# EDGAR Filing Document

**Accession Number:** 0001787621
**File Stem:** 0001193125-25-321086
**Filing Date:** 2025-12
**Character Count:** 217766
**Document Hash:** e8998c41765c6ad59e5543c33f91f02b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-321086.hdr.sgml**: 20251216

**ACCESSION NUMBER**: 0001193125-25-321086

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251216

**DATE AS OF CHANGE**: 20251216

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** KKR Asset-Based Finance Fund
- **CENTRAL INDEX KEY:** 0001787621

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23474
- **FILM NUMBER:** 251576168

**BUSINESS ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104
- **BUSINESS PHONE:** 415-315-3620

**MAIL ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KKR Credit Opportunities Portfolio
- **DATE OF NAME CHANGE:** 20190909

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** KKR Credit Opportunities Portfolio

- **b. Investment Company Act file number:** 811-23474

- **c. CIK number of Registrant:** 0001787621

- **d. LEI of Registrant:** 984500AN956E6403H636

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

  - **Street Address 1:** 555 California Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

  - **Telephone number:** 424-315-3620

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

- **a. Name of Series:** KKR Credit Opportunities Portfolio

- **c. LEI of Series:** 549300F0T6P9SK1RUD31

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $936704134.77

**Total Liabilities:** $381811073.48

**Net Assets:** $554893061.29

**Delayed Delivery Securities:** $5877113.70

**Cash Not Reported:** $59291106.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 829.913216000000 | **5-Year:** 406.602889000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 78435.821856000000 | **1-Year:** 39230.906642000000 | **5-Year:** 59209.670561000000 | **10-Year:** 14995.402865000000 | **30-Year:** 2095.520868000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.65%                | 1.55%                | 0.15%                |
| Class ID N/A | 0.63%                | 1.60%                | 0.13%                |
| Class ID N/A | 0.56%                | 1.55%                | 0.08%                |
| Class ID N/A | 0.56%                | 1.53%                | 0.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2849857.44              | $-811493.03                                |
| Month 2  | $5324645.08              | $-760071.53                                |
| Month 3  | $-3572640.04             | $-2007380.88                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Money Management Corp                     | AMMC CLO 26 Ltd                                                                        | CUSIP: 00177UAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    499517 | PA      | $507255.28    | 0.09%             | 2036-04-15      | Floating      | 10.40%                | No            |                  3 | On Loan: No      |
| AMENTUM HOLDINGS INC                               | Amentum Holdings Inc                                                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    948000 | PA      | $987446.28    | 0.18%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                         | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $2141338.86   | 0.39%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vontive Mortgage Trust 2025-RT                     | Vontive Mortgage Trust 2025-RTL1                                                       | CUSIP: 928884AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1386000 | PA      | $1387400.41   | 0.25%             | 2030-03-25      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                           | Invesco CLO 2022-2 Ltd                                                                 | CUSIP: 46145YAG9<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |    447351 | PA      | $451761.69    | 0.08%             | 2035-07-20      | Floating      | 10.13%                | No            |                  3 | On Loan: No      |
| IQUW UK Ltd 9.500% 01/2035 Senior HoldCo           | IQUW UK Ltd 9.500% 01/2035 Senior HoldCo                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   3552318 | PA      | $3614483.44   | 0.65%             | 2035-01-01      | Fixed         | 9.50%                 | Yes           |                  3 | On Loan: No      |
| CBAMR Ltd                                          | CBAMR 2017-4 Ltd                                                                       | CUSIP: 12516JAA8<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |    651011 | PA      | $660438.64    | 0.12%             | 2038-03-31      | Floating      | 10.28%                | No            |                  3 | On Loan: No      |
| CBAMR Ltd                                          | CBAM 2018-5 Ltd                                                                        | CUSIP: 12516PAA4<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   1825176 | PA      | $1824531.69   | 0.33%             | 2038-10-17      | Floating      | 9.91%                 | No            |                  3 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | Benefit Street Partners CLO XXXIV Ltd                                                  | CUSIP: 081923AA2<br>LEI: 25490002NPB1AZIR3342 | Long             | ABS-CBDO         | CORP              | KY        |    367287 | PA      | $375440.18    | 0.07%             | 2037-07-25      | Floating      | 10.56%                | No            |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXVI Ltd                                                              | CUSIP: 09630HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    753769 | PA      | $757801.23    | 0.14%             | 2034-10-20      | Floating      | 11.28%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                               | CUSIP: 61779JAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994422 | PA      | $1962833.95   | 0.35%             | 2070-09-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                               | CUSIP: 61779JAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2284505 | PA      | $2231296.14   | 0.40%             | 2070-09-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                                | CUSIP: 617942AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824000 | PA      | $780736.46    | 0.14%             | 2070-03-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                                | CUSIP: 617942AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46970223 | PA      | $293277.37    | 0.05%             | 2070-03-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                         | AB BSL CLO 6 Ltd                                                                       | CUSIP: 00039MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    208029 | PA      | $210105.67    | 0.04%             | 2037-07-20      | Floating      | 10.27%                | No            |                  3 | On Loan: No      |
| 48Forty Solutions LLC - Common Stock               | 48Forty Solutions LLC - Common Stock                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1106 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy XXV CLO Ltd                                                                     | CUSIP: 36319YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270205 | PA      | $269659.59    | 0.05%             | 2036-04-25      | Floating      | 9.61%                 | No            |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                              | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1223000 | PA      | $1245898.23   | 0.22%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 999999YAK                                          | 999999YAK                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11000 | NS      | $605.00       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Accuride Corp.                                     | Accuride Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4238399 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UGI ENERGY SERVICES LLC                            | UGI Energy Services LLC                                                                | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |   1517587 | PA      | $1527391.11   | 0.28%             | 2030-02-22      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                   | Allied Universal Holdco LLC / Allied Universal Finance Corp                            | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2373784.47   | 0.43%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                     | Apidos CLO XI                                                                          | CUSIP: 03764EAQ2<br>LEI: 549300XIP4V1NMCICV93 | Long             | ABS-CBDO         | CORP              | KY        |   1385779 | PA      | $1399754.08   | 0.25%             | 2034-04-17      | Floating      | 9.88%                 | No            |                  3 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                                 | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   9138000 | PA      | $1507770.00   | 0.27%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                            | Centersquare Issuer LLC                                                                | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8698000 | PA      | $8244903.78   | 1.49%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                       | AGL CLO 12 Ltd                                                                         | CUSIP: 00120CAE8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   1166932 | PA      | $1166932.00   | 0.21%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| AGL CLO 7 LTD                                      | AGL CLO 7 Ltd                                                                          | CUSIP: 008510AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1263686 | PA      | $1256535.86   | 0.23%             | 2038-10-15      | Floating      | 9.65%                 | No            |                  3 | On Loan: No      |
| Octane Receivables Trust                           | Octane Receivables Trust 2025-1                                                        | CUSIP: 67580EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708249 | PA      | $1705468.65   | 0.31%             | 2033-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                           | Octane Receivables Trust 2025-1                                                        | CUSIP: 67580EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21639 | NS      | $3823611.30   | 0.69%             | 2033-04-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon 55 Ltd                                     | Octagon 55 Ltd                                                                         | CUSIP: 67592WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    574852 | PA      | $571626.56    | 0.10%             | 2038-03-20      | Floating      | 9.97%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 51                     | Octagon Investment Partners 51 Ltd                                                     | CUSIP: 675946AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    913866 | PA      | $887284.19    | 0.16%             | 2034-07-20      | Floating      | 9.53%                 | No            |                  3 | On Loan: No      |
| APEX SERVICE PARTNERS INTERMEDIATE 2, LLC          | APEX SERVICE PARTNERS INTERMEDIATE 2, LLC, Senior Secured First Lien Term Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64914 | PA      | $66861.41     | 0.01%             | 2031-04-23      | Floating      | 14.25%                | Yes           |                  3 | On Loan: No      |
| APEX SERVICE PARTNERS INTERMEDIATE 2, LLC          | APEX SERVICE PARTNERS INTERMEDIATE 2, LLC, Senior Secured First Lien Term Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20202 | PA      | $20807.66     | 0.00%             | 2031-04-23      | Floating      | 14.25%                | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares XXVII CLO Ltd                                                                     | CUSIP: 00191CAL6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |    902731 | PA      | $911508.78    | 0.16%             | 2034-10-28      | Floating      | 10.61%                | No            |                  3 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                           | Archrock Partners LP / Archrock Partners Finance Corp                                  | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $176684.46    | 0.03%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                            | Oscar AcquisitionCo LLC / Oscar Finance Inc                                            | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6359000 | PA      | $4636563.55   | 0.84%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                       | Parallel 2023-1 Ltd                                                                    | CUSIP: 69916MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1059598 | PA      | $1071573.69   | 0.19%             | 2036-07-20      | Floating      | 11.13%                | No            |                  3 | On Loan: No      |
| Unison Trust                                       | Unison Trust 2023-2                                                                    | CUSIP: 90920AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4169735 | PA      | $4144815.71   | 0.75%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNISON TRUST 2025-1 A      20550725 6.00000        | UNISON TRUST 2025-1 A      20550725 6.00000                                            | CUSIP: 90920QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7526507 | PA      | $7046100.40   | 1.27%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vontive Mortgage Trust 2025-RT                     | Vontive Mortgage Trust 2025-RTL1                                                       | CUSIP: 928884AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $577017.20    | 0.10%             | 2030-03-25      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                           | Virgin Media Bristol LLC                                                               | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |     98595 | PA      | $98671.46     | 0.02%             | 2028-01-31      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                               | CUSIP: 61779JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72198050 | PA      | $4281864.17   | 0.77%             | 2070-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                                | CUSIP: 617942AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1124000 | PA      | $1139276.28   | 0.21%             | 2070-03-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Integrity Marketing Acquisition, LLC               | Integrity Marketing Acquisition, LLC, Senior Secured First Lien Term Loan              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8295625 | PA      | $8295624.52   | 1.49%             | 2028-08-25      | Floating      | 9.20%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Delayed Draw Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77099 | PA      | $77870.17     | 0.01%             | 2030-10-24      | Floating      | 9.20%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                                | CUSIP: 617942AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1248000 | PA      | $1230542.85   | 0.22%             | 2070-03-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM1                                    | CUSIP: 80262BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781191 | PA      | $722836.03    | 0.13%             | 2065-01-25      | Variable      | 7.31%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.21        | 0.00%             | 2029-10-24      | Floating      | 9.29%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.42        | 0.00%             | 2029-10-24      | Floating      | 9.30%                 | Yes           |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM1                                    | CUSIP: 80262BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43196452 | PA      | $298055.52    | 0.05%             | 2065-01-25      | Variable      | 0.42%                 | Yes           |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM1                                    | CUSIP: 80262BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43196452 | PA      | $1835849.21   | 0.33%             | 2065-01-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Harley-Davidson Financial Services Inc Private Equ | Harley-Davidson Financial Services Inc Private Equ                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   5285784 | NS      | $5344508.75   | 0.96%             |  |  |  | No            |                  3 | On Loan: No      |
| Apex Service Partners 2024 R/C (9/24)              | Apex Service Partners 2024 R/C (9/24)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21443 | PA      | $21443.05     | 0.00%             | 2029-10-24      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                                 | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |     59218 | PA      | $55090.27     | 0.01%             | 2028-08-02      | Floating      | 6.81%                 | Yes           |                  3 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                                 | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |    281109 | PA      | $261515.39    | 0.05%             | 2028-08-02      | Floating      | 6.81%                 | Yes           |                  3 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                            | Italmatch Chemicals SpA                                                                | CUSIP: ZM5973353<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |   1276000 | PA      | $1544282.97   | 0.28%             | 2028-02-06      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kestra Financial Inc 12.000% PIK 12/2031 (Pref Equ | Kestra Financial Inc 12.000% PIK 12/2031 (Pref Equ                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    123070 | PA      | $123070.00    | 0.02%             | 2031-12-31      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXXVI DAC                                                                  | CUSIP: BCC3MK3B8<br>LEI: 635400D94DGVG9CDLP77 | Long             | ABS-CBDO         | CORP              | IE        |   1052000 | PA      | $1219745.31   | 0.22%             | 2038-07-15      | Floating      | 7.78%                 | No            |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXXVII DAC                                                                 | CUSIP: BCC3PPSV3<br>LEI: 635400IUMEGLVCCJWL30 | Long             | ABS-CBDO         | CORP              | IE        |    533000 | PA      | $611287.85    | 0.11%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Kestra Financial Inc 12.000% PIK 12/2031 (Pref Equ | Kestra Financial Inc 12.000% PIK 12/2031 (Pref Equ                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    615360 | PA      | $615360.00    | 0.11%             | 2031-12-31      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| MEDICAL DEPOT HOLDINGS I                           | Medical Depot Holdings Inc                                                             | CUSIP: 58455MAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17296108 | PA      | $12956514.51  | 2.33%             | 2025-06-02      | Floating      | 9.60%                 | Yes           |                  3 | On Loan: No      |
| Medical Depot Holdings, Inc.                       | Medical Depot Holdings, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 58455MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2477804 | PA      | $2521165.53   | 0.45%             | 2029-09-26      | Floating      | 13.60%                | Yes           |                  3 | On Loan: No      |
| Medical Depot Holdings, Inc.                       | Medical Depot Holdings, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 58455MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    819343 | PA      | $833681.07    | 0.15%             | 2029-09-26      | Floating      | 13.60%                | Yes           |                  3 | On Loan: No      |
| AGL CLO Ltd.                                       | AGL CLO 11 Ltd                                                                         | CUSIP: 00851RAE0<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |    409651 | PA      | $411123.23    | 0.07%             | 2038-10-15      | Floating      | 10.26%                | No            |                  3 | On Loan: No      |
| Alacrity Solutions Group LLC 8.000% Perp (Pref Equ | Alacrity Solutions Group LLC 8.000% Perp (Pref Equ                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    674143 | PA      | $550841.05    | 0.10%             | 2030-02-28      | Variable      | 12.39%                | Yes           |                  3 | On Loan: No      |
| FLINT GROUP TOPCO LTD                              | Flint Group Topco Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    775782 | PA      | $63152.92     | 0.01%             | 2027-12-31      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP TOPCO LTD                              | Flint Group Topco Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    316930 | PA      | $25799.89     | 0.00%             | 2027-12-31      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP TOPCO LTD                              | Flint Group Topco Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    117983 | PA      | $8332.55      | 0.00%             | 2027-12-31      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| KKR RESIDENTIAL OPPORTUNITIES I LLC PRIVATE EQUITY | KKR RESIDENTIAL OPPORTUNITIES I LLC PRIVATE EQUITY                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         0 | NS      | $1019.19      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| APEX SERVICE PARTNERS INTERMEDIATE 2, LLC          | APEX SERVICE PARTNERS INTERMEDIATE 2, LLC, Subordinated First Lien Delayed Draw Loan   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4460 | PA      | $4593.80      | 0.00%             | 2031-04-23      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO                           | Aimbridge Acquisition Co Inc                                                           | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   2699287 | PA      | $2699287.46   | 0.49%             | 2030-03-11      | Floating      | 9.65%                 | No            |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                              | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1227000 | PA      | $1249876.19   | 0.23%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                            | Garrett Motion Holdings Inc / Garrett LX I Sarl                                        | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1949723.09   | 0.35%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                    | Aimbridge Acquisition Co., Inc., Senior Secured First Lien Term Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1765284 | PA      | $1765284.44   | 0.32%             | 2030-03-11      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                    | Aimbridge Acquisition Co., Inc., Senior Secured First Lien Term Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65146 | PA      | $65146.03     | 0.01%             | 2030-03-11      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| Generate CLO Ltd.                                  | Generate CLO 12 Ltd                                                                    | CUSIP: 37147WAE5<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   2044920 | PA      | $1972555.62   | 0.36%             | 2038-07-20      | Floating      | 10.68%                | No            |                  3 | On Loan: No      |
| Generate CLO Ltd.                                  | Generate CLO 15 Ltd                                                                    | CUSIP: 37148AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    493259 | PA      | $498068.67    | 0.09%             | 2037-07-20      | Floating      | 10.58%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                               | CUSIP: 61779JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160330 | PA      | $1053365.44   | 0.19%             | 2070-09-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                               | CUSIP: 61779JAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72198050 | PA      | $465814.60    | 0.08%             | 2070-09-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                              | Genesis Energy LP / Genesis Energy Finance Corp                                        | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1834039.83   | 0.33%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                            | Great Canadian Gaming Corp/Raptor LLC                                                  | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1598000 | PA      | $1563814.31   | 0.28%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                   | Sculptor CLO XXVIII Ltd                                                                | CUSIP: 81124MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1065734 | PA      | $1063749.98   | 0.19%             | 2035-01-20      | Floating      | 10.18%                | No            |                  3 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                                     | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1817204.00   | 0.33%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                                     | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2442824.77   | 0.44%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                              | Silver Point CLO 10 Ltd                                                                | CUSIP: 827910AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    517600 | PA      | $522283.22    | 0.09%             | 2038-07-15      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| SOLERA LLC                                         | Solera LLC                                                                             | CUSIP: N/A<br>LEI: 549300F7JH48O4IYRX29       | Long             | LON              | CORP              | US        |  16105314 | PA      | $15979692.66  | 2.88%             | 2029-06-04      | Floating      | 13.30%                | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares LXV CLO Ltd                                                                       | CUSIP: 04019GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1078040 | PA      | $1063359.05   | 0.19%             | 2034-07-25      | Floating      | 10.26%                | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO, Limit                     | Bain Capital Credit CLO 2023-1 Ltd                                                     | CUSIP: 05685PAG0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |    917610 | PA      | $937224.66    | 0.17%             | 2038-07-16      | Floating      | 10.14%                | No            |                  3 | On Loan: No      |
| Northwoods Capital 20 Ltd                          | Northwoods Capital 20 Ltd                                                              | CUSIP: 66860VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1136064 | PA      | $1157293.26   | 0.21%             | 2038-10-25      | Floating      | 10.74%                | No            |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                    | Oaktree CLO 2021-2 Ltd                                                                 | CUSIP: 67389CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1503771 | PA      | $1472065.67   | 0.27%             | 2035-01-15      | Floating      | 8.40%                 | No            |                  3 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                           | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                               | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3022081 | PA      | $3046393.64   | 0.55%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                            | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3573000 | PA      | $3892894.26   | 0.70%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                                 | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |      8515 | PA      | $7921.57      | 0.00%             | 2028-08-02      | Floating      | 6.81%                 | Yes           |                  3 | On Loan: No      |
| 3P Buyer Inc                                       | 3P Buyer Inc, Senior Secured First Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1882181 | PA      | $1822139.72   | 0.33%             | 2027-11-23      | Floating      | 9.94%                 | Yes           |                  3 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings Inc                                                                | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   6363970 | PA      | $6362061.31   | 1.15%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                            | Oscar Acquisitionco LLC                                                                | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   4558338 | PA      | $4119597.90   | 0.74%             | 2029-04-30      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| SOLERA LLC                                         | Solera LLC                                                                             | CUSIP: N/A<br>LEI: 549300F7JH48O4IYRX29       | Long             | LON              | CORP              | US        |   1209471 | PA      | $1200037.40   | 0.22%             | 2029-06-04      | Floating      | 13.30%                | No            |                  3 | On Loan: No      |
| Spotless Brands, LLC                               | Spotless Brands, LLC, Senior Secured First Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    152094 | PA      | $153614.83    | 0.03%             | 2028-07-25      | Floating      | 9.62%                 | Yes           |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   6904000 | PA      | $4254977.31   | 0.77%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    706000 | PA      | $558153.36    | 0.10%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                        | Chemours Co/The                                                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1879793.66   | 0.34%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                        | Chemours Co/The                                                                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2296000 | PA      | $2016819.95   | 0.36%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                        | Chemours Co/The                                                                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2016281.25   | 0.36%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5741631.13   | 1.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                               | Cross 2025-H7 Mortgage Trust                                                           | CUSIP: 22757JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $348030.24    | 0.06%             | 2070-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XII Ltd                                                                  | CUSIP: 47047QAE8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |   1181188 | PA      | $1192082.06   | 0.21%             | 2038-03-20      | Floating      | 11.08%                | No            |                  3 | On Loan: No      |
| Avenue One PropCo TL Unsec Delayed Draw 03/24 (Agg | Avenue One PropCo TL Unsec Delayed Draw 03/24 (Agg                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8049040 | PA      | $8049039.78   | 1.45%             | 2034-03-15      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| athenahealth Inc 10.750% 12/2031                   | athenahealth Inc 10.750% 12/2031                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6160816 | PA      | $6160815.89   | 1.11%             | 2026-09-29      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| athenahealth Inc 10.750% 12/2031                   | athenahealth Inc 10.750% 12/2031                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  12898170 | PA      | $12898170.00  | 2.32%             | 2026-09-29      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Auxilior Capital Partners Inc 14.500% 03/2029 (Pre | Auxilior Capital Partners Inc 14.500% 03/2029 (Pre                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $101775.34    | 0.02%             | 2029-03-31      | Fixed         | 14.50%                | Yes           |                  3 | On Loan: No      |
| BANKERS HEALTHCARE GROUP LLC TL 1L DELAYED DRAW 11 | BANKERS HEALTHCARE GROUP LLC TL 1L DELAYED DRAW 11                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110157 | PA      | $110927.98    | 0.02%             | 2027-11-08      | Floating      | 15.19%                | No            |                  3 | On Loan: No      |
| CIVICA GROUP LTD TL 1L DELAYED DRAW 08/23 GBP      | CIVICA GROUP LTD TL 1L DELAYED DRAW 08/23 GBP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     43413 | PA      | $56945.80     | 0.01%             | 2030-06-30      | Floating      | 9.47%                 | Yes           |                  3 | On Loan: No      |
| CWGS GROUP LLC                                     | CWGS Group LLC                                                                         | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    303483 | PA      | $296742.40    | 0.05%             | 2028-06-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP LLC                                     | CWGS Group LLC                                                                         | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8082171 | PA      | $7902665.51   | 1.42%             | 2028-06-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                                       | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1095449 | PA      | $1080885.08   | 0.19%             | 2028-10-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Medical Management Resource Group LLC (BDP)        | Medical Management Resource Group LLC (BDP), Senior Secured First Lien Term Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1852118 | PA      | $1852118.40   | 0.33%             | 2027-09-30      | Floating      | 9.85%                 | Yes           |                  3 | On Loan: No      |
| COBHAM ULTRA SENIORCO SA                           | Cobham Ultra SeniorCo Sarl                                                             | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |    129249 | PA      | $129779.37    | 0.02%             | 2029-08-06      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| COBHAM ULTRA SENIORCO SA                           | Cobham Ultra SeniorCo Sarl                                                             | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |    104000 | PA      | $120324.58    | 0.02%             | 2029-08-06      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ave Holdings III, Corp                             | Ave Holdings III, Corp, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1131800 | PA      | $1117086.86   | 0.20%             | 2028-02-25      | Floating      | 9.62%                 | Yes           |                  3 | On Loan: No      |
| Ave Holdings III, Corp                             | Ave Holdings III, Corp, Senior Secured First Lien Delayed Draw Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68884 | PA      | $67988.53     | 0.01%             | 2028-02-25      | Floating      | 9.62%                 | Yes           |                  3 | On Loan: No      |
| Ave Holdings III, Corp                             | Ave Holdings III, Corp, Senior Secured First Lien Delayed Draw Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    524475 | PA      | $517656.71    | 0.09%             | 2028-02-25      | Floating      | 9.62%                 | Yes           |                  3 | On Loan: No      |
| CPM HOLDINGS INC                                   | CPM Holdings Inc                                                                       | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   2045380 | PA      | $2041545.23   | 0.37%             | 2028-09-28      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| CSAFE Acquisition Company, Inc.                    | CSAFE Acquisition Company, Inc., Senior Secured First Lien Term Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    344219 | PA      | $347661.29    | 0.06%             | 2030-03-08      | Floating      | 9.95%                 | Yes           |                  3 | On Loan: No      |
| CSAFE Acquisition Company, Inc.                    | CSAFE Acquisition Company, Inc., Senior Secured First Lien Term Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48028 | PA      | $63724.70     | 0.01%             | 2030-03-08      | Floating      | 9.95%                 | Yes           |                  3 | On Loan: No      |
| CSAFE Acquisition Company, Inc.                    | CSAFE Acquisition Company, Inc., Senior Secured First Lien Delayed Draw Loan           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14564 | PA      | $14709.29     | 0.00%             | 2030-03-08      | Floating      | 9.95%                 | Yes           |                  3 | On Loan: No      |
| IU FINANCE MANAGEMENT GM                           | IU Finance Management GmbH                                                             | CUSIP: N/A<br>LEI: 529900FI9WBTNX0UFL25       | Long             | LON              | CORP              | DE        |   2103764 | PA      | $2443079.63   | 0.44%             | 2031-12-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| DECHRA PHARMACEUTICALS H                           | Dechra Pharmaceuticals Holdings Ltd                                                    | CUSIP: N/A<br>LEI: 254900O65L5G9CGTAS28       | Long             | LON              | CORP              | GB        |    732913 | PA      | $852074.99    | 0.15%             | 2032-01-27      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                                | IVC Acquisition Ltd                                                                    | CUSIP: N/A<br>LEI: 5493000Y4FS5LU4IPV32       | Long             | LON              | CORP              | GB        |    653146 | PA      | $753206.47    | 0.14%             | 2028-12-06      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                        | CHG Healthcare Services Inc                                                            | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   1472329 | PA      | $1478262.64   | 0.27%             | 2028-09-29      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                        | CHG Healthcare Services Inc                                                            | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |        28 | PA      | $28.00        | 0.00%             | 2028-09-29      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CSafe Global Revolver 1L 03/24                     | CSafe Global Revolver 1L 03/24                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28886 | PA      | $28885.60     | 0.01%             | 2029-03-08      | Floating      | 11.07%                | Yes           |                  3 | On Loan: No      |
| AUSTRALIS MARITIME II PRIVATE EQUITY (SEA FINANCIN | AUSTRALIS MARITIME II PRIVATE EQUITY (SEA FINANCIN                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     98093 | NS      | $98110.25     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CIVICA GROUP LTD TL 1L DELAYED DRAW 08/23 GBP      | CIVICA GROUP LTD TL 1L DELAYED DRAW 08/23 GBP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     50758 | PA      | $66580.88     | 0.01%             | 2030-06-30      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| AVE HOLDINGS R/C                                   | AVE HOLDINGS R/C                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197240 | PA      | $194675.88    | 0.04%             | 2028-02-25      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CSafe Global Revolver 1L 03/24                     | CSafe Global Revolver 1L 03/24                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $7221.40      | 0.00%             | 2029-03-08      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Bain Capital Euro CLO                              | Bain Capital Euro CLO 2023-1 DAC                                                       | CUSIP: BCC3LB329<br>LEI: 549300IVGZCD3CUWRX18 | Long             | ABS-CBDO         | CORP              | IE        |    395000 | PA      | $461753.27    | 0.08%             | 2038-01-25      | Floating      | 8.06%                 | No            |                  3 | On Loan: No      |
| AMERIVET PARTNERS MANAGEMENT INC  11.500% 12/2059  | AMERIVET PARTNERS MANAGEMENT INC  11.500% 12/2059                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       298 | NS      | $220838.72    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMERICAN VISION PARTNERS PRIVATE EQUITY            | AMERICAN VISION PARTNERS PRIVATE EQUITY                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     53939 | NS      | $47606.86     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cordatus CLO PLC                                   | CVC Cordatus Loan Fund XXVIII DAC                                                      | CUSIP: BCC3NM7J2<br>LEI: 549300JSRW9KFNLBLI94 | Long             | ABS-CBDO         | CORP              | IE        |   1442000 | PA      | $1673403.93   | 0.30%             | 2038-08-15      | Floating      | 7.79%                 | No            |                  3 | On Loan: No      |
| Cordatus CLO PLC                                   | CVC Cordatus Loan Fund XXVIII DAC                                                      | CUSIP: BCC3NM7K9<br>LEI: 549300JSRW9KFNLBLI94 | Long             | ABS-CBDO         | CORP              | IE        |    725000 | PA      | $826418.27    | 0.15%             | 2038-08-15      | Floating      | 10.58%                | No            |                  3 | On Loan: No      |
| Contego CLO DAC                                    | Contego Clo XIV DAC                                                                    | CUSIP: BCC3PCM63<br>LEI: 635400NLZP2UKDTVEG95 | Long             | ABS-CBDO         | CORP              | IE        |    686000 | PA      | $790714.29    | 0.14%             | 2037-10-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Avoca CLO                                          | Avoca Clo Xxxiv DAC                                                                    | CUSIP: BCC3Q8DP9<br>LEI: 254900ZO1JGX9FATAL91 | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1267909.22   | 0.23%             | 2038-01-15      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Spotless Brands, LLC                               | Spotless Brands, LLC, Senior Secured First Lien Delayed Draw Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    231576 | PA      | $233891.62    | 0.04%             | 2028-07-25      | Floating      | 9.62%                 | Yes           |                  3 | On Loan: No      |
| SHD Shaw Holdings, LLC                             | SHD Shaw Holdings, LLC, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    146384 | PA      | $140338.17    | 0.03%             | 2029-10-30      | Floating      | 9.84%                 | Yes           |                  3 | On Loan: No      |
| PHARMANOVIA BIDCO LTD                              | Pharmanovia Bidco Ltd                                                                  | CUSIP: N/A<br>LEI: 213800ON9SUZE6E64108       | Long             | LON              | CORP              | GB        |   1484789 | PA      | $833707.93    | 0.15%             | 2030-02-06      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                          | CUSIP: 68163YAH8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    718509 | PA      | $828197.77    | 0.15%             | 2031-06-23      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                               | Vision Solutions Inc                                                                   | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5148532 | PA      | $4966196.94   | 0.89%             | 2029-04-23      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                               | Vision Solutions Inc                                                                   | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4416390 | PA      | $4270096.73   | 0.77%             | 2028-04-24      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      8041 | NS      | $134901.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN VISION PARTNERS DELAYED DRAW TL           | AMERICAN VISION PARTNERS DELAYED DRAW TL                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    764993 | PA      | $764992.58    | 0.14%             | 2027-09-30      | Floating      | 10.10%                | Yes           |                  3 | On Loan: No      |
| Opendoor Labs Inc TL DD 02/25 (Mezz)               | Opendoor Labs Inc TL DD 02/25 (Mezz)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    991096 | PA      | $998628.33    | 0.18%             | 2029-02-25      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| Philippine Airlines 777 (Warbug Pincus) TL 1L Dela | Philippine Airlines 777 (Warbug Pincus) TL 1L Dela                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PH        |   2366034 | PA      | $2387091.52   | 0.43%             | 2027-12-31      | Fixed         | 7.18%                 | No            |                  3 | On Loan: No      |
| 3P Buyer Inc                                       | 3P Buyer Inc, Senior Secured First Lien Delayed Draw Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    605919 | PA      | $586590.60    | 0.11%             | 2027-11-23      | Floating      | 9.94%                 | Yes           |                  3 | On Loan: No      |
| 3P Buyer Inc                                       | 3P Buyer Inc, Senior Secured First Lien Revolving Credit Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16141 | PA      | $15625.91     | 0.00%             | 2027-11-23      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy XXII CLO Ltd                                                                    | CUSIP: 36321AAP8<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    421291 | PA      | $424297.76    | 0.08%             | 2034-04-16      | Floating      | 10.64%                | No            |                  3 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy 33 CLO Ltd                                                                      | CUSIP: 36321FAA0<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |    427933 | PA      | $432054.79    | 0.08%             | 2037-04-20      | Floating      | 10.53%                | No            |                  3 | On Loan: No      |
| Rad CLO Ltd                                        | Rad CLO 7 Ltd                                                                          | CUSIP: 74936PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310460 | PA      | $312137.29    | 0.06%             | 2036-04-17      | Floating      | 10.18%                | No            |                  3 | On Loan: No      |
| TIP Solar ABS Issuer LLC                           | TIP Solar ABS 2025 Issuer LLC                                                          | CUSIP: 87252XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10209000 | PA      | $10205307.40  | 1.84%             | 2055-10-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 82967VAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263643 | PA      | $263643.40    | 0.05%             | 2029-02-20      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 82967VAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5273 | PA      | $5272.87      | 0.00%             | 2029-02-20      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                            | TransMontaigne Partners LLC                                                            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1072829.44   | 0.19%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                  | Trimaran Cavu 2021-3 Ltd                                                               | CUSIP: 89624HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    408314 | PA      | $411699.03    | 0.07%             | 2035-01-18      | Floating      | 11.52%                | No            |                  3 | On Loan: No      |
| AMERICAN VISION PARTNERS REVOLVER 1L 09/21         | AMERICAN VISION PARTNERS REVOLVER 1L 09/21                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53768 | PA      | $53767.60     | 0.01%             | 2026-09-30      | Floating      | 10.74%                | Yes           |                  3 | On Loan: No      |
| APEX SERVICE PARTNERS INTERMEDIATE 2, LLC          | APEX SERVICE PARTNERS INTERMEDIATE 2, LLC, Subordinated First Lien Delayed Draw Loan   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36742 | PA      | $37844.54     | 0.01%             | 2031-04-23      | Floating      | 14.25%                | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                                | CUSIP: 617942AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46970223 | PA      | $1352756.51   | 0.24%             | 2070-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                               | CUSIP: 617948AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1577271 | PA      | $1561770.21   | 0.28%             | 2070-07-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| VERTEX AEROSPACE SERVICE                           | V2X LLC                                                                                | CUSIP: 92532MAE5<br>LEI: 549300YOTFEWSPUJ2D47 | Long             | LON              | CORP              | US        |   1484559 | PA      | $1486645.01   | 0.27%             | 2028-12-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| VICTORS PURCHASER, LLC                             | VICTORS PURCHASER, LLC, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    195013 | PA      | $196962.72    | 0.04%             | 2031-08-15      | Floating      | 8.75%                 | Yes           |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Delayed Draw Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    617863 | PA      | $617863.18    | 0.11%             | 2029-02-20      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Delayed Draw Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19772 | PA      | $19771.62     | 0.00%             | 2029-02-20      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| VICTORS PURCHASER, LLC                             | VICTORS PURCHASER, LLC, Senior Secured First Lien Delayed Draw Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10082 | PA      | $10183.04     | 0.00%             | 2031-08-15      | Floating      | 8.75%                 | Yes           |                  3 | On Loan: No      |
| Vehicle Secured Funding Trust 15.000% 01/2046 (Rav | Vehicle Secured Funding Trust 15.000% 01/2046 (Rav                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    334725 | PA      | $334725.36    | 0.06%             | 2046-01-25      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5587 | PA      | $5586.61      | 0.00%             | 2031-01-17      | Floating      | 7.34%                 | Yes           |                  3 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    159770 | PA      | $159769.67    | 0.03%             | 2031-01-17      | Floating      | 7.34%                 | Yes           |                  3 | On Loan: No      |
| Vehicle Secured Funding Trust Private Equity (Ravi | Vehicle Secured Funding Trust Private Equity (Ravi                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    111575 | NS      | $162320.60    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| VICTORS PURCHASER DELAYED DRAW T/L                 | VICTORS PURCHASER DELAYED DRAW T/L                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36624 | PA      | $36990.01     | 0.01%             | 2031-08-15      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| VICTORS PURCHASER R/C                              | VICTORS PURCHASER R/C                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26733 | PA      | $26732.67     | 0.00%             | 2031-08-15      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Vietjet Aviation JSC TL 1L Delayed Draw 03/25 (A32 | Vietjet Aviation JSC TL 1L Delayed Draw 03/25 (A32                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   1219512 | PA      | $1228658.46   | 0.22%             | 2037-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Vietjet Aviation JSC TL 1L Delayed Draw 03/25 (A32 | Vietjet Aviation JSC TL 1L Delayed Draw 03/25 (A32                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   1168699 | PA      | $1177464.39   | 0.21%             | 2037-03-28      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| ACCURIDE INTERMEDIATE CO                           | Accuride Intermediate Co Inc                                                           | CUSIP: 00440LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3186894 | PA      | $7197918.00   | 1.30%             | 2030-02-28      | Floating      | 8.62%                 | Yes           |                  3 | On Loan: No      |
| ACCURIDE INTERMEDIATE CO                           | Accuride Intermediate Co Inc                                                           | CUSIP: 00440LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49588 | PA      | $112000.00    | 0.02%             | 2030-02-28      | Floating      | 8.62%                 | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXXII Ltd                                                             | CUSIP: 09631FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1093403 | PA      | $1098750.23   | 0.20%             | 2034-10-15      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                           | Brand Industrial Services Inc                                                          | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1303513.48   | 0.23%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                      | Trimaran CAVU 2019-2 Ltd                                                               | CUSIP: 89624KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2546053 | PA      | $2546186.03   | 0.46%             | 2038-03-18      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| Trimaran CAVU Ltd                                  | Trimaran Cavu 2021-2 Ltd                                                               | CUSIP: 89624VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    452132 | PA      | $454889.89    | 0.08%             | 2034-10-25      | Floating      | 11.32%                | No            |                  3 | On Loan: No      |
| Philippine Airlines 777 (Warbug Pincus) TL 1L Dela | Philippine Airlines 777 (Warbug Pincus) TL 1L Dela                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PH        |   2365970 | PA      | $2387500.14   | 0.43%             | 2027-12-31      | Fixed         | 3.04%                 | No            |                  3 | On Loan: No      |
| Opendoor Labs Inc TL DD 02/25 (Mezz)               | Opendoor Labs Inc TL DD 02/25 (Mezz)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    495548 | PA      | $499314.16    | 0.09%             | 2029-02-25      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21995 | PA      | $21994.69     | 0.00%             | 2031-01-17      | Floating      | 6.84%                 | Yes           |                  3 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $468.59       | 0.00%             | 2031-01-17      | Floating      | 6.84%                 | Yes           |                  3 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2031 | PA      | $2031.42      | 0.00%             | 2031-01-17      | Floating      | 6.84%                 | Yes           |                  3 | On Loan: No      |
| HARBOR FREIGHT TOOLS                               | Harbor Freight Tools USA Inc                                                           | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   2109144 | PA      | $2084477.33   | 0.38%             | 2031-06-11      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56528 | PA      | $56528.36     | 0.01%             | 2029-08-20      | Floating      | 7.20%                 | Yes           |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1094106 | PA      | $1094105.80   | 0.20%             | 2029-08-20      | Floating      | 7.20%                 | Yes           |                  3 | On Loan: No      |
| ALTITUDE II PRIVATE EQUITY (KKR ALTITUDE II OFFSHO | ALTITUDE II PRIVATE EQUITY (KKR ALTITUDE II OFFSHO                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    594330 | NS      | $631669.56    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Global Lending Services LLC Private Equity (GLS Fl | Global Lending Services LLC Private Equity (GLS Fl                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    136113 | NS      | $245500.49    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                                | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   4064164 | PA      | $3867966.12   | 0.70%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| X CORP                                             | X Corp                                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4839334 | PA      | $4724400.00   | 0.85%             | 2029-10-29      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2017-3 Ltd                                                                    | CUSIP: 92916PAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2241430 | PA      | $2263562.01   | 0.41%             | 2034-04-20      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2019-4 Ltd                                                                    | CUSIP: 92917UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1051098 | PA      | $1047249.07   | 0.19%             | 2035-01-15      | Floating      | 10.88%                | No            |                  3 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                           | Zelis Payments Buyer Inc                                                               | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   3070824 | PA      | $3031041.59   | 0.55%             | 2029-09-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Zeus Company LLC                                   | Zeus Company LLC, Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    257321 | PA      | $245586.93    | 0.04%             | 2031-02-28      | Floating      | 7.00%                 | Yes           |                  3 | On Loan: No      |
| Zeus Company LLC                                   | Zeus Company LLC, Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1978 | PA      | $1887.60      | 0.00%             | 2031-02-28      | Floating      | 7.16%                 | Yes           |                  3 | On Loan: No      |
| Zeus Company LLC                                   | Zeus Company LLC, Senior Secured First Lien Delayed Draw Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24155 | PA      | $23053.50     | 0.00%             | 2031-02-28      | Floating      | 9.50%                 | Yes           |                  3 | On Loan: No      |
| Zeus Company R/C                                   | Zeus Company LLC, Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36360 | PA      | $34701.71     | 0.01%             | 2031-02-28      | Floating      | 0.50%                 | Yes           |                  3 | On Loan: No      |
| WYNDHAM WORLDWIDE CORP                             | Travel + Leisure Co                                                                    | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |    866331 | PA      | $868939.09    | 0.16%             | 2029-12-14      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Philippine Airlines 777 (Warbug Pincus) TL 1L Dela | Philippine Airlines 777 (Warbug Pincus) TL 1L Dela                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PH        |   1380218 | PA      | $1392502.34   | 0.25%             | 2027-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Philippine Airlines 777 (Warbug Pincus) TL 1L Dela | Philippine Airlines 777 (Warbug Pincus) TL 1L Dela                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PH        |   1380218 | PA      | $1392778.39   | 0.25%             | 2027-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| 3P BUYER R/C                                       | 3P BUYER R/C                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    170099 | PA      | $164673.04    | 0.03%             | 2027-11-23      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Clonmore Park CLO                                  | Clonmore Park CLO DAC                                                                  | CUSIP: BCC3DRCX5<br>LEI: 254900K613IO1MF3NA10 | Long             | ABS-CBDO         | CORP              | IE        |    406000 | PA      | $472582.22    | 0.09%             | 2035-08-21      | Floating      | 8.85%                 | No            |                  3 | On Loan: No      |
| X CORP                                             | X Corp                                                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4464147 | PA      | $4483677.42   | 0.81%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wood Group Receivables, LLC                        | Wood Group Receivables, LLC, Senior Secured First Lien Revolving Credit Loan           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4308880 | PA      | $4308880.20   | 0.78%             | 2028-10-31      | Floating      | 9.72%                 | Yes           |                  3 | On Loan: No      |
| Wood Group Receivables, LLC                        | Wood Group Receivables, LLC, Senior Secured First Lien Revolving Credit Loan           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    478764 | PA      | $478764.47    | 0.09%             | 2028-10-31      | Floating      | 9.63%                 | Yes           |                  3 | On Loan: No      |
| Wood Group Receivables, LLC                        | Wood Group Receivables, LLC, Senior Secured First Lien Revolving Credit Loan           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    957529 | PA      | $957528.93    | 0.17%             | 2028-10-31      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                                | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   3279470 | PA      | $3139584.37   | 0.57%             | 2030-03-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                                | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     80207 | PA      | $76785.64     | 0.01%             | 2030-03-11      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Zeus Company Delayed Draw T/L                      | Zeus Company Delayed Draw T/L                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24240 | PA      | $23134.47     | 0.00%             | 2031-02-28      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Wood Group Receivables R/C                         | Wood Group Receivables R/C                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8617760 | PA      | $8617760.40   | 1.55%             | 2028-10-31      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDINGS PLC 9.0% PIK 01/2031    | ULTRA ELECTRONICS HOLDINGS PLC 9.0% PIK 01/2031                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2983148 | PA      | $2983148.36   | 0.54%             | 2031-01-31      | Variable      | 14.07%                | Yes           |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDINGS PLC PRIVATE EQUITY (B S | ULTRA ELECTRONICS HOLDINGS PLC PRIVATE EQUITY (B S                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     43729 | NS      | $85844.40     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Global Lending Services LLC 12.500% 08/2033 (GLS F | Global Lending Services LLC 12.500% 08/2033 (GLS F                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     80872 | PA      | $80871.53     | 0.01%             | 2033-08-05      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| GLS Flow Aggregator 2024-1 LLC                     | GLS Flow Aggregator 2024-1 LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    139821 | PA      | $139820.94    | 0.03%             | 2033-02-05      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| SIRVA Worldwide Inc Common Stock (Class A)         | SIRVA Worldwide Inc Common Stock (Class A)                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2131 | NS      | $78.00        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIRVA Worldwide Inc Common Stock (Class B)         | SIRVA Worldwide Inc Common Stock (Class B)                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1646 | NS      | $60.25        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIRVA Worldwide Inc 08/2030 (Pref Equity Class A)  | SIRVA Worldwide Inc 08/2030 (Pref Equity Class A)                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       490 | NS      | $85034.86     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIRVA Worldwide Inc 08/2030 (Pref Equity Class B)  | SIRVA Worldwide Inc 08/2030 (Pref Equity Class B)                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        15 | NS      | $2560.65      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Global Lending Services LLC 12.500% 12/2032 (GLS F | Global Lending Services LLC 12.500% 12/2032 (GLS F                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    109484 | PA      | $109483.76    | 0.02%             | 2032-12-31      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| Global Lending Services LLC 12.500% 12/2032 (GLS F | Global Lending Services LLC 12.500% 12/2032 (GLS F                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    130175 | PA      | $130175.33    | 0.02%             | 2032-12-31      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO 2023-2 DAC                                                  | CUSIP: BCC3CHJQ6<br>LEI: 549300EVQ1VRDUGS6I93 | Long             | ABS-CBDO         | CORP              | IE        |    368000 | PA      | $428783.68    | 0.08%             | 2036-10-15      | Floating      | 10.40%                | No            |                  3 | On Loan: No      |
| Penta CLO 14 DAC                                   | Penta CLO 14 DAC                                                                       | CUSIP: BCC3H33C0<br>LEI: 549300KV4K41MAFRA061 | Long             | ABS-CBDO         | CORP              | IE        |    449000 | PA      | $526564.16    | 0.09%             | 2037-10-20      | Floating      | 8.35%                 | No            |                  3 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                           | Pretium PKG Holdings Inc                                                               | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |    810470 | PA      | $198565.15    | 0.04%             | 2029-10-01      | Floating      | 11.24%                | No            |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    591000 | PA      | $544562.05    | 0.10%             | 2027-12-01      | Floating      | 8.57%                 | Yes           |                  3 | On Loan: No      |
| SOUTHERN VETERINARY PART                           | Southern Veterinary Partners LLC                                                       | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   3067312 | PA      | $3068815.48   | 0.55%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                            | Sotera Health Holdings LLC                                                             | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   2924596 | PA      | $2939218.78   | 0.53%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                       | OCP Euro Clo 2025-13 DAC                                                               | CUSIP: BCC3M9LY3<br>LEI: 635400XOSXH4KFADMB58 | Long             | ABS-CBDO         | CORP              | IE        |    946000 | PA      | $1101291.56   | 0.20%             | 2038-07-18      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 15 DAC                                                                       | CUSIP: BCC3Q6XR7<br>LEI: 5493009DHFYZRQZRBR67 | Long             | ABS-CBDO         | CORP              | IE        |    484000 | PA      | $557880.06    | 0.10%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| SPX FLOW INC                                       | SPX FLOW Inc                                                                           | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |   5643000 | PA      | $5793363.38   | 1.04%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL LENDING SERVICES LLC 12.500% 05/2033 (GLS F | GLOBAL LENDING SERVICES LLC 12.500% 05/2033 (GLS F                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     84100 | PA      | $84099.85     | 0.02%             | 2033-05-05      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| Harley-Davidson Financial Services Inc Private Equ | Harley-Davidson Financial Services Inc Private Equ                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  14420710 | NS      | $14420710.43  | 2.60%             |  |  |  | No            |                  3 | On Loan: No      |
| Sirva 8/24 Superpriority Priority Exit Delayed Dra | Sirva 8/24 Superpriority Priority Exit Delayed Dra                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    370718 | PA      | $370717.90    | 0.07%             | 2029-02-20      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Harley-Davidson Financial Services Inc Private Equ | Harley-Davidson Financial Services Inc Private Equ                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1102297 | NS      | $1102297.40   | 0.20%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN VISION PARTNERS REVOLVER 1L 09/21         | AMERICAN VISION PARTNERS REVOLVER 1L 09/21                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    104372 | PA      | $104372.40    | 0.02%             | 2026-09-30      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                               | CUSIP: 617948AH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1826066 | PA      | $1779878.58   | 0.32%             | 2070-07-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                               | CUSIP: 617948AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037767 | PA      | $967042.56    | 0.17%             | 2070-07-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11681 | PA      | $10763.29     | 0.00%             | 2027-12-01      | Floating      | 8.57%                 | Yes           |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    370457 | PA      | $341347.75    | 0.06%             | 2027-12-01      | Floating      | 8.57%                 | Yes           |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7322 | PA      | $6746.74      | 0.00%             | 2027-12-01      | Floating      | 8.57%                 | Yes           |                  3 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS                            | Topgolf Callaway Brands Corp                                                           | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |   4317887 | PA      | $4292865.23   | 0.77%             | 2030-03-18      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| GOVDELIVERY RC (1/24)                              | GOVDELIVERY RC (1/24)                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22901 | PA      | $22901.01     | 0.00%             | 2031-01-17      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| HTAP ISSUER TRUST 2025-2 A      20430625 6.50000   | HTAP ISSUER TRUST 2025-2 A      20430625 6.50000                                       | CUSIP: 40446QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14754645 | PA      | $14720667.57  | 2.65%             | 2043-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TRUST 2025-2 B      20430625 8.00000   | HTAP ISSUER TRUST 2025-2 B      20430625 8.00000                                       | CUSIP: 40446QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    829000 | PA      | $824725.59    | 0.15%             | 2043-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12198 | PA      | $12198.23     | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                           | Project Alpha Intermediate Holding Inc                                                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3987971 | PA      | $3993653.52   | 0.72%             | 2030-10-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US CLO 2022-1i Ltd                                                                 | CUSIP: 44933PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    515907 | PA      | $515907.00    | 0.09%             | 2038-10-20      | Floating      | 10.47%                | No            |                  3 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                | Immunocore Holdings PLC                                                                | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |   2163000 | PA      | $1913389.80   | 0.34%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                      | PPM CLO 4 Ltd                                                                          | CUSIP: 69356BAG5<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |    864297 | PA      | $876913.78    | 0.16%             | 2038-03-18      | Floating      | 11.06%                | No            |                  3 | On Loan: No      |
| Post CLO LTD                                       | Post CLO 2021-1 LTD                                                                    | CUSIP: 73742GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1515000 | PA      | $1523602.00   | 0.27%             | 2034-10-15      | Floating      | 9.60%                 | No            |                  3 | On Loan: No      |
| Alacrity Solutions Group LLC Common Stock          | Alacrity Solutions Group LLC Common Stock                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       630 | NS      | $114935.32    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Alacrity Solutions Group LLC TL 1L 03/25 (PIK Upfr | Alacrity Solutions Group LLC TL 1L 03/25 (PIK Upfr                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42178 | PA      | $42178.44     | 0.01%             | 2030-02-28      | Floating      | 9.45%                 | Yes           |                  3 | On Loan: No      |
| ALLWYN ENT FIN UK 7.25%  GTD 30/04/2030 EUR        | ALLWYN ENT FIN UK 7.25%  GTD 30/04/2030 EUR                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1217700 | PA      | $1481548.40   | 0.27%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY EQUITY SHARES                     | FORESIGHT ENERGY EQUITY SHARES                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17979 | NS      | $107927.20    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| iNova Pharmaceuticals (Australia) Pty Limited TL 1 | iNova Pharmaceuticals (Australia) Pty Limited TL 1                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |   1302540 | PA      | $860775.28    | 0.16%             | 2031-10-28      | Floating      | 8.61%                 | No            |                  3 | On Loan: No      |
| iNova Pharmaceuticals (Australia) Pty Limited TL 1 | iNova Pharmaceuticals (Australia) Pty Limited TL 1                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    148944 | PA      | $98428.35     | 0.02%             | 2031-10-28      | Floating      | 1.90%                 | No            |                  3 | On Loan: No      |
| FORESIGHT ENERGY LLC                               | Foresight Energy LLC                                                                   | CUSIP: 34552KAB2<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | LON              | CORP              | US        |    117739 | PA      | $114606.70    | 0.02%             | 2027-06-30      | Floating      | 12.10%                | Yes           |                  3 | On Loan: No      |
| GAINWELL ACQUISITION COR                           | Gainwell Acquisition Corp                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7721277 | PA      | $7663367.84   | 1.38%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| PLATFORM BIDCO LTD                                 | Platform Bidco Ltd                                                                     | CUSIP: N/A<br>LEI: 259400O9OX5WFOBC8C47       | Long             | LON              | CORP              | GB        |    750419 | PA      | $864374.43    | 0.16%             | 2028-09-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNTER UK BIDCO LTD                                | Hunter UK Bidco Ltd                                                                    | CUSIP: 12509YAG1<br>LEI: 549300WX186JUIY8TD43 | Long             | LON              | CORP              | GB        |   1315088 | PA      | $1510152.39   | 0.27%             | 2028-08-21      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86611 | PA      | $86611.24     | 0.02%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7393 | PA      | $7393.38      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11242 | PA      | $11241.93     | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8609 | PA      | $8609.39      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7491 | PA      | $7490.65      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12257 | PA      | $12257.44     | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-08-05      | Floating      | 9.58%                 | Yes           |                  3 | On Loan: No      |
| ICEBOX HOLDCO III INC                              | Icebox Holdco III Inc                                                                  | CUSIP: 45114NAF4<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |   1945020 | PA      | $1979660.81   | 0.36%             | 2029-12-24      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Alpine Acquisition Corp II                         | Alpine Acquisition Corp II                                                             | CUSIP: 02082AAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4349686 | PA      | $1991721.26   | 0.36%             | 2026-11-30      | Floating      | 10.32%                | Yes           |                  3 | On Loan: No      |
| Alpine Acquisition Corp II                         | Alpine Acquisition Corp II                                                             | CUSIP: 02082AAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237702 | PA      | $108843.70    | 0.02%             | 2026-11-30      | Floating      | 10.32%                | Yes           |                  3 | On Loan: No      |
| Alpine Acquisition Corp II                         | Alpine Acquisition Corp II, Senior Secured First Lien Revolving Credit Loan            | CUSIP: 02082AAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90448 | PA      | $41416.16     | 0.01%             | 2026-11-30      | Floating      | 11.01%                | Yes           |                  3 | On Loan: No      |
| Alpine Acquisition Corp II                         | Alpine Acquisition Corp II, Senior Secured First Lien Revolving Credit Loan            | CUSIP: 02082AAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188782 | PA      | $86443.42     | 0.02%             | 2026-11-30      | Floating      | 10.32%                | Yes           |                  3 | On Loan: No      |
| Alpine Acquisition Corp II                         | Alpine Acquisition Corp II, Senior Secured First Lien Revolving Credit Loan            | CUSIP: 02082AAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207909 | PA      | $95201.51     | 0.02%             | 2026-11-30      | Floating      | 10.35%                | Yes           |                  3 | On Loan: No      |
| Alpine Acquisition Corp II                         | Alpine Acquisition Corp II, Senior Secured First Lien Term Loan                        | CUSIP: 02082AAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3038053 | PA      | $1391124.50   | 0.25%             | 2029-11-30      | Floating      | 10.32%                | Yes           |                  3 | On Loan: No      |
| Alpine Acquisition Corp II                         | Alpine Acquisition Corp II, Senior Secured First Lien Term Loan                        | CUSIP: 02082AAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164677 | PA      | $75405.48     | 0.01%             | 2029-11-30      | Floating      | 10.32%                | Yes           |                  3 | On Loan: No      |
| FLINT GROUP TOPCO LTD                              | Flint Group Topco Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    284797 | PA      | $20113.79     | 0.00%             | 2027-12-31      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Heritage Environmental Services, Inc.              | Heritage Environmental Services, Inc., Senior Secured First Lien Term Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    164751 | PA      | $164751.10    | 0.03%             | 2031-01-31      | Floating      | 9.09%                 | Yes           |                  3 | On Loan: No      |
| Heritage Environmental Services, Inc.              | Heritage Environmental Services, Inc., Senior Secured First Lien Revolving Credit Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22998 | PA      | $22998.25     | 0.00%             | 2030-01-31      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9485 | PA      | $9484.99      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5154 | PA      | $5154.18      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6013 | PA      | $6013.21      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11167 | PA      | $11167.39     | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5154 | PA      | $5154.18      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4725 | PA      | $4724.66      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6872 | PA      | $6872.24      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4123 | PA      | $4123.34      | 0.00%             | 2028-08-05      | Floating      | 9.16%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2921 | PA      | $2920.70      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7044 | PA      | $7044.05      | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10824 | PA      | $10823.78     | 0.00%             | 2028-08-05      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| POLAR US BORROWER LLC                              | Polar US Borrower LLC                                                                  | CUSIP: 73103NAB8<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   2163553 | PA      | $256921.90    | 0.05%             | 2028-10-16      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                              | Polar US Borrower LLC                                                                  | CUSIP: 73103NAB8<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |     27057 | PA      | $3212.96      | 0.00%             | 2028-10-16      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                              | Polar US Borrower LLC                                                                  | CUSIP: 73103NAB8<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   2144917 | PA      | $254708.89    | 0.05%             | 2028-10-16      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                              | Polar US Borrower LLC                                                                  | CUSIP: 73103NAB8<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |       266 | PA      | $31.60        | 0.00%             | 2028-10-16      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    294273 | PA      | $297215.99    | 0.05%             | 2030-10-24      | Floating      | 9.20%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $5217.67      | 0.00%             | 2030-10-24      | Floating      | 9.20%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $677.46       | 0.00%             | 2029-10-24      | Floating      | 9.31%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $1103.96      | 0.00%             | 2029-10-24      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $132.83       | 0.00%             | 2029-10-24      | Floating      | 9.32%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $909.92       | 0.00%             | 2029-10-24      | Floating      | 8.90%                 | Yes           |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1364.87      | 0.00%             | 2029-10-24      | Floating      | 8.90%                 | Yes           |                  3 | On Loan: No      |
| Polar US Borrower, LLC                             | Polar US Borrower, LLC, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3212950 | PA      | $381537.82    | 0.07%             | 2028-10-16      | Floating      | 8.71%                 | Yes           |                  2 | On Loan: No      |
| Polar US Borrower, LLC                             | Polar US Borrower, LLC, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20386 | PA      | $2420.79      | 0.00%             | 2028-10-16      | Floating      | 8.71%                 | Yes           |                  2 | On Loan: No      |
| Fortna AR, LLC                                     | Fortna AR, LLC, Senior Secured First Lien Revolving Credit Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64994 | PA      | $64994.31     | 0.01%             | 2032-02-14      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Fortna AR, LLC                                     | Fortna AR, LLC, Senior Secured First Lien Revolving Credit Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    191562 | PA      | $191562.19    | 0.03%             | 2032-02-14      | Floating      | 8.59%                 | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management LLC                 | Premier Care Dental Management LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31773 | PA      | $31772.98     | 0.01%             | 2027-08-05      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ALPINE ACQUISITION 2ND AMENDMENT R/C (48FORTY) (UN | ALPINE ACQUISITION 2ND AMENDMENT R/C (48FORTY) (UN                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    122929 | PA      | $56289.05     | 0.01%             | 2026-11-30      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fortna Group Inc Revolver 1L 01/25                 | Fortna Group Inc Revolver 1L 01/25                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    256556 | PA      | $256556.50    | 0.05%             | 2029-06-01      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Arbour CLO                                         | Arbour CLO VI DAC                                                                      | CUSIP: BCC3HJ293<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |    611000 | PA      | $713845.93    | 0.13%             | 2037-11-15      | Floating      | 8.05%                 | No            |                  3 | On Loan: No      |
| Arbour CLO                                         | Arbour CLO V DAC                                                                       | CUSIP: BCC3MJMZ7<br>LEI: 635400GCTTHXOHHJ6Z63 | Long             | ABS-CBDO         | CORP              | IE        |    738000 | PA      | $854658.31    | 0.15%             | 2038-06-15      | Floating      | 7.83%                 | No            |                  3 | On Loan: No      |
| Apna Park CLO DAC                                  | Apna Park Clo DAC                                                                      | CUSIP: BCC3PXWG4<br>LEI: 635400KMHOF69XBTWP26 | Long             | ABS-CBDO         | CORP              | IE        |    979000 | PA      | $1128439.20   | 0.20%             | 2038-12-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEXUS BUYER LLC                                    | Nexus Buyer LLC                                                                        | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   3072819 | PA      | $3057024.41   | 0.55%             | 2031-07-31      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Triley Midco 2 Limited                             | Triley Midco 2 Limited, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    760442 | PA      | $854790.62    | 0.15%             | 2029-04-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                 | SSI ABS-2025-1 Issuer LLC                                                              | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2735061 | PA      | $2779061.79   | 0.50%             | 2065-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                 | SSI ABS-2025-1 Issuer LLC                                                              | CUSIP: 78475CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2571019 | PA      | $2613014.80   | 0.47%             | 2065-07-25      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                  | Primo Brands Corp                                                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1606643 | PA      | $1612707.70   | 0.29%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| QUARTZ ACQUIRECO LLC                               | Quartz Acquireco LLC                                                                   | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3039980 | PA      | $3019095.14   | 0.54%             | 2030-06-28      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM1                                    | CUSIP: 80262BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757310 | PA      | $727623.45    | 0.13%             | 2065-01-25      | Variable      | 7.31%                 | Yes           |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                    | CUSIP: 80263BAJ8<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |   1254594 | PA      | $1185119.35   | 0.21%             | 2065-07-25      | Variable      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy                                                                   | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | LON              | CORP              | FI        |    869039 | PA      | $1011534.68   | 0.18%             | 2031-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy                                                                   | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | LON              | CORP              | FI        |    357427 | PA      | $416034.43    | 0.07%             | 2031-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                     | Broad River Bsl Funding Clo Ltd 2020-1                                                 | CUSIP: 11124UAC5<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507355.76   | 0.27%             | 2034-07-20      | Floating      | 10.65%                | No            |                  3 | On Loan: No      |
| CABLE ONE INC                                      | Cable One Inc                                                                          | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   2771000 | PA      | $2192651.43   | 0.40%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy                                                                   | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | LON              | CORP              | FI        |     35042 | PA      | $40787.69     | 0.01%             | 2031-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy                                                                   | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | LON              | CORP              | FI        |     42050 | PA      | $48945.23     | 0.01%             | 2031-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                    | CUSIP: 80263BAK5<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |  73368362 | PA      | $600593.41    | 0.11%             | 2065-07-25      | Variable      | 0.42%                 | Yes           |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                    | CUSIP: 80263BAL3<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |  73368362 | PA      | $2743984.07   | 0.49%             | 2065-07-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pretium Partners LLC P1 P1 Mezz TL Unsec 08/19     | Pretium Partners LLC P1 P1 Mezz TL Unsec 08/19                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    432876 | PA      | $432876.45    | 0.08%             | 2026-10-22      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| PRETIUM PARTNERS LLC P2 TL 1L 12/21                | PRETIUM PARTNERS LLC P2 TL 1L 12/21                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3270612 | PA      | $3205199.76   | 0.58%             | 2029-12-16      | Floating      | 11.00%                | Yes           |                  3 | On Loan: No      |
| QUORUM HEALTH CORP                                 | QUORUM HEALTH CORP                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    212000 | NS      | $17744.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRETIUM PARTNERS LLC P2 PRIVATE EQUITY (SFR 2021-1 | PRETIUM PARTNERS LLC P2 PRIVATE EQUITY (SFR 2021-1                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1635306 | NS      | $1852427.21   | 0.33%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                               | CUSIP: 617948AK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80984196 | PA      | $519465.03    | 0.09%             | 2070-07-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                               | CUSIP: 617948AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80984196 | PA      | $3575185.02   | 0.64%             | 2070-07-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                      | Sunrun Bacchus Issuer 2025-1 LLC                                                       | CUSIP: 86771PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13999473 | PA      | $14058545.00  | 2.53%             | 2060-04-30      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| STYROLUTION                                        | INEOS Styrolution Ludwigshafen GmbH                                                    | CUSIP: 45673NAF7<br>LEI: 5299003M4PGUGL48LS74 | Long             | LON              | CORP              | DE        |   3876141 | PA      | $4330987.28   | 0.78%             | 2027-01-29      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                                      | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   1997000 | PA      | $1934139.23   | 0.35%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                      | Sunrun Lucius Issuer 2025-3 LLC                                                        | CUSIP: 86773HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16265276 | PA      | $16266550.83  | 2.93%             | 2061-01-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SunStrong Issuer LLC                               | SunStrong Issuer 2025-1 LLC                                                            | CUSIP: 867976AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10004183 | PA      | $10033735.57  | 1.81%             | 2055-12-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SunStrong Issuer LLC                               | SunStrong Issuer 2025-1 LLC                                                            | CUSIP: 867976AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8317084 | PA      | $8341653.00   | 1.50%             | 2055-12-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                              | Cablevision Lightpath LLC                                                              | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   4953000 | PA      | $4906663.69   | 0.88%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2020-2 Ltd                                                              | CUSIP: 14315HAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1330944 | PA      | $1337502.49   | 0.24%             | 2035-01-25      | Floating      | 9.86%                 | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                   | Symphony CLO XVIII Ltd                                                                 | CUSIP: 87154FAL1<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   1022329 | PA      | $1004776.51   | 0.18%             | 2037-10-23      | Floating      | 10.13%                | No            |                  3 | On Loan: No      |
| TCW Ltd                                            | TCW CLO 2022-1 Ltd                                                                     | CUSIP: 871969BE0<br>LEI: 254900KPK0PRXM6I7271 | Long             | ABS-CBDO         | CORP              | KY        |    629050 | PA      | $632316.56    | 0.11%             | 2038-01-20      | Floating      | 8.16%                 | No            |                  3 | On Loan: No      |
| Tropicana Products Inc Revolver 1L 02/25           | Tropicana Products Inc Revolver 1L 02/25                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    511909 | PA      | $511909.39    | 0.09%             | 2029-01-24      | Floating      | 9.11%                 | Yes           |                  3 | On Loan: No      |
| Trinseo Materials Operating SCA / Trinseo Material | Trinseo Materials Operating SCA / Trinseo Material                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     48780 | PA      | $49146.31     | 0.01%             | 2028-01-18      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Tropicana Products Inc Revolver 1L 02/25           | Tropicana Products Inc Revolver 1L 02/25                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4617049 | PA      | $4617049.46   | 0.83%             | 2029-01-24      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDINGS PLC 7.25% 01/2030       | ULTRA ELECTRONICS HOLDINGS PLC 7.25% 01/2030                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    869500 | PA      | $869500.00    | 0.16%             | 2030-01-31      | Variable      | 12.32%                | Yes           |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDIGNS PLC PRIVATE EQUITY      | ULTRA ELECTRONICS HOLDIGNS PLC PRIVATE EQUITY                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |  13548132 | NS      | $265543.39    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STARLIGHT PARENT LLC                               | Starlight Parent LLC                                                                   | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   3964895 | PA      | $3950046.14   | 0.71%             | 2032-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| SPV Avenue One PropCo Private Equity (Aggregator 4 | SPV Avenue One PropCo Private Equity (Aggregator 4                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2443830 | NS      | $1748546.01   | 0.32%             |  |  |  | No            |                  3 | On Loan: No      |
| PURE GYM LTD PRIVATE EQUITY (FITNESS AGG LP)       | PURE GYM LTD PRIVATE EQUITY (FITNESS AGG LP)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   1416469 | NS      | $2686666.98   | 0.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinseo Materials Operating SCA / Trinseo Material | Trinseo Materials Operating SCA / Trinseo Material                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |    682927 | PA      | $688048.49    | 0.12%             | 2028-01-18      | Floating      | 10.10%                | No            |                  3 | On Loan: No      |
| Trinitas Euro CLO                                  | Trinitas Euro CLO VI DAC                                                               | CUSIP: BCC3DD811<br>LEI: 635400LWFWL9KRF4UY56 | Long             | ABS-CBDO         | CORP              | IE        |   1192000 | PA      | $1373952.53   | 0.25%             | 2037-04-15      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| Providus CLO                                       | Providus Clo X DAC                                                                     | CUSIP: BCC3F5055<br>LEI: 635400OED6B5PNFNGD19 | Long             | ABS-CBDO         | CORP              | IE        |    251000 | PA      | $292629.80    | 0.05%             | 2038-11-18      | Floating      | 8.77%                 | No            |                  3 | On Loan: No      |
| SUNPOWER FINANCIAL PRIVATE EQUITY (SPV)            | SUNPOWER FINANCIAL PRIVATE EQUITY (SPV)                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26463 | NS      | $28966.78     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sunrun Inc TL 1L 07/23 (Charis)                    | Sunrun Inc TL 1L 07/23 (Charis)                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5106291 | PA      | $5336584.82   | 0.96%             | 2059-04-30      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2022-1 Ltd                                                                    | CUSIP: 92919HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    790911 | PA      | $789619.51    | 0.14%             | 2035-04-20      | Floating      | 10.78%                | No            |                  3 | On Loan: No      |
| Wind River CLO Ltd                                 | Wind River 2023-1 CLO Ltd                                                              | CUSIP: 97316NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    369457 | PA      | $376851.19    | 0.07%             | 2038-07-25      | Floating      | 10.61%                | No            |                  3 | On Loan: No      |
| Wilton Park CLO                                    | Wilton Park CLO DAC                                                                    | CUSIP: BCC3MGL92<br>LEI: 254900MA3TGEBS397E50 | Long             | ABS-CBDO         | CORP              | IE        |    525000 | PA      | $609163.61    | 0.11%             | 2038-07-15      | Floating      | 7.71%                 | No            |                  3 | On Loan: No      |
| Trinitas Euro CLO                                  | Trinitas Euro CLO VII DAC                                                              | CUSIP: BCC3FLDH0<br>LEI: 6354005LJRKPIBBYWZ08 | Long             | ABS-CBDO         | CORP              | IE        |    338000 | PA      | $397520.06    | 0.07%             | 2037-07-25      | Floating      | 8.62%                 | No            |                  3 | On Loan: No      |
| Providus CLO                                       | Providus Clo XII DAC                                                                   | CUSIP: BCC3MBKQ6<br>LEI: 635400OLELBUCIFIV691 | Long             | ABS-CBDO         | CORP              | IE        |    420000 | PA      | $488644.46    | 0.09%             | 2038-08-18      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| Sunrun Inc TL 1L 02/24 (Romulus)                   | Sunrun Inc TL 1L 02/24 (Romulus)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6070977 | PA      | $6233679.55   | 1.12%             | 2054-01-31      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| Stannaway Park CLO                                 | Stannaway Park Clo DAC                                                                 | CUSIP: BCC3QDWD4<br>LEI: 635400TBHSZX5TTCNO91 | Long             | ABS-CBDO         | CORP              | IE        |    709000 | PA      | $817225.12    | 0.15%             | 2038-01-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Trinitas Euro CLO                                  | Trinitas Euro CLO X DAC                                                                | CUSIP: BCC3PH6R4<br>LEI: 635400YLRA6YCCCDYA32 | Long             | ABS-CBDO         | CORP              | IE        |    369000 | PA      | $425325.91    | 0.08%             | 2038-11-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| TALOS PRODUCTION INC                               | Talos Production Inc                                                                   | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1737293.81   | 0.31%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                                 | Teladoc Health Inc                                                                     | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2835.00      | 0.00%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CARLYLE US CLO 2021-4 LTD                                                              | CUSIP: 14316UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    473495 | PA      | $480276.60    | 0.09%             | 2034-04-20      | Floating      | 10.75%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2024-2 Ltd                                                              | CUSIP: 14319AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    451370 | PA      | $458963.50    | 0.08%             | 2037-04-25      | Floating      | 10.71%                | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | CarVal CLO IV Ltd                                                                      | CUSIP: 14687FAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    916551 | PA      | $911775.29    | 0.16%             | 2038-03-31      | Floating      | 10.48%                | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | CarVal CLO VC Ltd                                                                      | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    446919 | PA      | $452840.10    | 0.08%             | 2034-10-15      | Floating      | 10.92%                | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | Carval Clo XII-C Ltd                                                                   | CUSIP: 14688BAA3<br>LEI: 254900BP8W72BUIJ5588 | Long             | ABS-CBDO         | CORP              | KY        |    985350 | PA      | $994047.63    | 0.18%             | 2038-07-20      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 90 Clo Ltd                                                                      | CUSIP: 26251KAE6<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-CBDO         | CORP              | KY        |    536173 | PA      | $537411.54    | 0.10%             | 2038-11-15      | Floating      | 9.76%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 97 CLO Ltd                                                                      | CUSIP: 26251RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    334410 | PA      | $337421.27    | 0.06%             | 2038-10-20      | Floating      | 10.03%                | No            |                  3 | On Loan: No      |
| DYE & DURHAM LIMITED                               | Dye & Durham Ltd                                                                       | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    638000 | PA      | $604760.20    | 0.11%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd                                 | Elmwood CLO 23 Ltd                                                                     | CUSIP: 29004AAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    206847 | PA      | $207836.36    | 0.04%             | 2036-04-16      | Floating      | 9.79%                 | No            |                  3 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                     | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6479000 | PA      | $6010812.30   | 1.08%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2025-NQM4                                              | CUSIP: 46660HAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609000 | PA      | $608999.45    | 0.11%             | 2066-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XV Ltd                                                                   | CUSIP: 47050VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    411743 | PA      | $411936.05    | 0.07%             | 2035-07-15      | Floating      | 10.96%                | No            |                  3 | On Loan: No      |
| LHOME Mortgage Trust                               | LHOME Mortgage Trust 2025-RTL3                                                         | CUSIP: 50205YAC7<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $488691.18    | 0.09%             | 2040-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                               | LHOME Mortgage Trust 2025-RTL3                                                         | CUSIP: 50205YAD5<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $348499.18    | 0.06%             | 2040-08-25      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                       | Laurel Road Prime Student Loan Trust 2017-B                                            | CUSIP: 518887104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       804 | PA      | $1246836.05   | 0.22%             | 2042-08-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                  | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2406873 | PA      | $2168442.14   | 0.39%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                  | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4469104 | PA      | $4011020.84   | 0.72%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LXIII Ltd                                                         | CUSIP: 55821JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    680855 | PA      | $689814.21    | 0.12%             | 2038-07-21      | Floating      | 9.87%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XLIX Ltd                                                          | CUSIP: 55821QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1657500 | PA      | $1634927.88   | 0.29%             | 2034-10-19      | Floating      | 8.48%                 | No            |                  3 | On Loan: No      |
| Marble Point CLO LTD                               | Marble Point CLO XVI Ltd                                                               | CUSIP: 56607CAJ1<br>LEI: 2549001G1E9UB7Y1WR96 | Long             | ABS-CBDO         | CORP              | KY        |    690613 | PA      | $678623.35    | 0.12%             | 2034-11-16      | Floating      | 11.16%                | No            |                  3 | On Loan: No      |
| MAXIM CRANE WORKS LLC                              | Maxim Crane Works Holdings Capital LLC                                                 | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2471168.85   | 0.45%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                           | Mavis Tire Express Services Topco Corp                                                 | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |   4591000 | PA      | $4545541.75   | 0.82%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                           | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2477000 | PA      | $2758758.75   | 0.50%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 35 Ltd                                              | CUSIP: 64133DAN7<br>LEI: 549300MYVO80EQUJK294 | Long             | ABS-CBDO         | CORP              | KY        |    623598 | PA      | $616938.23    | 0.11%             | 2033-01-19      | Floating      | 9.83%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers Clo 42 Ltd                                              | CUSIP: 64133XAL7<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    436471 | PA      | $430835.15    | 0.08%             | 2036-07-16      | Floating      | 8.49%                 | No            |                  3 | On Loan: No      |
| REAL HERO MERGER SUB 2                             | Real Hero Merger Sub 2 Inc                                                             | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3276000 | PA      | $1962307.62   | 0.35%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                          | Regatta XXIII Funding Ltd                                                              | CUSIP: 75889GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    804000 | PA      | $808324.72    | 0.15%             | 2035-01-20      | Floating      | 10.85%                | No            |                  3 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                        | Regatta XXVIII Funding Ltd                                                             | CUSIP: 75901QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    428796 | PA      | $436011.50    | 0.08%             | 2037-04-25      | Floating      | 10.71%                | No            |                  3 | On Loan: No      |
| Regional Management Issuance T                     | Regional Management Issuance Trust 2025-2                                              | CUSIP: 75908BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281000 | PA      | $1280598.92   | 0.23%             | 2037-11-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                         | CUSIP: 78573NAK8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1570248.00   | 0.28%             | 2026-08-01      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    916772 | PA      | $732867.25    | 0.13%             | 2027-12-01      | Floating      | 10.49%                | Yes           |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18120 | PA      | $14485.15     | 0.00%             | 2027-12-01      | Floating      | 10.49%                | Yes           |                  3 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                         | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2052470.00   | 0.37%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                         | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2017405.00   | 0.36%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                | Sandstone Peak Ltd                                                                     | CUSIP: 800129AA6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |    643000 | PA      | $647577.32    | 0.12%             | 2034-10-15      | Floating      | 10.97%                | No            |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                    | CUSIP: 80263BAG4<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |   2395079 | PA      | $2408453.12   | 0.43%             | 2065-07-25      | Variable      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                    | CUSIP: 80263BAH2<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |   2014958 | PA      | $1966482.34   | 0.35%             | 2065-07-25      | Variable      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| AFFORDABLE CARE INC 11.250% 06/2028 PIK PREF EQUIT | AFFORDABLE CARE INC 11.250% 06/2028 PIK PREF EQUIT                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    677000 | PA      | $590344.00    | 0.11%             | 2069-12-31      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                                      | CUSIP: ZQ0954276<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   2851000 | PA      | $3127535.83   | 0.56%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                  | Motion Finco Sarl                                                                      | CUSIP: ZK7502352<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     41000 | PA      | $42129.89     | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENCORA DIGITAL INC TL 1L 11/21 (PIK)               | ENCORA DIGITAL INC TL 1L 11/21 (PIK)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |    614644 | PA      | $601613.22    | 0.11%             | 2029-12-30      | Floating      | 9.75%                 | Yes           |                  3 | On Loan: No      |
| EW Scripps Co/The Revolver 1L 04/25                | EW Scripps Co/The Revolver 1L 04/25                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    222617 | PA      | $223975.26    | 0.04%             | 2028-03-31      | Floating      | 10.85%                | No            |                  3 | On Loan: No      |
| FLINT GROUP GMBH COMMON STOCK (ORDINARY A SHARES)  | FLINT GROUP GMBH COMMON STOCK (ORDINARY A SHARES)                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |   1146764 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Navient Corp TL 06/25 Class B                      | Navient Corp TL 06/25 Class B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1538428 | PA      | $1538890.02   | 0.28%             | 2026-06-12      | Floating      | 6.48%                 | Yes           |                  3 | On Loan: No      |
| Navient Corp TL 06/25 Class C                      | Navient Corp TL 06/25 Class C                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1227547 | PA      | $1228160.89   | 0.22%             | 2026-06-12      | Floating      | 7.43%                 | Yes           |                  3 | On Loan: No      |
| LIPARI FOODS LLC COMMON STOCK                      | LIPARI FOODS LLC COMMON STOCK                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     63958 | NS      | $23689.89     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MEDICAL DEPOT HOLDINGS I                           | Medical Depot Holdings Inc                                                             | CUSIP: 58455MAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3875556 | PA      | $2903179.15   | 0.52%             | 2025-06-02      | Floating      | 9.60%                 | Yes           |                  3 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                         | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    589485 | PA      | $562221.11    | 0.10%             | 2027-12-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                         | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    963929 | PA      | $919347.46    | 0.17%             | 2027-12-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                           | Engineered Machinery Holdings Inc                                                      | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    297640 | PA      | $299128.20    | 0.05%             | 2029-05-21      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                                 | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |   1551487 | PA      | $1443347.94   | 0.26%             | 2028-08-02      | Floating      | 6.81%                 | Yes           |                  3 | On Loan: No      |
| AFFORDABLE CARE INC REVOLVER 1L 08/21              | AFFORDABLE CARE INC REVOLVER 1L 08/21                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    104478 | PA      | $97195.69     | 0.02%             | 2027-06-30      | Floating      | 9.92%                 | Yes           |                  3 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                                       | CUSIP: 25213YAW5<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    407484 | PA      | $455887.49    | 0.08%             | 2028-10-04      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                                       | CUSIP: 25213YAZ8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    308889 | PA      | $345580.70    | 0.06%             | 2028-10-04      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                               | CUSIP: 50168EAP7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   4481645 | PA      | $3831277.63   | 0.69%             | 2028-10-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| KNIGHT HEALTH HOLDINGS L                           | Knight Health Holdings LLC                                                             | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |   2364449 | PA      | $782230.64    | 0.14%             | 2028-12-26      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| LJ Perimeter Buyer, Inc.                           | LJ Perimeter Buyer, Inc., Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    751485 | PA      | $729766.85    | 0.13%             | 2028-10-31      | Floating      | 10.49%                | Yes           |                  3 | On Loan: No      |
| LJ Perimeter Buyer, Inc.                           | LJ Perimeter Buyer, Inc., Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10550 | PA      | $10245.38     | 0.00%             | 2028-10-31      | Floating      | 10.65%                | Yes           |                  3 | On Loan: No      |
| LJ Perimeter Buyer, Inc.                           | LJ Perimeter Buyer, Inc., Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6435 | PA      | $6249.33      | 0.00%             | 2028-10-31      | Floating      | 10.49%                | Yes           |                  3 | On Loan: No      |
| LJ Perimeter Buyer, Inc.                           | LJ Perimeter Buyer, Inc., Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79629 | PA      | $77328.11     | 0.01%             | 2028-10-31      | Floating      | 10.65%                | Yes           |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                                  | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |   6186476 | PA      | $5406546.95   | 0.97%             | 2030-04-03      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                                  | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |    887745 | PA      | $775827.39    | 0.14%             | 2030-04-03      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                                  | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |    138710 | PA      | $121223.04    | 0.02%             | 2030-04-03      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| ACI Group Holdings, Inc.                           | ACI Group Holdings, Inc., Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    304428 | PA      | $283209.69    | 0.05%             | 2028-08-02      | Floating      | 6.81%                 | Yes           |                  3 | On Loan: No      |
| ACI Group Holdings, Inc.                           | ACI Group Holdings, Inc., Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9221 | PA      | $8578.71      | 0.00%             | 2028-08-02      | Floating      | 6.81%                 | Yes           |                  3 | On Loan: No      |
| Camelia Bidco Ltd                                  | Camelia Bidco Ltd, Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    221717 | PA      | $290832.26    | 0.05%             | 2030-08-08      | Floating      | 9.72%                 | Yes           |                  3 | On Loan: No      |
| Camelia Bidco Ltd                                  | Camelia Bidco Ltd, Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12272 | PA      | $8017.53      | 0.00%             | 2030-08-08      | Floating      | 3.75%                 | Yes           |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                               | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    301515 | PA      | $304530.53    | 0.05%             | 2031-02-13      | Floating      | 9.46%                 | Yes           |                  3 | On Loan: No      |
| MB2 Dental Solutions, LLC                          | MB2 Dental Solutions, LLC, Senior Secured First Lien Delayed Draw Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48150 | PA      | $48632.01     | 0.01%             | 2031-02-13      | Floating      | 9.46%                 | Yes           |                  3 | On Loan: No      |
| MB2 Dental Solutions, LLC                          | MB2 Dental Solutions, LLC, Senior Secured First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43661 | PA      | $44098.05     | 0.01%             | 2031-02-13      | Floating      | 9.46%                 | Yes           |                  3 | On Loan: No      |
| MB2 Dental Solutions, LLC                          | MB2 Dental Solutions, LLC, Senior Secured First Lien Revolving Credit Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1271.94      | 0.00%             | 2031-02-13      | Floating      | 9.46%                 | Yes           |                  3 | On Loan: No      |
| MB2 Dental Solutions, LLC                          | MB2 Dental Solutions, LLC, Senior Secured First Lien Revolving Credit Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $2543.88      | 0.00%             | 2031-02-13      | Floating      | 9.55%                 | Yes           |                  3 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                             | Lumen Technologies Inc                                                                 | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   4932680 | PA      | $4914650.96   | 0.89%             | 2030-04-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Belk Inc - Common Stock (Restructure)              | Belk Inc - Common Stock (Restructure)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9586 | NS      | $270007.90    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BCPE PEQUOD BUYER INC                              | BCPE Pequod Buyer Inc                                                                  | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |   2286334 | PA      | $2295719.77   | 0.41%             | 2031-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                              | Ellucian Holdings Inc                                                                  | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1478150 | PA      | $1499398.41   | 0.27%             | 2032-11-22      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                         | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   3968805 | PA      | $3695949.25   | 0.67%             | 2029-11-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                         | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    265578 | PA      | $246988.01    | 0.04%             | 2029-11-15      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| LEGENCE HOLDINGS LLC                               | Legence Holdings LLC                                                                   | CUSIP: 75865HAK4<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    616959 | PA      | $618964.46    | 0.11%             | 2028-12-18      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| KWOR Acquisition T/L B (02/25)                     | KWOR Acquisition T/L B (02/25)                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3114695 | PA      | $3114695.17   | 0.56%             | 2030-02-28      | Floating      | 10.58%                | Yes           |                  3 | On Loan: No      |
| KWOR Acquisition (2/25) T/L B                      | KWOR Acquisition (2/25) T/L B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1075187 | PA      | $1075186.93   | 0.19%             | 2030-02-28      | Floating      | 12.39%                | Yes           |                  3 | On Loan: No      |
| BELRON FINANCE 2019 LLC                            | Belron Finance 2019 LLC                                                                | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3040348 | PA      | $3059045.72   | 0.55%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Revolving Credit Loan      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $292.18       | 0.00%             | 2027-12-01      | Floating      | 10.56%                | Yes           |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Revolving Credit Loan      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153194 | PA      | $122463.68    | 0.02%             | 2027-12-01      | Floating      | 10.56%                | Yes           |                  3 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTA                           | Entain Holdings Gibraltar Ltd                                                          | CUSIP: G3168QAC1<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    625194 | PA      | $626222.89    | 0.11%             | 2029-10-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAZOS DELAWARE II LLC                             | Brazos Delaware II LLC                                                                 | CUSIP: 10620UAM4<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |    496518 | PA      | $497620.73    | 0.09%             | 2030-02-11      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| EMERALD EXPO HOLDINGS INC                          | Emerald X Inc                                                                          | CUSIP: 29088UAH0<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |   1110912 | PA      | $1119476.87   | 0.20%             | 2032-01-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                  | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   2046874 | PA      | $2046874.34   | 0.37%             | 2032-03-29      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| NEP Group T/L B (10/25)                            | NEP Group, Inc., Senior Secured First Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  19360913 | PA      | $18622777.84  | 3.36%             | 2031-10-09      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| NEP 10/25 (EUR)                                    | NEP 10/25 (EUR)                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145065 | PA      | $159265.83    | 0.03%             | 2031-10-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MAGNA LEGAL SERVICES LLC COMMON STOCK              | MAGNA LEGAL SERVICES LLC COMMON STOCK                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       618 | NS      | $110082.52    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Maverick (Aero Ventures) TL 1L Delayed Draw 10/25  | Maverick (Aero Ventures) TL 1L Delayed Draw 10/25                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    646489 | PA      | $646489.36    | 0.12%             | 2033-10-09      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| MB2 Dental Solutions LLC TL Mezz 10/24 PIK         | MB2 Dental Solutions LLC TL Mezz 10/24 PIK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    580303 | PA      | $571192.07    | 0.10%             | 2031-08-13      | Fixed         | 14.50%                | Yes           |                  3 | On Loan: No      |
| MB2 Dental Solutions LLC Warrants 08/15/2031       | MB2 Dental Solutions LLC Warrants 08/15/2031                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     21438 | NS      | $8285.83      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                | NOK/USD FWD 20260325                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $313392.00    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| JPM 5.08824% 11/10/25 OPEN 10/8/25                 | JPM 5.08824% 11/10/25 OPEN 10/8/25                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -6616000 | PA      | $-6616000.00  | -1.19%            | 2025-11-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| JPM 5.08824% 11/10/25 OPEN 10/8/25                 | JPM 5.08824% 11/10/25 OPEN 10/8/25                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -8420000 | PA      | $-8420000.00  | -1.52%            | 2025-11-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Newday Group Jersey Ltd Private Equity (Solaris Ag | Newday Group Jersey Ltd Private Equity (Solaris Ag                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |  18187467 | NS      | $24103739.68  | 4.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Discover Financial Services Private Equity (SPV Ca | Discover Financial Services Private Equity (SPV Ca                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    397749 | NS      | $401644.74    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Discover Financial Services TL 1L Delayed Draw 09/ | Discover Financial Services TL 1L Delayed Draw 09/                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    728843 | PA      | $728842.95    | 0.13%             | 2034-09-06      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| SANTANDER CONSUMER BANK AS PRIVATE EQUITY (KASPER  | SANTANDER CONSUMER BANK AS PRIVATE EQUITY (KASPER                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        | 135721000 | NS      | $13529598.63  | 2.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Maverick (Aero Ventures) Private Equity (KKR Maver | Maverick (Aero Ventures) Private Equity (KKR Maver                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     51718 | NS      | $51717.65     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| KSC I Aircraft LP Private Equity (SPV KSC I Aircra | KSC I Aircraft LP Private Equity (SPV KSC I Aircra                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |   2330027 | NS      | $2330026.97   | 0.42%             |  |  |  | No            |                  3 | On Loan: No      |
| Maverick (Aero Ventures) TL 1L Delayed Draw 10/25  | Maverick (Aero Ventures) TL 1L Delayed Draw 10/25                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    465459 | PA      | $465458.82    | 0.08%             | 2033-10-20      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| EW Scripps Co/The Revolver 1L 04/25                | EW Scripps Co/The Revolver 1L 04/25                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    158577 | PA      | $159544.03    | 0.03%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| AFFORDABLE CARE INC REVOLVER 1L 08/21              | AFFORDABLE CARE INC REVOLVER 1L 08/21                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72603 | PA      | $67542.77     | 0.01%             | 2027-06-30      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MB2 Dental Solutions Delayed Draw T/L A            | MB2 Dental Solutions Delayed Draw T/L A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57660 | PA      | $58236.79     | 0.01%             | 2031-02-13      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC REVOLVER 1L 02/24         | MB2 DENTAL SOLUTIONS LLC REVOLVER 1L 02/24                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17383 | PA      | $17383.18     | 0.00%             | 2031-02-07      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| KWOR Acquisition Delayed Draw T/L (02/25)          | KWOR Acquisition Delayed Draw T/L (02/25)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    674110 | PA      | $674110.17    | 0.12%             | 2030-02-28      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| KWOR Acquisition R/C (02/25)                       | KWOR Acquisition R/C (02/25)                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    506514 | PA      | $506513.72    | 0.09%             | 2030-02-28      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Maverick (Aero Ventures) TL 1L Delayed Draw 10/25  | Maverick (Aero Ventures) TL 1L Delayed Draw 10/25                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  11507511 | PA      | $11507510.64  | 2.07%             | 2033-10-09      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Maverick (Aero Ventures) TL 1L Delayed Draw 10/25  | Maverick (Aero Ventures) TL 1L Delayed Draw 10/25                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3490941 | PA      | $3490941.18   | 0.63%             | 2033-10-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LABORATOIRES VIVACY SAS TL DELAYED DRAW 03/23      | LABORATOIRES VIVACY SAS TL DELAYED DRAW 03/23                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     52709 | PA      | $57808.41     | 0.01%             | 2030-09-30      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| LABORATOIRES VIVACY SAS TL DELAYED DRAW 03/23      | LABORATOIRES VIVACY SAS TL DELAYED DRAW 03/23                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     10265 | PA      | $11257.79     | 0.00%             | 2030-09-30      | Floating      | 11.03%                | Yes           |                  3 | On Loan: No      |
| LABORATOIRES VIVACY SAS TL B 03/23                 | LABORATOIRES VIVACY SAS TL B 03/23                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    803654 | PA      | $881400.15    | 0.16%             | 2030-09-30      | Floating      | 8.68%                 | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle Euro CLO 2021-1 DAC                                                            | CUSIP: BCC302F60<br>LEI: 635400YTUTUJGB8CTX63 | Long             | ABS-CBDO         | CORP              | IE        |    589300 | PA      | $670757.57    | 0.12%             | 2034-01-15      | Floating      | 8.13%                 | No            |                  3 | On Loan: No      |
| Capital Four CLO                                   | Capital Four CLO VII DAC                                                               | CUSIP: BCC3DV8H6<br>LEI: 5493000ABIFW1R8ICX20 | Long             | ABS-CBDO         | CORP              | IE        |    314000 | PA      | $367266.13    | 0.07%             | 2037-04-25      | Floating      | 10.29%                | No            |                  3 | On Loan: No      |
| Fair Oaks Loan Funding                             | Fair Oaks Loan Funding V DAC                                                           | CUSIP: BCC3F6PZ0<br>LEI: 635400J2KSVTMKKAYN71 | Long             | ABS-CBDO         | CORP              | IE        |    321000 | PA      | $373580.32    | 0.07%             | 2036-10-15      | Floating      | 8.70%                 | No            |                  3 | On Loan: No      |
| FIBER MIDCO SPA                                    | Fiber Midco Spa                                                                        | CUSIP: ZB9441054<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |   4106000 | PA      | $4231730.11   | 0.76%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                  | Bubbles Bidco SPA                                                                      | CUSIP: YV8373743<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |   1831000 | PA      | $2124898.92   | 0.38%             | 2031-09-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle Euro CLO 2024-1 DAC                                                            | CUSIP: BCC3QBHG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    792000 | PA      | $899201.22    | 0.16%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Team.Blue Finco SARL                               | Team.Blue Finco SARL, Senior Secured First Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1870627 | PA      | $2145387.28   | 0.39%             | 2029-09-28      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TDC LLP PRIVATE EQUITY (SPV OLYMPUS HOLDCO LIMITED | TDC LLP PRIVATE EQUITY (SPV OLYMPUS HOLDCO LIMITED                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9901 | NS      | $12610.38     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TDC LLP 8.000% 06/2049 (ASSETCO)                   | TDC LLP 8.000% 06/2049 (ASSETCO)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |    249704 | NS      | $333383.28    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TIME MANUFACTURING HOLDINGS R/C (12/21)            | TIME MANUFACTURING HOLDINGS R/C (12/21)                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $303.64       | 0.00%             | 2027-12-01      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-16

**Name of Applicant:** KKR Credit Opportunities Portfolio

**Signature:** /s/ Thomas Murphy

**Name of Signer:** Thomas Murphy

**Title:** Treasurer, Chief Accounting Officer & Chief Financial Officer