLB 1.75      | CUSIP: 000000000<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1844274 | PA      | $1814305.00   | 0.23%             | 2027-08-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHCROSS ENERGY PARTNERS LLC                                 | SOUTHCROSS ENERGY PARTNERS LLC     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107918 | NS      | $809.39       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHCROSS ENERGY PARTNERS LLC                                 | SOUTHCROSS ENERGY PARTNERS A UNITS | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2041444 | NS      | $112279.42    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CONSERVICE MIDCO LLC                                           | CONSERVICE MIDCO LLC TLB 4.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4423529 | PA      | $4366376.55   | 0.56%             | 2027-05-13      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                            | WHITE CAP BUYER LLC TLB 4.0        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3927763 | PA      | $3889192.05   | 0.50%             | 2027-10-19      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| WEBER STEPHEN PRODUCTS LLC                                     | WEBER-STEPHEN PRODS TLB 3.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5102900 | PA      | $4454831.39   | 0.58%             | 2027-10-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENTS INC                                          | ARUBA INVESTMENTS INC TLB 4.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1463869 | PA      | $1449230.50   | 0.19%             | 2027-11-24      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HLD                                                | ULTRA CLEAN HOLDINGS TLB 3.75      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2784004 | PA      | $2784003.61   | 0.36%             | 2025-08-27      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                               | ITT HOLDINGS LLC TLB 2.75          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4343843 | PA      | $4346580.02   | 0.56%             | 2028-07-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                 | SABRE INC TLB2 3.50                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1160438 | PA      | $1066883.82   | 0.14%             | 2027-12-17      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                        | FIRST STUDENT/TRANSIT TLB 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2129931 | PA      | $2008354.90   | 0.26%             | 2028-07-21      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                        | FIRST STUDENT/TRANSIT TLC 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    794158 | PA      | $748827.33    | 0.10%             | 2028-07-21      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                | WHATABRANDS LLC TLB 3.25           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4738851 | PA      | $4683406.78   | 0.61%             | 2028-08-03      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CLOUDERA INC                                                   | CLOUDERA INC TLB 3.75              | CUSIP: 000000000<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   2706566 | PA      | $2594595.84   | 0.34%             | 2028-10-08      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                  | DIAMOND BC BV (DIVERSEY) TL 3.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   4125919 | PA      | $4076573.42   | 0.53%             | 2028-09-29      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                                          | MCAFEE LLC TLB 4.0                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4072658 | PA      | $3835955.47   | 0.50%             | 2029-03-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| WMB HOLDINGS INC                                               | CSC (CORPORATION SERVICE) TLB 3.25 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1287994 | PA      | $1287426.88   | 0.17%             | 2029-11-02      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                             | CITRIX SYSTEMS INC TLB 4.5         | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2023480 | PA      | $1864130.72   | 0.24%             | 2029-03-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTAR LIMITED                              | ENTAIN PLC TLB2 3.5                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |   1327748 | PA      | $1328743.94   | 0.17%             | 2029-10-31      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                 | GO DADDY INC TLB5 3.25             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1132651 | PA      | $1135630.16   | 0.15%             | 2029-11-09      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| CINEWORLD GROUP PLC                                            | Cineworld Group PLC                | CUSIP: 000000000<br>LEI: 213800J2J3TOOI176M73 | N/A              | DE               | CORP              | GB        |    239433 | NS      | $8117.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                              | BURGER KING TLB4 1.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   4146990 | PA      | $4096645.52   | 0.53%             | 2026-11-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTL INC                                             | MCDERMOTT INTL INC EQUITY          | CUSIP: 000000000<br>LEI: ZAKWBIG8QLOPMZ888610 | Long             | EC               | CORP              | PA        |    184336 | NS      | $76130.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERITAS US INC                                                 | VERITAS US INC TLB 5.0             | CUSIP: G9341JAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2415328 | PA      | $1633365.87   | 0.21%             | 2025-09-01      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                       | VIRGIN MEDIA TLN 2.5               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1987760.00   | 0.26%             | 2028-01-31      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII SARL                                   | NESTLE SKIN HEALTH TLB3 3.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   4882544 | PA      | $4778789.49   | 0.62%             | 2026-10-01      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                     | MCDERMOTT INTL EXIT TL 4.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    446366 | PA      | $239645.23    | 0.03%             | 2025-06-30      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                     | MCDERMOTT INTL EXIT TL 3.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     33314 | PA      | $20488.21     | 0.00%             | 2024-06-28      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Columbia Funds Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer