# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013506
**Filing Date:** 2023-2
**Character Count:** 202948
**Document Hash:** 2dcedffa8dec2f2f3a4ddd4c17724e27
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013506.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013506

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683233

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/PPM AMERICA FLOATING RATE INCOME FUND (Series ID: S000030878)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000095821 | JNL/PPM AMERICA FLOATING RATE INCOME FUND (A) |  |
| C000192211 | JNL/PPM AMERICA FLOATING RATE INCOME FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/PPM America Floating Rate Income Fund

- **b. EDGAR series identifier (if any):** S000030878

- **c. LEI of Series:** 1O7QZWOIU4UVOH40U082

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1293448473.76

**Total Liabilities:** $77344497.96

**Net Assets:** $1216103975.80

**Cash Not Reported:** $13931406.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** -2657.741775348892 | **5-Year:** -5365.275224454349 | **10-Year:** -96.969741718259 | **30-Year:** 0.000000000000

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

- **3-Month:** -507.670163291365 | **1-Year:** -48324.698050576830 | **5-Year:** -287130.895565959115 | **10-Year:** -34553.615416785074 | **30-Year:** -406.290448000619

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000095821 | 0.75%                | 1.50%                | 0.09%                |
| Class ID C000192211 | 0.84%                | 1.48%                | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1272038.23             | $3777511.52                                |
| Month 2  | $-6819731.11             | $16869983.95                               |
| Month 3  | $-6056085.37             | $-848193.31                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DaVita, Inc.                                              | DaVita, Inc.                                              | CUSIP: 23918VAY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2083887 | PA      | $2027372.45   | 0.17%             | 2026-07-30      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                                 | Coral-US Co-Borrower, LLC                                 | CUSIP: G7739PAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $965750.00    | 0.08%             | 2028-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                         | CenturyLink, Inc.                                         | CUSIP: 15669GAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4958695 | PA      | $4702776.73   | 0.39%             | 2027-03-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                    | Cushman & Wakefield U.S. Borrower, LLC                    | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994885 | PA      | $970370.96    | 0.08%             | 2025-08-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Plaze, Inc.                                               | Plaze, Inc.                                               | CUSIP: 72819QAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    984962 | PA      | $879078.92    | 0.07%             | 2026-08-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Venga Finance Sarl                                        | Venga Finance Sarl                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   4572740 | PA      | $4178340.72   | 0.34%             | 2028-11-03      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                     | Gray Television, Inc.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2100000 | PA      | $2034816.00   | 0.17%             | 2028-10-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                       | Navient Corporation                                       | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2168083.17   | 0.18%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                           | Go Daddy Operating Company, LLC                           | CUSIP: 38017BAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994898 | PA      | $984332.14    | 0.08%             | 2027-08-10      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                   | OneDigital Borrower LLC                                   | CUSIP: 68277FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2097765 | PA      | $1977143.07   | 0.16%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                               | Four Seasons Hotels Limited                               | CUSIP: 35100DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $89967.60     | 0.01%             | 2029-11-30      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.              | Brand Energy & Infrastructure Services, Inc.              | CUSIP: 10524MAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2572906 | PA      | $2296318.84   | 0.19%             | 2024-06-16      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Inotiv, Inc.                                              | Inotiv, Inc.                                              | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |      3110 | NS      | $15363.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Bristol LLC                                  | Virgin Media Bristol LLC                                  | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7800000 | PA      | $7657962.00   | 0.63%             | 2027-10-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                | Gainwell Acquisition Corp.                                | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4652224 | PA      | $4355644.55   | 0.36%             | 2027-08-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                            | Wyndham Hotels & Resorts, Inc.                            | CUSIP: 98310CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $998000.00    | 0.08%             | 2025-03-29      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| International Textile Group, Inc                          | International Textile Group, Inc                          | CUSIP: 46049BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28617 | PA      | $19793.57     | 0.00%             | 2024-04-19      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| INEOS Enterprises Holdings US Finco LLC                   | INEOS Enterprises Holdings US Finco LLC                   | CUSIP: G4770QAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3338594 | PA      | $3194634.27   | 0.26%             | 2026-07-29      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Company                            | Pacific Gas & Electric Company                            | CUSIP: 69338CAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7529017 | PA      | $7460803.65   | 0.61%             | 2025-06-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                       | CNT Holdings I Corp                                       | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4323000 | PA      | $4177098.75   | 0.34%             | 2027-10-16      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                                        | Gloves Buyer, Inc.                                        | CUSIP: 37987UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7713238 | PA      | $7019046.80   | 0.58%             | 2027-12-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                  | Proampac PG Borrower LLC                                  | CUSIP: 74274NAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    407862 | PA      | $389336.77    | 0.03%             | 2025-11-03      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                  | Proampac PG Borrower LLC                                  | CUSIP: 74274NAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190944 | PA      | $182270.96    | 0.01%             | 2025-11-03      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                         | UFC Holdings, LLC                                         | CUSIP: 90266UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1959119 | PA      | $1930829.23   | 0.16%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                      | CP Atlas Buyer, Inc.                                      | CUSIP: 12658HAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7442294 | PA      | $6498611.36   | 0.53%             | 2027-11-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                     | Citadel Securities LP                                     | CUSIP: 17288YAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997468 | PA      | $976770.88    | 0.08%             | 2028-02-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC                                               | CUSIP: 04649VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3500000 | PA      | $2715405.00   | 0.22%             | 2028-02-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                  | Proampac PG Borrower LLC                                  | CUSIP: 74274NAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34476 | PA      | $32910.36     | 0.00%             | 2025-11-03      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                             | RealPage, Inc                                             | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5718692 | PA      | $5427038.23   | 0.45%             | 2028-02-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                                          | Spin Holdco Inc.                                          | CUSIP: 84850XAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6792115 | PA      | $5703678.43   | 0.47%             | 2028-02-26      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                        | TKC Holdings, Inc.                                        | CUSIP: 87256FAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6652770 | PA      | $5530115.05   | 0.45%             | 2028-05-03      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                         | Arches Buyer Inc.                                         | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3987697 | PA      | $3680325.29   | 0.30%             | 2027-12-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Limited                               | ION Trading Finance Limited                               | CUSIP: L5582BAV9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5476600 | PA      | $5179275.40   | 0.43%             | 2028-03-26      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                         | BCPE North Star US HoldCo 2, Inc.                         | CUSIP: 05552DAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1919798 | PA      | $1756614.74   | 0.14%             | 2028-06-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                          | Proofpoint, Inc.                                          | CUSIP: 74345HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997487 | PA      | $957029.35    | 0.08%             | 2028-06-09      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| RLG Holdings, LLC                                         | RLG Holdings, LLC                                         | CUSIP: 74970AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3191642 | PA      | $2997494.23   | 0.25%             | 2028-07-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| RLG Holdings, LLC                                         | RLG Holdings, LLC                                         | CUSIP: 74970AAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $932500.00    | 0.08%             | 2029-07-02      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                  | AI Aqua Merger Sub, Inc.                                  | CUSIP: 00132UAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5259817 | PA      | $4946437.55   | 0.41%             | 2028-06-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                     | Superannuation and Investments US LLC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    670000 | PA      | $657296.80    | 0.05%             | 2028-09-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                     | Vertical US Newco Inc                                     | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2328668 | PA      | $2236988.08   | 0.18%             | 2027-07-29      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                     | Vertical US Newco Inc                                     | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    656351 | PA      | $630510.48    | 0.05%             | 2027-07-29      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower, LLC                                  | Red Planet Borrower, LLC                                  | CUSIP: 57165KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6063744 | PA      | $3704947.43   | 0.30%             | 2028-09-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners, Inc.                            | U.S. Anesthesia Partners, Inc.                            | CUSIP: 90350HAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7488212 | PA      | $7118893.86   | 0.59%             | 2028-09-22      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                | Trident TPI Holdings, Inc.                                | CUSIP: 00216EAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101087 | PA      | $96898.92     | 0.01%             | 2026-07-22      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                            | Intelsat Jackson Holdings S.A.                            | CUSIP: L5137LAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5846521 | PA      | $5633532.13   | 0.46%             | 2029-01-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                               | CUSIP: 22704NAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7782660 | PA      | $7617278.25   | 0.63%             | 2029-01-27      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                    | Chart Industries, Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7345010 | PA      | $7257824.64   | 0.60%             | 2029-12-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                                        | LTI Holdings, Inc.                                        | CUSIP: 50217UAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1627776 | PA      | $1555030.21   | 0.13%             | 2025-08-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower, LLC                                    | Polar US Borrower, LLC                                    | CUSIP: 80643UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3050142 | PA      | $2449264.15   | 0.20%             | 2025-08-21      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower, LLC                                    | Polar US Borrower, LLC                                    | CUSIP: 80643UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2653809 | PA      | $2131008.24   | 0.18%             | 2025-08-21      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Callaway Golf Company                                     | Callaway Golf Company                                     | CUSIP: 13119DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3718608 | PA      | $3704662.92   | 0.30%             | 2025-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                      | Carnival Corporation                                      | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6876574 | PA      | $6574486.39   | 0.54%             | 2025-06-29      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global, Inc.                         | Rackspace Technology Global, Inc.                         | CUSIP: 75009XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997468 | PA      | $619786.93    | 0.05%             | 2028-02-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Advisor Group, Inc.                                       | Advisor Group, Inc.                                       | CUSIP: 00775KAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2450547 | PA      | $2392616.30   | 0.20%             | 2026-07-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                      | Constant Contact Inc                                      | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    996028 | PA      | $872769.11    | 0.07%             | 2024-12-31      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc.                            | Catalent Pharma Solutions Inc.                            | CUSIP: 14880BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700000 | PA      | $687533.00    | 0.06%             | 2026-05-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.               | DG Investment Intermediate Holdings 2, Inc.               | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6361963 | PA      | $6075674.39   | 0.50%             | 2024-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                       | Insulet Corporation                                       | CUSIP: 45784QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    685000 | PA      | $674300.30    | 0.06%             | 2028-04-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                | Pretium PKG Holdings, Inc.                                | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $603130.01    | 0.05%             | 2029-09-22      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                      | Banff Merger Sub Inc                                      | CUSIP: 10318UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1835000.00   | 0.15%             | 2026-03-23      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.            | MedAssets Software Intermediate Holdings, Inc.            | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4996578 | PA      | $4209617.23   | 0.35%             | 2028-11-18      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                 | Great Outdoors Group, LLC                                 | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14647944 | PA      | $14043716.30  | 1.15%             | 2028-02-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Solis IV BV                                               | Solis IV BV                                               | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2260728 | PA      | $1980148.81   | 0.16%             | 2029-02-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                              | Camelot U.S. Acquisition LLC                              | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390267 | PA      | $383534.80    | 0.03%             | 2026-10-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.                      | Klockner-Pentaplast of America, Inc.                      | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7527957 | PA      | $6655165.68   | 0.55%             | 2026-02-04      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                            | National Mentor Holdings, Inc.                            | CUSIP: 63689EAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2350490 | PA      | $1636199.36   | 0.13%             | 2028-02-18      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                            | National Mentor Holdings, Inc.                            | CUSIP: 63689EAT2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167551 | PA      | $116633.93    | 0.01%             | 2028-02-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                | Trident TPI Holdings, Inc.                                | CUSIP: 00216EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1891814 | PA      | $1813436.01   | 0.15%             | 2026-07-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing Designated Activity Company | LCPR Senior Secured Financing Designated Activity Company | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1469324.25   | 0.12%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                                | Knight Health Holdings LLC                                | CUSIP: 49902TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7031481 | PA      | $4095837.79   | 0.34%             | 2028-12-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                            | Entegris, Inc.                                            | CUSIP: 29362LAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    801603 | PA      | $798597.20    | 0.07%             | 2029-03-02      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                      | Olympus Water US Holding Corporation                      | CUSIP: 68163YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997494 | PA      | $964576.70    | 0.08%             | 2028-11-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                      | Scientific Games International, Inc.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5200000 | PA      | $5116436.00   | 0.42%             | 2029-04-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                                  | Oscar AcquisitionCo, LLC                                  | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    538650 | PA      | $508690.29    | 0.04%             | 2029-04-29      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                     | AssuredPartners, Inc.                                     | CUSIP: 04621HAU7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    324188 | PA      | $321555.10    | 0.03%             | 2027-02-13      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                             | Focus Financial Partners, LLC                             | CUSIP: 34416DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    613462 | PA      | $605285.04    | 0.05%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                | Trident TPI Holdings, Inc.                                | CUSIP: 00216EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4418995 | PA      | $4359603.30   | 0.36%             | 2024-10-05      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| International Textile Group, Inc                          | International Textile Group, Inc                          | CUSIP: 46049BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3046129 | PA      | $2106915.84   | 0.17%             | 2024-04-19      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                    | SS&C Technologies Inc.                                    | CUSIP: 78466DBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1246566 | PA      | $1223192.82   | 0.10%             | 2025-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                           | CommScope, Inc.                                           | CUSIP: 20337EAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994859 | PA      | $935415.82    | 0.08%             | 2026-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                          | Pike Corporation                                          | CUSIP: 72108PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $984840.00    | 0.08%             | 2028-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                 | Liberty Media Corporation                                 | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $784150.65    | 0.06%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.              | Brand Energy & Infrastructure Services, Inc.              | CUSIP: 10524MAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1097773 | PA      | $979762.60    | 0.08%             | 2024-06-17      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                           | Traverse Midstream Partners LLC                           | CUSIP: 89435TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5382486 | PA      | $5363970.01   | 0.44%             | 2024-09-22      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Harbourvest Partners, LLC                                 | Harbourvest Partners, LLC                                 | CUSIP: 41165QAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950858 | PA      | $943488.50    | 0.08%             | 2025-02-21      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Quest Software US Holdings Inc.                           | Quest Software US Holdings Inc.                           | CUSIP: 74834YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6372103 | PA      | $4888613.56   | 0.40%             | 2029-01-19      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                    | Chemours Company (The)                                    | CUSIP: 16384YAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1078913 | PA      | $1057161.75   | 0.09%             | 2025-03-27      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                                       | Endure Digital Inc.                                       | CUSIP: 29279UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6775566 | PA      | $6072601.24   | 0.50%             | 2028-01-27      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Flexera Software LLC                                      | Flexera Software LLC                                      | CUSIP: 33937KAV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498723 | PA      | $477372.86    | 0.04%             | 2028-01-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                   | Park River Holdings Inc                                   | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2881102 | PA      | $2510159.90   | 0.21%             | 2028-01-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                         | Clarios Global LP                                         | CUSIP: C8000CAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4889600.00   | 0.40%             | 2026-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                       | Insulet Corporation                                       | CUSIP: 45784QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64835 | PA      | $63822.71     | 0.01%             | 2028-04-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower, LLC                                  | Sweetwater Borrower, LLC                                  | CUSIP: 87168EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4416413 | PA      | $4085182.06   | 0.34%             | 2024-12-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                | Pretium PKG Holdings, Inc.                                | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $603129.99    | 0.05%             | 2029-09-22      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                         | DexKo Global Inc.                                         | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1162975 | PA      | $1039734.25   | 0.09%             | 2028-09-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                     | MKS Instruments, Inc.                                     | CUSIP: 55314NAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $983784.38    | 0.08%             | 2029-04-08      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BBB Industries LLC                                        | BBB Industries LLC                                        | CUSIP: 12125BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4096500 | PA      | $3693691.16   | 0.30%             | 2029-06-30      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1  | United Airlines Pass Through Certificates, Series 2015-1  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    856000 | PA      | $747042.75    | 0.06%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings, Inc                                        | WOOF Holdings, Inc                                        | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994937 | PA      | $933578.95    | 0.08%             | 2027-12-16      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                     | CMG Media Corporation                                     | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8713890 | PA      | $8139731.57   | 0.67%             | 2026-12-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| LSF11 Skyscraper Holdco S.a r.l.                          | LSF11 Skyscraper Holdco S.a r.l.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2825063 | PA      | $2740311.39   | 0.23%             | 2027-09-30      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| Trinseo Materials Operating S.C.A.                        | Trinseo Materials Operating S.C.A.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2100000 | PA      | $1950375.00   | 0.16%             | 2028-05-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Priority Payment Systems Holdings, LLC                    | Priority Payment Systems Holdings, LLC                    | CUSIP: 74275TAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4751309 | PA      | $4715673.89   | 0.39%             | 2027-04-21      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Priority Payment Systems Holdings, LLC                    | Priority Payment Systems Holdings, LLC                    | CUSIP: 74275TAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12090 | PA      | $11999.06     | 0.00%             | 2027-04-21      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                             | Edelman Financial Center, LLC                             | CUSIP: 27943UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2075513 | PA      | $1931784.10   | 0.16%             | 2028-03-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Academy, Ltd.                                             | Academy, Ltd.                                             | CUSIP: 00400YAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    358274 | PA      | $355436.72    | 0.03%             | 2027-11-05      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                         | BCPE North Star US HoldCo 2, Inc.                         | CUSIP: 05552DAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2184070 | PA      | $1998424.08   | 0.16%             | 2028-06-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Azurity Pharmaceuticals, Inc.                             | Azurity Pharmaceuticals, Inc.                             | CUSIP: 05502CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3030500 | PA      | $2810788.75   | 0.23%             | 2027-09-28      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                           | ABG Intermediate Holdings 2 LLC                           | CUSIP: 00076VAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2275000.00   | 0.19%             | 2029-12-10      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                           | ABG Intermediate Holdings 2 LLC                           | CUSIP: 00076VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7450361 | PA      | $7198911.32   | 0.59%             | 2028-12-08      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Accelerated Health Systems, LLC                           | Accelerated Health Systems, LLC                           | CUSIP: 04747LAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9050520 | PA      | $7319608.06   | 0.60%             | 2029-02-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                             | Acrisure, LLC                                             | CUSIP: 00489LAA1<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1954276.33   | 0.16%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dish Network Corporation                                  | Dish Network Corporation                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293076.03    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC  | Fortress Transportation And Infrastructure Investors LLC  | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2577000 | PA      | $2424662.06   | 0.20%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stagwell Inc.                                             | Stagwell Inc.                                             | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1488021.28   | 0.12%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                            | Caesars Resort Collection, LLC                            | CUSIP: 12769LAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3425735 | PA      | $3414875.34   | 0.28%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                    | Aramark Services, Inc.                                    | CUSIP: 03852JAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $992190.00    | 0.08%             | 2025-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Auris Luxembourg III S.a.r.l.                             | Auris Luxembourg III S.a.r.l.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8067 | PA      | $7166.50      | 0.00%             | 2025-07-23      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Auris Luxembourg III S.a.r.l.                             | Auris Luxembourg III S.a.r.l.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8067 | PA      | $7166.50      | 0.00%             | 2025-07-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp.                               | Onex TSG Intermediate Corp.                               | CUSIP: 68276QAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4288809 | PA      | $3807261.85   | 0.31%             | 2028-02-23      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| ADS Tactical, Inc.                                        | ADS Tactical, Inc.                                        | CUSIP: 00737BAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    986667 | PA      | $880600.00    | 0.07%             | 2028-03-04      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                        | II-VI Incorporated                                        | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    979643 | PA      | $967152.41    | 0.08%             | 2028-12-08      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                   | Uber Technologies, Inc.                                   | CUSIP: 90351JAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496021 | PA      | $1492011.88   | 0.12%             | 2027-02-16      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CCRR Parent, Inc                                          | CCRR Parent, Inc                                          | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2457961 | PA      | $2334030.45   | 0.19%             | 2028-03-06      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                   | First Student Bidco Inc                                   | CUSIP: 33718FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2164776 | PA      | $1950549.45   | 0.16%             | 2028-07-12      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                             | Acrisure, LLC                                             | CUSIP: 00488PAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493750 | PA      | $467981.19    | 0.04%             | 2027-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                      | Herschend Entertainment Company, LLC                      | CUSIP: 42778EAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3458320 | PA      | $3419413.45   | 0.28%             | 2028-08-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Brook and Whittle Holding Corp.                           | Brook and Whittle Holding Corp.                           | CUSIP: 58985XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4959719 | PA      | $4348036.75   | 0.36%             | 2028-12-14      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                       | Owens & Minor, Inc.                                       | CUSIP: 69073LAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2585170 | PA      | $2585170.18   | 0.21%             | 2029-03-23      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                       | Owens & Minor, Inc.                                       | CUSIP: 69073LAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1273196 | PA      | $1273196.32   | 0.10%             | 2029-03-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                               | McAfee, LLC                                               | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3168750 | PA      | $2941835.81   | 0.24%             | 2029-02-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                      | Scientific Games International, Inc.                      | CUSIP: 80875AAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496241 | PA      | $1472196.01   | 0.12%             | 2029-04-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                          | GVC Holdings (Gibraltar) Limited                          | CUSIP: 36270BAB8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2111000 | PA      | $2098692.87   | 0.17%             | 2029-10-18      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                        | Finastra USA, Inc.                                        | CUSIP: 02034DAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950000 | PA      | $703342.00    | 0.06%             | 2025-04-27      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Securus Technologies Holdings, Inc.                       | Securus Technologies Holdings, Inc.                       | CUSIP: 78410QAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997382 | PA      | $742271.63    | 0.06%             | 2024-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Securus Technologies Holdings, Inc.                       | Securus Technologies Holdings, Inc.                       | CUSIP: 78410QAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $259700.00    | 0.02%             | 2025-06-30      | Floating      | 12.66%                | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                | Golden Entertainment, Inc.                                | CUSIP: 38101JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    958333 | PA      | $954739.58    | 0.08%             | 2024-06-10      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Zep Inc.                                                  | Zep Inc.                                                  | CUSIP: 98944EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2445360 | PA      | $2105455.21   | 0.17%             | 2024-08-11      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                        | Altice France S.A.                                        | CUSIP: F6628DAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4858683 | PA      | $4508468.71   | 0.37%             | 2026-07-13      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                   | PUG LLC                                                   | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3511400 | PA      | $2891040.96   | 0.24%             | 2027-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AMS-Osram AG                                              | AMS-Osram AG                                              | CUSIP: 03217CAA4<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2456774.93   | 0.20%             | 2025-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                              | Antero Midstream Partners LP                              | CUSIP: 03690AAD8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2532009.01   | 0.21%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                       | Station Casinos LLC                                       | CUSIP: 85769EAZ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994824 | PA      | $969435.78    | 0.08%             | 2027-01-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                           | CUSIP: 89364MBQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2493590 | PA      | $2464190.32   | 0.20%             | 2025-05-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                             | Ascent Resources - Utica, LLC                             | CUSIP: 04364VAG8<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3660680.84   | 0.30%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NMG Holding Company, Inc.                                 | NMG Holding Company, Inc.                                 | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2299632.82   | 0.19%             | 2026-04-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                    | Verscend Holding Corp.                                    | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5030367 | PA      | $4988161.76   | 0.41%             | 2025-08-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                        | Groupe Solmax Inc.                                        | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1907373 | PA      | $1573582.50   | 0.13%             | 2024-12-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                        | Groupe Solmax Inc.                                        | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1327176 | PA      | $1094920.22   | 0.09%             | 2024-12-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                        | Groupe Solmax Inc.                                        | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1325272 | PA      | $1093349.67   | 0.09%             | 2024-12-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| NortonLifeLock Inc.                                       | NortonLifeLock Inc.                                       | CUSIP: 66877AAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $981460.00    | 0.08%             | 2029-01-28      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corporation                       | Ali Group North America Corporation                       | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    941038 | PA      | $931797.01    | 0.08%             | 2028-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                        | Alliant Holdings Intermediate, LLC                        | CUSIP: 01881UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1243703 | PA      | $1213940.97   | 0.10%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                       | Radiate Holdco, LLC                                       | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5110458 | PA      | $4132571.96   | 0.34%             | 2026-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation             | PECF USS Intermediate Holding III Corporation             | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3235736 | PA      | $2688799.38   | 0.22%             | 2028-11-04      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Petmate                                                   | Petmate                                                   | CUSIP: 04638LAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5247000 | PA      | $3917777.49   | 0.32%             | 2028-09-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                  | New Fortress Energy Inc.                                  | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23701.16     | 0.00%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Global Tel*Link Corporation                               | Global Tel*Link Corporation                               | CUSIP: 37959JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5038955 | PA      | $4330377.27   | 0.36%             | 2025-11-29      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                 | Zayo Group Holdings, Inc.                                 | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1210815.00   | 0.10%             | 2027-02-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                             | Dynasty Acquisition Co., Inc.                             | CUSIP: 26812CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2704898 | PA      | $2573304.67   | 0.21%             | 2026-04-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                 | Mileage Plus Holdings LLC                                 | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2063970 | PA      | $2120213.18   | 0.17%             | 2023-12-31      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                 | Cablevision Lightpath LLC                                 | CUSIP: 12687HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2695000 | PA      | $2572054.10   | 0.21%             | 2027-09-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                              | Alliance Laundry Systems LLC                              | CUSIP: 01862LAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4237850 | PA      | $4149914.93   | 0.34%             | 2027-09-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                             | Wilsonart LLC                                             | CUSIP: 97246FAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6976605 | PA      | $6624286.37   | 0.54%             | 2026-12-19      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| One Call Corporation                                      | One Call Corporation                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2917174 | PA      | $2382368.29   | 0.20%             | 2027-04-08      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                               | Allied Universal Holdco LLC                               | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9116847 | PA      | $8643955.71   | 0.71%             | 2028-05-04      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                           | APX Group, Inc.                                           | CUSIP: 00213NAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989738 | PA      | $1960508.60   | 0.16%             | 2028-07-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                              | MPH Acquisition Holdings LLC                              | CUSIP: 55328HAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2808668 | PA      | $2387367.61   | 0.20%             | 2028-08-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                              | Sophia, L.P.                                              | CUSIP: 83578BAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492443 | PA      | $1437416.93   | 0.12%             | 2027-10-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pelican Products, Inc.                                    | Pelican Products, Inc.                                    | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3066479 | PA      | $2729166.73   | 0.22%             | 2028-11-16      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Pelican Products, Inc.                                    | Pelican Products, Inc.                                    | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2841964 | PA      | $2529348.22   | 0.21%             | 2028-11-16      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                       | Altice Financing SA                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3811100 | PA      | $3639600.51   | 0.30%             | 2027-10-31      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                              | Camelot U.S. Acquisition LLC                              | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    472107 | PA      | $463963.39    | 0.04%             | 2026-10-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Portillo's Holdings, LLC                                  | Portillo's Holdings, LLC                                  | CUSIP: 73641VAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1515750 | PA      | $1501547.43   | 0.12%             | 2024-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| kdc/one Development Corporation, Inc.                     | kdc/one Development Corporation, Inc.                     | CUSIP: C4953EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    847321 | PA      | $815724.84    | 0.07%             | 2025-12-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                           | CUSIP: 89364MBQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2984655 | PA      | $2949465.66   | 0.24%             | 2025-05-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                  | Windstream Services, LLC                                  | CUSIP: 97381JAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997406 | PA      | $900158.92    | 0.07%             | 2027-08-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                           | CoreLogic, Inc.                                           | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492443 | PA      | $1240593.51   | 0.10%             | 2028-04-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                             | Adient US LLC                                             | CUSIP: 00687MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7962166 | PA      | $7865106.78   | 0.65%             | 2028-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AL NGPL Holdings, LLC                                     | AL NGPL Holdings, LLC                                     | CUSIP: 01021AAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2823549 | PA      | $2784019.78   | 0.23%             | 2028-04-16      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                         | Magenta Buyer LLC                                         | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6320232 | PA      | $5380097.84   | 0.44%             | 2028-05-04      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco, LLC                                        | Indy US Bidco, LLC                                        | CUSIP: 45674PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1754912 | PA      | $1512154.93   | 0.12%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco, LLC                                        | Indy US Bidco, LLC                                        | CUSIP: 45674PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1015368 | PA      | $874912.20    | 0.07%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Foley Products Company, LLC                               | Foley Products Company, LLC                               | CUSIP: 34430CAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994811 | PA      | $959166.63    | 0.08%             | 2028-12-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                  | Amentum Government Services Holdings LLC                  | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2758078 | PA      | $2681375.81   | 0.22%             | 2029-02-07      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| St. George Warehousing & Trucking Co. of CA, Inc.         | St. George Warehousing & Trucking Co. of CA, Inc.         | CUSIP: 75620FAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5572000 | PA      | $5349120.00   | 0.44%             | 2028-03-24      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Iliad Holding                                             | Iliad Holding                                             | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |   2936000 | PA      | $2662883.30   | 0.22%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                | iHeartCommunications, Inc.                                | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    710000 | PA      | $604709.50    | 0.05%             | 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        |     47837 | NS      | $293240.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems, Inc.                                     | Applied Systems, Inc.                                     | CUSIP: 03827FAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $149344.50    | 0.01%             | 2024-09-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                    | TTM Technologies, Inc.                                    | CUSIP: 87305VAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $998330.00    | 0.08%             | 2024-09-28      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| H Food Holdings LLC                                       | H Food Holdings LLC                                       | CUSIP: 40422KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5184237 | PA      | $4585457.33   | 0.38%             | 2025-05-17      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Electrical Components International, Inc.                 | Electrical Components International, Inc.                 | CUSIP: 29279EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5023253 | PA      | $4475416.79   | 0.37%             | 2025-06-22      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                    | Radiology Partners Inc                                    | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2773095 | PA      | $2319000.88   | 0.19%             | 2025-06-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                    | Radiology Partners Inc                                    | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2377650 | PA      | $1988310.14   | 0.16%             | 2025-06-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                          | Marriott Ownership Resorts, Inc.                          | CUSIP: 57163KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2961000.00   | 0.24%             | 2025-08-29      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Array Technologies, Inc.                                  | Array Technologies, Inc.                                  | CUSIP: 04270YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1495033 | PA      | $1426829.36   | 0.12%             | 2027-10-07      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                         | Delta TopCo, Inc.                                         | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2708750 | PA      | $2495435.94   | 0.21%             | 2027-10-07      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition, Inc                            | Service Logic Acquisition, Inc                            | CUSIP: 81759AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2512584 | PA      | $2374392.32   | 0.20%             | 2027-10-23      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition, Inc                            | Service Logic Acquisition, Inc                            | CUSIP: 81759AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6468 | PA      | $6111.90      | 0.00%             | 2027-10-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition, Inc                            | Service Logic Acquisition, Inc                            | CUSIP: 81759AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29164 | PA      | $27559.89     | 0.00%             | 2027-10-23      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                          | Pike Corporation                                          | CUSIP: 72108PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $984840.00    | 0.08%             | 2028-01-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                            | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9346736 | PA      | $8540580.08   | 0.70%             | 2028-04-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 Holdco LLC                                       | LSF11 A5 Holdco LLC                                       | CUSIP: 50216YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2335579 | PA      | $2253250.22   | 0.19%             | 2028-09-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                     | SRS Distribution Inc.                                     | CUSIP: 78466YAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997487 | PA      | $951353.65    | 0.08%             | 2028-06-02      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                              | Scientific Games Holdings LP                              | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $476015.00    | 0.04%             | 2029-02-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                           | Stars Group Holdings B.V. (The)                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $298293.00    | 0.02%             | 2028-07-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Covetrus, Inc.                                            | Covetrus, Inc.                                            | CUSIP: 22304EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4388500 | PA      | $4101053.25   | 0.34%             | 2029-09-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                          | Gates Global LLC                                          | CUSIP: 36740UAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3990000 | PA      | $3955087.50   | 0.33%             | 2029-11-09      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                     | Open Text Corporation                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    930000 | PA      | $907447.50    | 0.07%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc.                                   | CUSIP: 24664GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    625000 | PA      | $600156.25    | 0.05%             | 2029-11-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                          | JNL Government Money Market Fund                          | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  99488721 | NS      | $99488720.66  | 8.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Plaze, Inc.                                               | Plaze, Inc.                                               | CUSIP: 72819QAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3842856 | PA      | $3429748.83   | 0.28%             | 2026-08-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Kestrel Bidco Inc.                                        | Kestrel Bidco Inc.                                        | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   5980316 | PA      | $5425282.93   | 0.45%             | 2026-07-31      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                                        | LTI Holdings, Inc.                                        | CUSIP: 50217UAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    988641 | PA      | $941680.31    | 0.08%             | 2026-07-24      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                | ADMI Corp.                                                | CUSIP: 00709LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2488235 | PA      | $2259640.55   | 0.19%             | 2027-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PMHC II, Inc.                                             | PMHC II, Inc.                                             | CUSIP: 69346EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2758088 | PA      | $2323964.53   | 0.19%             | 2029-02-03      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                      | Medline Borrower, LP                                      | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7986781 | PA      | $7579295.12   | 0.62%             | 2028-09-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                          | Medical Solutions Holdings, Inc.                          | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4444787 | PA      | $4154942.31   | 0.34%             | 2028-10-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                               | Onemain Finance Corporation                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2448072.73   | 0.20%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wellpath Holdings, Inc.                                   | Wellpath Holdings, Inc.                                   | CUSIP: 12509EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11301 | PA      | $8826.15      | 0.00%             | 2025-09-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Medallion Midland Acquisition, LLC                        | Medallion Midland Acquisition, LLC                        | CUSIP: 58404BAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2686313 | PA      | $2656924.75   | 0.22%             | 2028-10-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                      | Carnival Corporation                                      | CUSIP: P2121YAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2481203 | PA      | $2316203.02   | 0.19%             | 2028-10-08      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                        | 8th Avenue Food & Provisions, Inc.                        | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989637 | PA      | $1648911.91   | 0.14%             | 2025-09-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                     | Hyland Software, Inc.                                     | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    645000 | PA      | $635486.25    | 0.05%             | 2024-07-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                         | PointClickCare Technologies, Inc.                         | CUSIP: C7365BAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727468 | PA      | $705643.96    | 0.06%             | 2027-12-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                      | Ascend Learning, LLC                                      | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994975 | PA      | $939007.54    | 0.08%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                        | Athenahealth, Inc.                                        | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    422857 | PA      | $380723.92    | 0.03%             | 2029-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Terrier Media Buyer, Inc.                                 | Terrier Media Buyer, Inc.                                 | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1132000 | PA      | $851714.56    | 0.07%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AFGlobal Corporation                                      | AFGlobal Corporation                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     39183 | NS      | $19591.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kenan Advantage Group, Inc.                               | Kenan Advantage Group, Inc.                               | CUSIP: 48853UBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4433262 | PA      | $4311347.41   | 0.35%             | 2024-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC                                               | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $772860.00    | 0.06%             | 2029-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LSCS Holdings, Inc.                                       | LSCS Holdings, Inc.                                       | CUSIP: 50219NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2448022 | PA      | $2331741.20   | 0.19%             | 2028-11-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                           | Naked Juice LLC                                           | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1985170 | PA      | $1770652.78   | 0.15%             | 2029-01-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                           | Naked Juice LLC                                           | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5022667 | PA      | $3950628.96   | 0.32%             | 2030-01-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                               | Amynta Agency Borrower Inc.                               | CUSIP: 57810JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165000 | PA      | $157575.00    | 0.01%             | 2025-02-28      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.               | Axalta Coating Systems Dutch Holding B B.V.               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145000 | PA      | $145000.00    | 0.01%             | 2029-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc.                     | Bombardier Recreational Products Inc.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    555000 | PA      | $543206.25    | 0.04%             | 2029-12-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                                | Serta Simmons Bedding, LLC                                | CUSIP: 81753HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3480409 | PA      | $191422.52    | 0.02%             | 2023-10-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                                | Serta Simmons Bedding, LLC                                | CUSIP: 81753HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1031440 | PA      | $56729.22     | 0.00%             | 2023-10-21      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                   | Quikrete Holdings, Inc.                                   | CUSIP: 74839XAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6443767 | PA      | $6363219.71   | 0.52%             | 2023-11-03      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                             | MH Sub I, LLC                                             | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7130920 | PA      | $6917990.35   | 0.57%             | 2024-08-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp.                                  | Da Vinci Purchaser Corp.                                  | CUSIP: 23343FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1558341 | PA      | $1410298.22   | 0.12%             | 2026-12-10      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                         | DCert Buyer, Inc.                                         | CUSIP: 24022KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2336627 | PA      | $2254003.51   | 0.19%             | 2026-07-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                  | Vertiv Group Corporation                                  | CUSIP: 92537EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8158481 | PA      | $7855964.54   | 0.65%             | 2027-03-02      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Aegion Corporation                                        | Aegion Corporation                                        | CUSIP: 00771PAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1072424 | PA      | $998244.05    | 0.08%             | 2028-03-31      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                      | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4900918 | PA      | $4454591.72   | 0.37%             | 2026-08-08      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                      | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12697 | PA      | $11540.56     | 0.00%             | 2026-08-08      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services, Inc.                           | Osmose Utilities Services, Inc.                           | CUSIP: 68835HAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997481 | PA      | $945292.79    | 0.08%             | 2028-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                  | Hertz Corporation, (The)                                  | CUSIP: 42804VBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4702535 | PA      | $4599972.47   | 0.38%             | 2028-06-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                         | CSC Holdings, LLC                                         | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1994872 | PA      | $1775435.89   | 0.15%             | 2027-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                          | Marriott Ownership Resorts, Inc.                          | CUSIP: 57163KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $493500.00    | 0.04%             | 2025-08-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                  | Hertz Corporation, (The)                                  | CUSIP: 42804VBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    897465 | PA      | $877891.53    | 0.07%             | 2028-06-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                                               | Padagis LLC                                               | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2750235 | PA      | $2424799.95   | 0.20%             | 2028-06-30      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                 | PRA Health Sciences, Inc.                                 | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238483 | PA      | $237560.07    | 0.02%             | 2028-06-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA, Inc.                            | Harbor Freight Tools USA, Inc.                            | CUSIP: 41151PAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5313655 | PA      | $5051585.40   | 0.42%             | 2027-10-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                    | DirecTV Financing, LLC                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7265662 | PA      | $7058300.29   | 0.58%             | 2027-07-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Pilot Travel Centers LLC                                  | Pilot Travel Centers LLC                                  | CUSIP: 72165NBH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997475 | PA      | $984756.95    | 0.08%             | 2028-07-29      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                               | Jazz Financing Lux S.a.r.l.                               | CUSIP: G5080AAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    897198 | PA      | $888082.26    | 0.07%             | 2028-04-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                                 | Atlas CC Acquisition Corp                                 | CUSIP: 04921TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5598535 | PA      | $4690788.29   | 0.39%             | 2028-04-29      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                     | Dave & Buster's, Inc.                                     | CUSIP: 23833EAV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2995892 | PA      | $2979054.59   | 0.24%             | 2029-06-23      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                           | Discovery Purchaser Corporation                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5389000 | PA      | $4899948.25   | 0.40%             | 2029-08-04      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp.                                  | Da Vinci Purchaser Corp.                                  | CUSIP: 23343FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2583531 | PA      | $2338095.85   | 0.19%             | 2026-12-10      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                              | Reynolds Group Holdings Inc.                              | CUSIP: 76173FAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1864438 | PA      | $1839379.59   | 0.15%             | 2026-02-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                              | Reynolds Group Holdings Inc.                              | CUSIP: 76173FAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421829 | PA      | $416159.59    | 0.03%             | 2026-02-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                           | Greeneden U.S. Holdings II, LLC                           | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162672 | PA      | $155861.27    | 0.01%             | 2027-10-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112487 | NS      | $118111.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                      | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1184570.44   | 0.10%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                 | Hub International Limited                                 | CUSIP: 44332EAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6345 | PA      | $6280.27      | 0.00%             | 2025-04-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| USIC Holdings, Inc.                                       | USIC Holdings, Inc.                                       | CUSIP: 90290HAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2815789 | PA      | $2682546.28   | 0.22%             | 2028-05-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                          | ACProducts, Inc.                                          | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $63276.55     | 0.01%             | 2028-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                             | Univision Communications Inc.                             | CUSIP: 914908BB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994987 | PA      | $963068.26    | 0.08%             | 2028-05-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                         | Parexel International Corporation                         | CUSIP: 71911KAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997494 | PA      | $958980.50    | 0.08%             | 2028-08-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                             | New Arclin U.S. Holding Corp.                             | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    867671 | PA      | $759646.00    | 0.06%             | 2028-09-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Franchise Group Intermediate Holdco, LLC                  | Franchise Group Intermediate Holdco, LLC                  | CUSIP: 35180YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3284638 | PA      | $3153252.36   | 0.26%             | 2026-02-24      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Watlow Electric Manufacturing Company                     | Watlow Electric Manufacturing Company                     | CUSIP: 94254PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2770312 | PA      | $2657782.41   | 0.22%             | 2028-03-18      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                | Pretium PKG Holdings, Inc.                                | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    880626 | PA      | $699472.64    | 0.06%             | 2028-09-22      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                         | Ultimate Software Group Inc (The)                         | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492462 | PA      | $1417839.20   | 0.12%             | 2026-05-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                        | Athenahealth, Inc.                                        | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    289855 | PA      | $260973.91    | 0.02%             | 2029-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                     | United Airlines, Inc.                                     | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3987407 | PA      | $3929829.31   | 0.32%             | 2028-04-14      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                                | Cornerstone OnDemand, Inc.                                | CUSIP: 86803YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6406442 | PA      | $5701733.03   | 0.47%             | 2026-09-08      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1  | United Airlines Pass Through Certificates, Series 2015-1  | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    621000 | PA      | $578383.53    | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                             | USA Compression Finance Corp.                             | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1931958.99   | 0.16%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.               | DG Investment Intermediate Holdings 2, Inc.               | CUSIP: 23344MAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106160 | PA      | $101781.09    | 0.01%             | 2028-03-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                            | Smyrna Ready Mix Concrete, LLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2400000 | PA      | $2346000.00   | 0.19%             | 2029-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                            | Smyrna Ready Mix Concrete, LLC                            | CUSIP: 83283EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492500 | PA      | $1458918.75   | 0.12%             | 2029-03-24      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Houghton Mifflin Harcourt Publishing Company              | Houghton Mifflin Harcourt Publishing Company              | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4189500 | PA      | $3970850.00   | 0.33%             | 2029-04-04      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                      | Dotdash Meredith Inc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4479550 | PA      | $3852413.06   | 0.32%             | 2028-11-23      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                               | Fertitta Entertainment, LLC                               | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2487469 | PA      | $2360309.28   | 0.19%             | 2029-01-13      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Pluto Acquisition I, Inc.                                 | Pluto Acquisition I, Inc.                                 | CUSIP: 72941DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1501876 | PA      | $1006256.67   | 0.08%             | 2026-06-20      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Employbridge LLC                                          | Employbridge LLC                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7095747 | PA      | $5750534.98   | 0.47%             | 2028-07-16      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Griffon Corporation                                       | Griffon Corporation                                       | CUSIP: 39843GAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995957 | PA      | $976665.55    | 0.08%             | 2029-01-24      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Sunshine Investments B.V.                                 | Sunshine Investments B.V.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5645500 | PA      | $5440850.63   | 0.45%             | 2029-05-05      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Brookfield WEC Holdings Inc.                              | Brookfield WEC Holdings Inc.                              | CUSIP: 11284EAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1989380.00   | 0.16%             | 2025-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                           | Stars Group Holdings B.V. (The)                           | CUSIP: N8233BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4403962 | PA      | $4378903.95   | 0.36%             | 2028-07-04      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                           | Whatabrands LLC                                           | CUSIP: 96244UAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994975 | PA      | $960359.70    | 0.08%             | 2028-07-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                             | New Arclin U.S. Holding Corp.                             | CUSIP: 03880YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127947 | PA      | $112017.40    | 0.01%             | 2028-09-22      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Runner Buyer, Inc.                                        | Runner Buyer, Inc.                                        | CUSIP: 78158EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6117770 | PA      | $4282439.00   | 0.35%             | 2028-10-08      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| Conduent Business Services, LLC                           | Conduent Business Services, LLC                           | CUSIP: 20679MAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2932380 | PA      | $2790658.07   | 0.23%             | 2028-10-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                | Restoration Hardware, Inc.                                | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497481 | PA      | $456563.28    | 0.04%             | 2028-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc.                                       | Galaxy US Opco Inc.                                       | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326733 | PA      | $294876.23    | 0.02%             | 2029-04-19      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc.                                       | Galaxy US Opco Inc.                                       | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    673267 | PA      | $607623.77    | 0.05%             | 2029-04-19      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes, LLC                                | BrightView Landscapes, LLC                                | CUSIP: 10801XAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1994987 | PA      | $1917681.71   | 0.16%             | 2029-04-14      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                             | Formula One Holdings Limited.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2681000 | PA      | $2677648.75   | 0.22%             | 2030-01-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                       | Rivian Holdings LLC                                       | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4832.50      | 0.00%             | 2026-10-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                           | Rolls-Royce PLC                                           | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2594140.81   | 0.21%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco B.V.                                         | Sigma Holdco B.V.                                         | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |   1062000 | PA      | $751905.67    | 0.06%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                            | Telesat Canada                                            | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | US        |   2102000 | PA      | $617614.77    | 0.05%             | 2027-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                | Amneal Pharmaceuticals LLC                                | CUSIP: 03167DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1661784 | PA      | $1484620.91   | 0.12%             | 2025-03-26      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                 | Titan Acquisition Limited                                 | CUSIP: C8856UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3638992 | PA      | $3391649.41   | 0.28%             | 2025-03-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                    | Chemours Company (The)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    415000 | PA      | $406633.60    | 0.03%             | 2025-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Auris Luxembourg III S.a.r.l.                             | Auris Luxembourg III S.a.r.l.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3090297 | PA      | $2745203.42   | 0.23%             | 2025-07-23      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                      | AppLovin Corporation                                      | CUSIP: 03835EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4879702 | PA      | $4685538.44   | 0.39%             | 2026-07-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                         | AlixPartners, LLP                                         | CUSIP: 01642PBB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994937 | PA      | $985345.51    | 0.08%             | 2028-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                  | Pathway Vet Alliance LLC                                  | CUSIP: 70323KAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492386 | PA      | $1234322.43   | 0.10%             | 2027-03-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber, LLC                                      | Northwest Fiber, LLC                                      | CUSIP: 66743UAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994937 | PA      | $964093.66    | 0.08%             | 2027-04-30      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                              | American Trailer World Corp.                              | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4861029 | PA      | $4176450.67   | 0.34%             | 2028-02-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                                      | Evergreen Acqco 1 LP                                      | CUSIP: 30015FAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3565980 | PA      | $3435215.51   | 0.28%             | 2028-04-21      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                             | Surgery Center Holdings, Inc.                             | CUSIP: 86880NAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6365734 | PA      | $6277504.93   | 0.52%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Playa Hotels & Resorts B.V.                               | Playa Hotels & Resorts B.V.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2359000 | PA      | $2295613.67   | 0.19%             | 2028-11-22      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                               | Citgo Petroleum Corporation                               | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48875.25     | 0.00%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                               | Citgo Petroleum Corporation                               | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14418.91     | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                  | New Fortress Energy Inc.                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9313.06      | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                             | Global Medical Response, Inc.                             | CUSIP: 00169QAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3454981 | PA      | $2431442.66   | 0.20%             | 2024-09-26      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Wellpath Holdings, Inc.                                   | Wellpath Holdings, Inc.                                   | CUSIP: 12509EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4328095 | PA      | $3380415.58   | 0.28%             | 2025-09-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Global Tel*Link Corporation                               | Global Tel*Link Corporation                               | CUSIP: 37959JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $751250.00    | 0.06%             | 2026-11-29      | Floating      | 14.23%                | No            |                  2 | On Loan: No      |
| PM General Purchaser LLC                                  | PM General Purchaser LLC                                  | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1132153.50   | 0.09%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                             | VistaJet Malta Finance P.L.C.                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $1886142.25   | 0.16%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Textile Group, Inc                          | International Textile Group, Inc                          | CUSIP: 46049BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1017496 | PA      | $703771.47    | 0.06%             | 2024-04-19      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                 | Telenet Financing USD LLC                                 | CUSIP: B9000TBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2914500.00   | 0.24%             | 2029-04-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| kdc/one Development Corporation, Inc.                     | kdc/one Development Corporation, Inc.                     | CUSIP: C4953EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150088 | PA      | $144491.09    | 0.01%             | 2025-12-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                             | Acrisure, LLC                                             | CUSIP: 00488PAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4014023 | PA      | $3758129.19   | 0.31%             | 2027-01-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                             | Global Medical Response, Inc.                             | CUSIP: 00169QAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3977845 | PA      | $2772080.47   | 0.23%             | 2025-09-24      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                         | Consolidated Communications, Inc.                         | CUSIP: 20903EBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5020007 | PA      | $4416551.70   | 0.36%             | 2027-09-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                             | Frontier Communications Corp.                             | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994937 | PA      | $946970.80    | 0.08%             | 2027-10-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                             | CQP Holdco LP                                             | CUSIP: 12657QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6668549 | PA      | $6628738.25   | 0.55%             | 2028-05-26      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                         | BCPE North Star US HoldCo 2, Inc.                         | CUSIP: 05552DAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    363598 | PA      | $332692.19    | 0.03%             | 2028-06-09      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| City Football Group Limited                               | City Football Group Limited                               | CUSIP: 17781XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994975 | PA      | $927814.08    | 0.08%             | 2028-07-08      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                   | First Student Bidco Inc                                   | CUSIP: 33718FAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5820590 | PA      | $5244584.22   | 0.43%             | 2028-07-13      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                  | Amentum Government Services Holdings LLC                  | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3104778 | PA      | $3018434.31   | 0.25%             | 2029-02-07      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                              | Chobani, LLC                                              | CUSIP: 17026YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994911 | PA      | $973351.22    | 0.08%             | 2027-10-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                  | Proampac PG Borrower LLC                                  | CUSIP: 74274NAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    866219 | PA      | $826875.75    | 0.07%             | 2025-11-03      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                  | Proampac PG Borrower LLC                                  | CUSIP: 74274NAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    485819 | PA      | $463753.17    | 0.04%             | 2025-11-03      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Freedom Group Inc.                                        | Freedom Group Inc.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     56543 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Helix Gen Funding, LLC                                    | Helix Gen Funding, LLC                                    | CUSIP: 42330EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5327554 | PA      | $5236825.46   | 0.43%             | 2024-03-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                        | Finastra USA, Inc.                                        | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3830568 | PA      | $3378867.40   | 0.28%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Associated Materials Inc.                                 | Associated Materials Inc.                                 | CUSIP: 88607CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4179000 | PA      | $3562597.50   | 0.29%             | 2029-03-09      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                      | Ineos US Finance LLC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6000000 | PA      | $5897160.00   | 0.48%             | 2027-11-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                 | Hub International Limited                                 | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205000 | PA      | $202552.30    | 0.02%             | 2029-10-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                             | Acrisure, LLC                                             | CUSIP: 00488PAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475000 | PA      | $470250.00    | 0.04%             | 2027-02-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                 | USI, Inc.                                                 | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994882 | PA      | $984226.70    | 0.08%             | 2029-11-16      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                              | Camelot U.S. Acquisition LLC                              | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28102 | PA      | $27617.50     | 0.00%             | 2026-10-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                          | Trans Union, LLC                                          | CUSIP: 89334GAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997079 | PA      | $981943.34    | 0.08%             | 2026-11-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                    | Level 3 Financing Inc.                                    | CUSIP: 52729KAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5124867 | PA      | $4900654.42   | 0.40%             | 2027-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC                                               | CUSIP: 04649VAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4544220 | PA      | $4041538.61   | 0.33%             | 2023-12-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc.                             | Adtalem Global Education Inc.                             | CUSIP: 00737RAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    669117 | PA      | $662901.30    | 0.05%             | 2028-02-11      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc.                            | Catalent Pharma Solutions Inc.                            | CUSIP: 14880BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2100000 | PA      | $2062599.00   | 0.17%             | 2026-05-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                  | J&J Ventures Gaming, LLC                                  | CUSIP: 46604BAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5421275 | PA      | $5177317.49   | 0.43%             | 2028-04-07      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Illuminate Merger Sub Corp.                               | Illuminate Merger Sub Corp.                               | CUSIP: 91823JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1481836 | PA      | $1331799.70   | 0.11%             | 2028-06-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC                                               | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3500000 | PA      | $2705010.00   | 0.22%             | 2029-01-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                  | Eastman Chemical Company                                  | CUSIP: 33939NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4080760 | PA      | $3315617.24   | 0.27%             | 2028-08-12      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Allen Media, LLC                                          | Allen Media, LLC                                          | CUSIP: 01771JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7021974 | PA      | $5727332.49   | 0.47%             | 2027-02-10      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                        | 8th Avenue Food & Provisions, Inc.                        | CUSIP: 28253PAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1955151 | PA      | $1617887.25   | 0.13%             | 2025-10-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Solis IV BV                                               | Solis IV BV                                               | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6135779 | PA      | $5374267.27   | 0.44%             | 2029-02-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                     | Del Monte Foods, Inc.                                     | CUSIP: 24521TAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $969060.00    | 0.08%             | 2029-02-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| NAPA Management Services Corporation                      | NAPA Management Services Corporation                      | CUSIP: 63035HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4962500 | PA      | $4011883.50   | 0.33%             | 2029-02-15      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Olaplex, Inc                                              | Olaplex, Inc                                              | CUSIP: 67936UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1949404 | PA      | $1812945.72   | 0.15%             | 2029-02-17      | Floating      | 7.92%                 | No            |                  3 | On Loan: No      |
| Altice France S.A.                                        | Altice France S.A.                                        | CUSIP: F6628DAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3392399 | PA      | $3135153.36   | 0.26%             | 2026-01-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM, LLC                                         | Ensemble RCM, LLC                                         | CUSIP: 29359BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496144 | PA      | $1476694.09   | 0.12%             | 2026-07-24      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| United PF Holdings, LLC                                   | United PF Holdings, LLC                                   | CUSIP: 91132UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994885 | PA      | $800882.75    | 0.07%             | 2026-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                              | Reynolds Group Holdings Inc.                              | CUSIP: 76173FAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    690949 | PA      | $681662.24    | 0.06%             | 2026-02-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| LCPR Loan Financing LLC                                   | LCPR Loan Financing LLC                                   | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $989380.00    | 0.08%             | 2028-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                         | Polaris Newco LLC                                         | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8599619 | PA      | $7828749.20   | 0.64%             | 2028-06-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SkillSoft Corporation                                     | SkillSoft Corporation                                     | CUSIP: 83066YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2915817 | PA      | $2420127.75   | 0.20%             | 2024-12-31      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Upstream Rehabilition, Inc.                               | Upstream Rehabilition, Inc.                               | CUSIP: 91678HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4803106 | PA      | $4126684.86   | 0.34%             | 2026-11-20      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Hunter Holdco 3 Limited                                   | Hunter Holdco 3 Limited                                   | CUSIP: 12509YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3647461 | PA      | $3569952.08   | 0.29%             | 2028-08-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Hunter Holdco 3 Limited                                   | Hunter Holdco 3 Limited                                   | CUSIP: 12509YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3243934 | PA      | $3175000.20   | 0.26%             | 2028-08-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MEDICAL SOLUTIONS HOLDINGS INC                            | MEDICAL SOLUTIONS HOLDINGS INC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    671115 | PA      | $627351.53    | 0.05%             | 2028-10-08      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                     | Chamberlain Group Inc                                     | CUSIP: 15963CAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3960000 | PA      | $3725686.80   | 0.31%             | 2028-10-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club, Inc.                                 | BJ's Wholesale Club, Inc.                                 | CUSIP: 09179FAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255000 | PA      | $254905.65    | 0.02%             | 2024-02-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AI Mistral Holdco Limited                                 | AI Mistral Holdco Limited                                 | CUSIP: L0001LAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1656447 | PA      | $1523931.35   | 0.13%             | 2024-01-26      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Sigma Bidco B.V.                                          | Sigma Bidco B.V.                                          | CUSIP: N8003HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5091478 | PA      | $4594448.37   | 0.38%             | 2025-03-07      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                | Amneal Pharmaceuticals LLC                                | CUSIP: 03167DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1691372 | PA      | $1511055.18   | 0.12%             | 2025-03-26      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Anastasia Parent, LLC                                     | Anastasia Parent, LLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $737780.00    | 0.06%             | 2025-08-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verifone Systems, Inc.                                    | Verifone Systems, Inc.                                    | CUSIP: 92346NAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3172209 | PA      | $2903078.82   | 0.24%             | 2025-08-09      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                             | Peraton Corp.                                             | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8690742 | PA      | $8471648.03   | 0.70%             | 2028-02-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Shearer's Foods, Inc.                                     | Shearer's Foods, Inc.                                     | CUSIP: 82087UAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6729845 | PA      | $6400823.05   | 0.53%             | 2027-09-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                           | APX Group, Inc.                                           | CUSIP: 00213NAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5224 | PA      | $5147.62      | 0.00%             | 2028-07-01      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Esdec Solar Group B.V.                                    | Esdec Solar Group B.V.                                    | CUSIP: N3066KAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253247 | PA      | $244383.12    | 0.02%             | 2028-08-23      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                | Pretium PKG Holdings, Inc.                                | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    858568 | PA      | $681951.73    | 0.06%             | 2028-09-22      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                               | Hexion Holdings Corporation                               | CUSIP: 00217XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $853860.01    | 0.07%             | 2029-03-02      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                | BCP Renaissance Parent LLC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1050000 | PA      | $1037998.50   | 0.09%             | 2026-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                              | ViaSat, Inc.                                              | CUSIP: 92555WAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3636277 | PA      | $3530607.02   | 0.29%             | 2029-02-23      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Hoffmaster Group, Inc.                                    | Hoffmaster Group, Inc.                                    | CUSIP: 43455JAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3939756 | PA      | $3548932.38   | 0.29%             | 2023-11-11      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                    | Radiology Partners Inc                                    | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    621059 | PA      | $519360.81    | 0.04%             | 2025-06-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                    | Radiology Partners Inc                                    | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    532496 | PA      | $445299.63    | 0.04%             | 2025-06-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                           | Natgasoline LLC                                           | CUSIP: 63232EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2840816 | PA      | $2755591.83   | 0.23%             | 2025-10-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                     | Rocket Software, Inc.                                     | CUSIP: 77313DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3729991 | PA      | $3581947.96   | 0.29%             | 2025-11-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.              | Brand Energy & Infrastructure Services, Inc.              | CUSIP: 10524MAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    908451 | PA      | $810792.19    | 0.07%             | 2024-06-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                        | Aretec Group, Inc.                                        | CUSIP: 04009DAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2387686 | PA      | $2329187.70   | 0.19%             | 2025-08-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Eta Australia Holdings III Pty Ltd                        | Eta Australia Holdings III Pty Ltd                        | CUSIP: Q3311WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2801134 | PA      | $2606818.87   | 0.21%             | 2026-03-08      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                           | MED ParentCo LP                                           | CUSIP: 58401DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994859 | PA      | $845162.24    | 0.07%             | 2026-08-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| SRAM, LLC                                                 | SRAM, LLC                                                 | CUSIP: 85232BAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    909604 | PA      | $883453.36    | 0.07%             | 2028-05-12      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                         | Great Canadian Gaming Corporation                         | CUSIP: C4111RAE5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   5019775 | PA      | $4917271.19   | 0.40%             | 2026-11-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                                  | ICON Luxembourg S.A.R.L.                                  | CUSIP: L5000DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    957184 | PA      | $953479.76    | 0.08%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Geon Performance Solutions, LLC                           | Geon Performance Solutions, LLC                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2037000 | PA      | $1975890.00   | 0.16%             | 2028-08-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                | Trident TPI Holdings, Inc.                                | CUSIP: 00216EAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168428 | PA      | $161450.31    | 0.01%             | 2026-07-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                | Pretium PKG Holdings, Inc.                                | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1713041 | PA      | $1360651.07   | 0.11%             | 2028-09-22      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                            | VFH Parent LLC                                            | CUSIP: 91820UAS9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $971500.00    | 0.08%             | 2029-01-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                | BCP Renaissance Parent LLC                                | CUSIP: 05549PAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6427462 | PA      | $6353996.04   | 0.52%             | 2026-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                          | GVC Holdings (Gibraltar) Limited                          | CUSIP: 36270BAB8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3321000 | PA      | $3301638.57   | 0.27%             | 2029-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                          | AMC Entertainment Holdings, Inc.                          | CUSIP: 00164DAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6875000 | PA      | $3702462.51   | 0.30%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                             | Staples, Inc.                                             | CUSIP: 855031AQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4137139 | PA      | $3817669.29   | 0.31%             | 2026-04-05      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                         | Ultimate Software Group Inc (The)                         | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2487147 | PA      | $2393878.53   | 0.20%             | 2026-04-08      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                      | PCI Gaming Authority                                      | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1621624 | PA      | $1609461.52   | 0.13%             | 2026-05-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                     | Charter Communications Operating, LLC                     | CUSIP: 16117LBX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994859 | PA      | $970166.23    | 0.08%             | 2027-02-01      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.                        | Packaging Coordinators Midco, Inc.                        | CUSIP: 69515EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997468 | PA      | $943854.10    | 0.08%             | 2027-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings, Inc.                             | Autokiniton US Holdings, Inc.                             | CUSIP: 05278HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4701080 | PA      | $4539503.84   | 0.37%             | 2028-03-26      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                            | GOGO Intermediate Holdings LLC                            | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5381228 | PA      | $5327415.62   | 0.44%             | 2028-04-21      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                                 | Atlas CC Acquisition Corp                                 | CUSIP: 04921TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1138685 | PA      | $954058.66    | 0.08%             | 2028-04-29      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                     | Rocket Software, Inc.                                     | CUSIP: 77313DAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985000 | PA      | $946831.25    | 0.08%             | 2025-11-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ConnectWise, LLC                                          | ConnectWise, LLC                                          | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997487 | PA      | $945428.15    | 0.08%             | 2028-09-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                              | Primary Products Finance LLC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6000000 | PA      | $5883240.00   | 0.48%             | 2028-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Echo Global Logistics, Inc.                               | Echo Global Logistics, Inc.                               | CUSIP: 28257KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2377055 | PA      | $2226516.11   | 0.18%             | 2028-11-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                             | Acrisure, LLC                                             | CUSIP: 00488PAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1631336 | PA      | $1575593.20   | 0.13%             | 2027-02-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                            | Entegris, Inc.                                            | CUSIP: 29362LAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198397 | PA      | $197652.80    | 0.02%             | 2029-03-02      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings, LLC                                        | Vaco Holdings, LLC                                        | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5829206 | PA      | $5600875.66   | 0.46%             | 2029-01-07      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings, LLC                                        | Vaco Holdings, LLC                                        | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210308 | PA      | $202070.13    | 0.02%             | 2029-01-07      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                        | Athenahealth, Inc.                                        | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4183979 | PA      | $3767087.11   | 0.31%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                | BCPE Empire Holdings, Inc.                                | CUSIP: 05550HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994987 | PA      | $965137.84    | 0.08%             | 2026-06-11      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                                          | CDK Global, Inc.                                          | CUSIP: 1259819A0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1145000 | PA      | $1133286.65   | 0.09%             | 2029-06-09      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp.                           | Vertex Aerospace Services Corp.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    997500 | PA      | $988153.43    | 0.08%             | 2028-12-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                      | Frontier Communications Parent, Inc.                      | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1188870.70   | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                    | Hilcorp Energy I, L.P.                                    | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2577944.60   | 0.21%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                        | Finastra USA, Inc.                                        | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    716364 | PA      | $631890.68    | 0.05%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                        | Finastra USA, Inc.                                        | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787214 | PA      | $694385.29    | 0.06%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Securus Technologies Holdings, Inc.                       | Securus Technologies Holdings, Inc.                       | CUSIP: 78410QAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5906436 | PA      | $4395688.15   | 0.36%             | 2024-06-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Spectrum Holdings III Corp.                               | Spectrum Holdings III Corp.                               | CUSIP: 84763NAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4651893 | PA      | $4248992.12   | 0.35%             | 2025-01-26      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Constellis Holdings, Inc.                                 | Constellis Holdings, Inc.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20682 | NS      | $5170.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Vantage Drilling International                            | Vantage Drilling International                            | CUSIP: N/A<br>LEI: 549300T9QN1134QR7185       | Long             | EC               | CORP              | KY        |       498 | NS      | $6972.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.              | Brand Energy & Infrastructure Services, Inc.              | CUSIP: 10524MAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12114 | PA      | $10811.83     | 0.00%             | 2024-06-16      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Empire Today, LLC                                         | Empire Today, LLC                                         | CUSIP: 29210RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7578738 | PA      | $5624863.70   | 0.46%             | 2028-04-01      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                                | Triton Water Holdings, Inc                                | CUSIP: 89678QAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7201018 | PA      | $6671743.25   | 0.55%             | 2028-03-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                  | Hudson River Trading LLC                                  | CUSIP: 44413EAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3969697 | PA      | $3747116.06   | 0.31%             | 2028-03-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                   | American Airlines, Inc.                                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1989060.00   | 0.16%             | 2028-03-10      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                       | Hilton Grand Vacations Borrower LLC                       | CUSIP: 43283LAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5315178 | PA      | $5275313.75   | 0.43%             | 2028-05-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Apro, LLC                                                 | Apro, LLC                                                 | CUSIP: 03834XAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997468 | PA      | $965878.19    | 0.08%             | 2026-11-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CWGS Group, LLC                                           | CWGS Group, LLC                                           | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    920598 | PA      | $849252.06    | 0.07%             | 2028-05-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CWGS Group, LLC                                           | CWGS Group, LLC                                           | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76870 | PA      | $70912.50     | 0.01%             | 2028-05-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                        | Groupe Solmax Inc.                                        | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2423263 | PA      | $1999191.72   | 0.16%             | 2024-12-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Illuminate Merger Sub Corp.                               | Illuminate Merger Sub Corp.                               | CUSIP: 91823JAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $828330.00    | 0.07%             | 2029-06-29      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                         | DexKo Global Inc.                                         | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2134889 | PA      | $1908655.04   | 0.16%             | 2028-09-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                       | Clydesdale Acquisition Holdings Inc                       | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5721250 | PA      | $5437590.43   | 0.45%             | 2029-03-30      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer, Inc.                                     | Charlotte Buyer, Inc.                                     | CUSIP: 12568YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5475000 | PA      | $5176174.50   | 0.43%             | 2028-02-03      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll, LLC                                | Cast and Crew Payroll, LLC                                | CUSIP: 14835JAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994832 | PA      | $979203.23    | 0.08%             | 2026-02-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                           | Greeneden U.S. Holdings II, LLC                           | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347328 | PA      | $332785.03    | 0.03%             | 2027-10-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                 | Hub International Limited                                 | CUSIP: 44332EAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2480964 | PA      | $2455584.17   | 0.20%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| RelaDyne Inc.                                             | RelaDyne Inc.                                             | CUSIP: 00149HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3647944 | PA      | $3529385.68   | 0.29%             | 2029-01-25      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                     | Tempo Acquisition LLC                                     | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994974 | PA      | $990994.26    | 0.08%             | 2028-08-31      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Zacapa S.A.R.L                                            | Zacapa S.A.R.L                                            | CUSIP: L9901EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7269399 | PA      | $6971063.10   | 0.57%             | 2029-02-10      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| EOS Finco Sarl                                            | EOS Finco Sarl                                            | CUSIP: 26877MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265000 | PA      | $256387.50    | 0.02%             | 2029-08-03      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                           | Discovery Purchaser Corporation                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $870000.00    | 0.07%             | 2030-08-04      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                     | Applied Systems, Inc.                                     | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330000 | PA      | $328102.50    | 0.03%             | 2026-09-19      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    260000 | PA      | $256100.00    | 0.02%             | 2028-12-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Paragon Offshore Ltd.                                     | Paragon Offshore Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7842 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                             | Dynasty Acquisition Co., Inc.                             | CUSIP: 26812CAF3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1454246 | PA      | $1383497.17   | 0.11%             | 2026-04-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Samsonite International S.A.                              | Samsonite International S.A.                              | CUSIP: L8030PAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1926689 | PA      | $1913201.99   | 0.16%             | 2025-04-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Samsonite International S.A.                              | Samsonite International S.A.                              | CUSIP: L8030PAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    508738 | PA      | $505176.69    | 0.04%             | 2025-04-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Centuri Group, Inc.                                       | Centuri Group, Inc.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    997170 | PA      | $978223.77    | 0.08%             | 2028-08-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                              | Scientific Games Holdings LP                              | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7509100 | PA      | $7148888.47   | 0.59%             | 2029-02-03      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                 | Diamond Sports Group, LLC                                 | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2966756 | PA      | $356010.68    | 0.03%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.               | DG Investment Intermediate Holdings 2, Inc.               | CUSIP: 23344MAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    287852 | PA      | $275978.39    | 0.02%             | 2028-03-31      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Limited                                  | 888 Acquisitions Limited                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4200000 | PA      | $3720486.00   | 0.31%             | 2028-07-18      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ASP Navigate Acquisition Corp                             | ASP Navigate Acquisition Corp                             | CUSIP: 00216YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3761451 | PA      | $3653308.85   | 0.30%             | 2027-09-30      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                    | Jane Street Group, LLC                                    | CUSIP: 47077DAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1994911 | PA      | $1933188.40   | 0.16%             | 2028-01-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                            | National Mentor Holdings, Inc.                            | CUSIP: 63689EAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2890857 | PA      | $2012354.42   | 0.17%             | 2028-02-18      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| SITEL Worldwide Corporation                               | SITEL Worldwide Corporation                               | CUSIP: 82981MAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6919138 | PA      | $6820540.21   | 0.56%             | 2028-07-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                         | Diamond (BC) B.V.                                         | CUSIP: N2611UAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997487 | PA      | $962574.96    | 0.08%             | 2028-09-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                               | CUSIP: 22704NAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1011090 | PA      | $989604.56    | 0.08%             | 2029-01-27      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf, LLC                                   | 19th Holdings Golf, LLC                                   | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2992500 | PA      | $2738137.50   | 0.23%             | 2029-01-27      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                      | Neptune Bidco US Inc                                      | CUSIP: 64069JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    575000 | PA      | $512112.25    | 0.04%             | 2029-04-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                      | Neptune Bidco US Inc                                      | CUSIP: 64069JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    845000 | PA      | $752582.35    | 0.06%             | 2029-04-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                                   | Aruba Investments, Inc.                                   | CUSIP: 04317JAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345000 | PA      | $324300.00    | 0.03%             | 2027-11-04      | Floating      | 9.07%                 | No            |                  3 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer