# EDGAR Filing Document

**Accession Number:** 0000946110
**File Stem:** 0001410368-25-043619
**Filing Date:** 2025-12
**Character Count:** 253480
**Document Hash:** 68027d6db40bd1eb89a4b05525d35041
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043619.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043619

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CREDIT SUISSE OPPORTUNITY FUNDS
- **CENTRAL INDEX KEY:** 0000946110

**ORGANIZATION NAME:**
- **EIN:** 133844865
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09054
- **FILM NUMBER:** 251608883

**BUSINESS ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 212-325-2000

**MAIL ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CREDIT SUISSE WARBURG PINCUS OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20010129

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20000801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ WINTHROP OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 19990222

## Series and Classes Contracts Data

### Credit Suisse Strategic Income Fund (Series ID: S000038293)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000118186 | Class A      | CSOAX           |
| C000120097 | Class C      | CSOCX           |
| C000120098 | Class I      | CSOIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CREDIT SUISSE OPPORTUNITY FUNDS

- **b. Investment Company Act file number:** 811-09054

- **c. CIK number of Registrant:** 0000946110

- **d. LEI of Registrant:** 5493002UZ4JX82OVKQ12

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

  - **Street Address 1:** ELEVEN MADISON AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 212-325-2000

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

- **a. Name of Series:** Credit Suisse Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000038293

- **c. LEI of Series:** 5493007EDR3N9Y3XK861

**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:** $1210723927.40

**Total Liabilities:** $64497573.57

**Net Assets:** $1146226353.83

**Delayed Delivery Securities:** $21032240.45

**Cash Not Reported:** $2154871.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -138.16000000 | **1-Year:** -3474.63000000 | **5-Year:** -11381.82000000 | **10-Year:** -1804.87000000 | **30-Year:** 0.00000000

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

- **3-Month:** -3379.43000000 | **1-Year:** -84457.61000000 | **5-Year:** -224630.85000000 | **10-Year:** -37851.87000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118186 | 0.46%                | 0.34%                | 0.15%                |
| Class ID C000120097 | 0.51%                | 0.28%                | 0.08%                |
| Class ID C000120098 | 0.49%                | 0.36%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $449340.14               | $-1446716.38                               |
| Month 2  | $362249.14               | $-2448503.63                               |
| Month 3  | $5369090.10              | $-10017934.29                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AAP Buyer Inc                                      | AAP Buyer, Inc.                                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |   1486939 | PA      | $1488797.75   | 0.13%             | 2031-09-09      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                    | ABG Intermediate Holdings 2 LLC                                               | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   9120616 | PA      | $9127182.52   | 0.80%             | 2028-12-21      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| AI Aqua Merger Sub Inc                             | AI Aqua Merger Sub, Inc.                                                      | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   3047250 | PA      | $3057336.49   | 0.27%             | 2028-07-31      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| RelaDyne Inc                                       | RelaDyne, Inc.                                                                | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |   1736039 | PA      | $1741194.89   | 0.15%             | 2030-12-23      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| AL GCX Fund VIII Holdings LLC                      | AL GCX Fund VIII Holdings LLC                                                 | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |   1133924 | PA      | $1133566.63   | 0.10%             | 2032-01-30      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| AL GCX Holdings LLC                                | AL GCX Holdings LLC                                                           | CUSIP: 00162DAB1<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    225232 | PA      | $225252.35    | 0.02%             | 2029-05-17      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| AMN HEALTHCARE INC                                 | AMN Healthcare, Inc.                                                          | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   4749000 | PA      | $4501975.54   | 0.39%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| AMN HEALTHCARE INC                                 | AMN Healthcare, Inc.                                                          | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4190023.89   | 0.37%             | 2031-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ASGN INCORPORATED                                  | ASGN, Inc.                                                                    | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1095083.37   | 0.10%             | 2028-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Hexion Holdings Corporation                        | Hexion Holdings Corp.                                                         | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   3619207 | PA      | $3558458.25   | 0.31%             | 2029-03-15      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| AQ Carver Buyer Inc                                | AQ Carver Buyer, Inc.                                                         | CUSIP: 00226HAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2029194 | PA      | $1942953.06   | 0.17%             | 2029-08-02      | Floating      | 9.60%                 | No            | 2                  | On Loan: No      |
| AAR ESCROW ISSUER LLC                              | AAR Escrow Issuer LLC                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2465208.33   | 0.22%             | 2029-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| The Action Environmental Group Inc                 | Action Environmental Group, Inc.                                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    766119 | PA      | $768034.62    | 0.07%             | 2030-10-24      | Floating      | 7.25%                 | No            | 3                  | On Loan: No      |
| ACUSHNET CO                                        | Acushnet Co.                                                                  | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155886.30    | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                             | Adient Global Holdings Ltd.                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    416000 | PA      | $426061.79    | 0.04%             | 2028-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ADMI Corp                                          | ADMI Corp.                                                                    | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   6217822 | PA      | $5873261.01   | 0.51%             | 2027-12-23      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| ADMI Corp                                          | ADMI Corp.                                                                    | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    244979 | PA      | $236863.76    | 0.02%             | 2027-12-23      | Floating      | 9.71%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                                 | Advance Auto Parts, Inc.                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    893000 | PA      | $904069.63    | 0.08%             | 2030-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                                 | Advance Auto Parts, Inc.                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1018021.40   | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AECOM                                              | AECOM                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $3258702.73   | 0.28%             | 2033-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                           | Advanced Drainage Systems, Inc.                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    754000 | PA      | $768755.78    | 0.07%             | 2030-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AL NGPL Holdings LLC                               | AL NGPL Holdings LLC                                                          | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |   1235748 | PA      | $1235129.78   | 0.11%             | 2030-12-09      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| Albion Financing 3 SARL                            | Albion Financing 3 SARL                                                       | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    522585 | PA      | $526506.62    | 0.05%             | 2031-05-21      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Alera Group Inc                                    | Alera Group, Inc.                                                             | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   3537953 | PA      | $3559906.24   | 0.31%             | 2032-05-31      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Alera Group Inc                                    | Alera Group, Inc.                                                             | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2033-05-30      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| Allegro Microsystems Inc                           | Allegro Microsystems, Inc.                                                    | CUSIP: 01748YAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    545974 | PA      | $546656.01    | 0.05%             | 2030-10-31      | Floating      | 5.96%                 | No            | 3                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4473000 | PA      | $4557293.69   | 0.40%             | 2028-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $684924.96    | 0.06%             | 2031-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    739000 | PA      | $770503.57    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Altar Bidco Inc                                    | Altar Bidco, Inc.                                                             | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    786157 | PA      | $753114.96    | 0.07%             | 2030-02-01      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| Altar Bidco Inc                                    | Altar Bidco, Inc.                                                             | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    512675 | PA      | $506010.48    | 0.04%             | 2029-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    770100 | PA      | $738121.67    | 0.06%             | 2032-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1363077 | PA      | $1309392.85   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                           | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4171000 | PA      | $3112991.36   | 0.27%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Altice USA Inc                                     | Altice USA, Inc.                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     54000 | NS      | $120420.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amentum Government Services Holdings LLC           | Amentum Government Services Holdings LLC                                      | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   3200000 | PA      | $3203200.00   | 0.28%             | 2031-09-29      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| AMENTUM HOLDINGS INC                               | Amentum Holdings, Inc.                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   4294000 | PA      | $4472334.11   | 0.39%             | 2032-08-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| AMER SPORTS COMPANY                                | Amer Sports Co.                                                               | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $885236.75    | 0.08%             | 2031-02-16      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                            | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1558356.30   | 0.14%             | 2032-10-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                            | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2175247.01   | 0.19%             | 2033-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC                                  | American Builders & Contractors Supply Co., Inc.                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   4673000 | PA      | $4610596.29   | 0.40%             | 2028-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERITEX HOLDCO INTERMED                           | AmeriTex HoldCo Intermediate LLC                                              | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2354174.97   | 0.21%             | 2033-08-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| AMKOR TECHNOLOGY INC                               | Amkor Technology, Inc.                                                        | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    558000 | PA      | $568330.24    | 0.05%             | 2033-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Amspec Parent LLC                                  | Amspec Parent LLC                                                             | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   1412670 | PA      | $1424593.38   | 0.12%             | 2031-12-22      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Amspec Parent LLC                                  | Amspec Parent LLC                                                             | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    217661 | PA      | $219497.79    | 0.02%             | 2031-12-22      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| AmWINS Group Inc                                   | AmWINS Group, Inc.                                                            | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   3261841 | PA      | $3269767.37   | 0.29%             | 2032-01-30      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Anchorage Credit Funding Ltd.                      | Anchorage Credit Funding 11 Ltd.                                              | CUSIP: 03330CAA6<br>LEI: 549300ZAIYJSUVDZF802 | Long             | ABS-CBDO         | CORP              | KY        |   3385000 | PA      | $3350428.32   | 0.29%             | 2038-04-25      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Ankura Consulting Group LLC                        | Ankura Consulting Group LLC                                                   | CUSIP: 03539PAJ7<br>LEI: 549300VJ5EU1KWD54I45 | Long             | LON              | CORP              | US        |   3126747 | PA      | $3073982.94   | 0.27%             | 2031-12-29      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                           | Antero Midstream Partners LP/Antero Midstream Finance Corp.                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $557589.09    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Applied Systems Inc                                | Applied Systems, Inc.                                                         | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   5939663 | PA      | $5957867.58   | 0.52%             | 2031-02-24      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| AqGen Island Holdings Inc                          | AqGen Island Holdings, Inc.                                                   | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6545599 | PA      | $6560948.19   | 0.57%             | 2028-08-02      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Aramark Services Inc                               | Aramark Services, Inc.                                                        | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1236435 | PA      | $1240490.86   | 0.11%             | 2030-06-22      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| ARAMSCO Inc                                        | ARAMSCO, Inc.                                                                 | CUSIP: 03853CAG0<br>LEI: 549300YLYMLCCLQAZU59 | Long             | LON              | CORP              | US        |   2194143 | PA      | $1509021.79   | 0.13%             | 2030-10-10      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| New Arclin US Holding Corp                         | New Arclin U.S. Holding Corp.                                                 | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272650 | PA      | $272364.66    | 0.02%             | 2029-09-30      | Floating      | 11.06%                | No            | 2                  | On Loan: No      |
| Arcis Golf LLC                                     | Arcis Golf LLC                                                                | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   1750842 | PA      | $1758501.48   | 0.15%             | 2028-11-24      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| ARCOSA INC                                         | Arcosa, Inc.                                                                  | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1764021.52   | 0.15%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ARCOSA INC                                         | Arcosa, Inc.                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1839199.25   | 0.16%             | 2032-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Arcosa Inc                                         | Arcosa, Inc.                                                                  | CUSIP: 03965EAH9<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |   1200255 | PA      | $1205254.35   | 0.11%             | 2031-10-01      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| ARDONAGH FINCO LTD                                 | Ardonagh Finco Ltd.                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   3792000 | PA      | $3969385.97   | 0.35%             | 2031-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                       | ARES LXIII CLO Ltd.                                                           | CUSIP: 039937BA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1762105.28   | 0.15%             | 2038-10-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC        | Ascend Performance Materials Operations LLC                                   | CUSIP: 04349VAD5<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   1584159 | PA      | $900990.49    | 0.08%             | 2025-11-24      | Floating      | 8.50%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC        | Ascend Performance Materials Operations LLC                                   | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   3235954 | PA      | $49542.46     | 0.00%             | 2026-08-27      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| ARMOR HOLDCO INC                                   | Armor Holdco, Inc.                                                            | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   7837000 | PA      | $7856866.80   | 0.69%             | 2029-11-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Astra Acquisition Corp                             | Astra Acquisition Corp.                                                       | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    923004 | PA      | $179985.75    | 0.02%             | 2028-02-25      | Floating      | 10.75%                | No            | 2                  | On Loan: No      |
| Astra Acquisition Corp                             | Astra Acquisition Corp.                                                       | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1138771 | PA      | $13340.71     | 0.00%             | 2028-10-25      | Floating      | 9.25%                 | No            | 2                  | On Loan: No      |
| ASTRA ACQUISITION CORP                             | Astra Acquisition Corp.                                                       | CUSIP: 04629UAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19600 | PA      | $19600.38     | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ASTRA ACQUISITION CORP                             | Astra Acquisition Corp.                                                       | CUSIP: 04629UAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78402 | PA      | $78401.53     | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Athenahealth Group Inc                             | Athenahealth Group, Inc.                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   6342640 | PA      | $6323802.82   | 0.55%             | 2029-02-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| ATKORE INC                                         | Atkore, Inc.                                                                  | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3272104.70   | 0.29%             | 2031-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                          | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   3104548 | PA      | $1794335.84   | 0.16%             | 2029-05-25      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                          | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    449424 | PA      | $259753.49    | 0.02%             | 2029-05-25      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Autokiniton US Holdings Inc                        | Autokiniton U.S. Holdings, Inc.                                               | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   3220427 | PA      | $3103686.96   | 0.27%             | 2028-04-06      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Avalara Inc                                        | Avalara, Inc.                                                                 | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   1622152 | PA      | $1627431.68   | 0.14%             | 2032-03-26      | Floating      | 6.74%                 | No            | N/A                | On Loan: No      |
| AVIENT CORP                                        | Avient Corp.                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    474000 | PA      | $488210.69    | 0.04%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| AVIENT CORP                                        | Avient Corp.                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613186.80    | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BCP Renaissance Parent LLC                         | BCP Renaissance Parent LLC                                                    | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |   1731351 | PA      | $1739358.06   | 0.15%             | 2028-10-31      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| BIP PipeCo Holdings LLC                            | BIP PipeCo Holdings LLC                                                       | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |    946735 | PA      | $946971.67    | 0.08%             | 2030-12-06      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| BBAM US CLO LTD.                                   | Bbam U.S. CLO V Ltd.                                                          | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007923.90   | 0.26%             | 2038-07-25      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer Inc                              | BCPE Pequod Buyer, Inc.                                                       | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |   2028250 | PA      | $2036575.97   | 0.18%             | 2031-11-25      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                  | Battalion CLO XIV Ltd.                                                        | CUSIP: 07090AAY9<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997234.70    | 0.09%             | 2035-01-20      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                  | Battalion CLO XXIV Ltd.                                                       | CUSIP: 07135JAQ4<br>LEI: 549300ALTGBNQDUY5038 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2492867.25   | 0.22%             | 2036-07-14      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1714698.83   | 0.15%             | 2033-07-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Belfor Holdings Inc                                | Belfor Holdings, Inc.                                                         | CUSIP: 07768YAS1<br>LEI: 894500EVD0KMNJVDKH09 | Long             | LON              | CORP              | US        |    720383 | PA      | $723084.22    | 0.06%             | 2030-11-01      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| BELRON UK FINANCE PLC                              | Belron U.K. Finance PLC                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1774207.75   | 0.15%             | 2029-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                            | Belron Finance LLC                                                            | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2475047 | PA      | $2490268.41   | 0.22%             | 2031-10-16      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Berlin Packaging LLC                               | Berlin Packaging LLC                                                          | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   2233153 | PA      | $2233432.27   | 0.19%             | 2031-06-07      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Bleriot US Bidco Inc                               | Bleriot U.S. Bidco, Inc.                                                      | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |   2661970 | PA      | $2671113.45   | 0.23%             | 2030-10-31      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| BLUE RACER MID LLC/FINAN                           | Blue Racer Midstream LLC/Blue Racer Finance Corp.                             | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1355379.73   | 0.12%             | 2026-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BLUE RACER MID LLC/FINAN                           | Blue Racer Midstream LLC/Blue Racer Finance Corp.                             | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $368675.65    | 0.03%             | 2032-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier, Inc.                                                              | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $510912.58    | 0.04%             | 2029-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier, Inc.                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1062643.08   | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| BOMBARDIER INC                                     | Bombardier, Inc.                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3525000 | PA      | $3704768.06   | 0.32%             | 2033-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BOYNE USA INC                                      | Boyne USA, Inc.                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3660351.58   | 0.32%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Brand Engagement Network Inc                       | Brand Engagement Network, Inc.                                                | CUSIP: 104932116<br>LEI: N/A                  | N/A              | DE               |  | US        |     26666 | NS      | $1791.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC                                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   4536476 | PA      | $4554395.29   | 0.40%             | 2031-07-01      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   3164856 | PA      | $3181582.33   | 0.28%             | 2031-07-01      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                           | Builders FirstSource, Inc.                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3298869.57   | 0.29%             | 2035-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| C&D Technologies, Inc                              | C&D Technologies, Inc.                                                        | CUSIP: 12466CAH8<br>LEI: 549300GL1JMRWNCKLX11 | Long             | LON              | CORP              | US        |    674590 | PA      | $667564.42    | 0.06%             | 2026-12-20      | Floating      | 9.83%                 | No            | 2                  | On Loan: No      |
| CE Intermediate I, LLC                             | CE Intermediate I LLC                                                         | CUSIP: 12523EAD4<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |   4234362 | PA      | $4239675.72   | 0.37%             | 2032-03-25      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding Ltd.                                                             | CUSIP: 12548YAH2<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1239050.88   | 0.11%             | 2030-10-18      | Floating      | 10.67%                | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding Ltd.                                                             | CUSIP: 12549LAG1<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750932.40    | 0.07%             | 2031-01-18      | Floating      | 10.00%                | No            | 2                  | On Loan: No      |
| CPI Holdco B LLC                                   | CPI Holdco B LLC                                                              | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3508312 | PA      | $3510505.17   | 0.31%             | 2031-05-19      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| CPM Holdings Inc                                   | CPM Holdings, Inc.                                                            | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   1398601 | PA      | $1395978.46   | 0.12%             | 2028-09-28      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PART LP                              | CNX Midstream Partners LP                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6012000 | PA      | $5759886.18   | 0.50%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp                               | CPC Acquisition Corp.                                                         | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |   2949038 | PA      | $2462447.14   | 0.21%             | 2027-12-29      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                           | CQP Holdco LP/BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $268421.22    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                           | CQP Holdco LP/BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7128000 | PA      | $7740074.23   | 0.68%             | 2033-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                 | CA Magnum Holdings                                                            | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |  11155000 | PA      | $11108594.08  | 0.97%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CACI International Inc                             | CACI International, Inc.                                                      | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-10-30      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International, Inc.                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1945572.93   | 0.17%             | 2033-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                          | Caesars Entertainment, Inc.                                                   | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   4507994 | PA      | $4485927.06   | 0.39%             | 2030-02-06      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment, Inc.                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514814.98    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment, Inc.                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    542000 | PA      | $546835.44    | 0.05%             | 2032-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                           | Camelot Return Merger Sub, Inc.                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1240036.40   | 0.11%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CAPSTONE COPPER CORP                               | Capstone Copper Corp.                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   3111000 | PA      | $3221530.72   | 0.28%             | 2033-03-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cardinal Parent Inc                                | Cardinal Parent, Inc.                                                         | CUSIP: 14153EAC9<br>LEI: 5493009YXQNPN3HQQH84 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Carestream Health Inc                              | Carestream Health, Inc.                                                       | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |    616995 | PA      | $309848.67    | 0.03%             | 2027-09-30      | Floating      | 11.60%                | No            | 2                  | On Loan: No      |
| CASCADES INC/USA INC                               | Cascades, Inc./Cascades USA, Inc.                                             | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2892000 | PA      | $2960439.18   | 0.26%             | 2030-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cast and Crew Payroll LLC                          | Cast & Crew Payroll LLC                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   5310883 | PA      | $4383469.92   | 0.38%             | 2028-12-29      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corporation                | Six Flags Entertainment Corp.                                                 | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1263125 | PA      | $1257075.04   | 0.11%             | 2031-05-01      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| SIX FLAGS/CANADA WON                               | Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp. | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    291000 | PA      | $289856.92    | 0.03%             | 2027-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                  | Cedar Funding IV CLO Ltd.                                                     | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008612.40   | 0.26%             | 2038-01-23      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Chart Industries Inc                               | Chart Industries, Inc.                                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    592083 | PA      | $595413.57    | 0.05%             | 2030-03-15      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                              | Civitas Resources, Inc.                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517264.38    | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                              | Civitas Resources, Inc.                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   4361000 | PA      | $4496453.62   | 0.39%             | 2031-07-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| CLEAN HARBORS INC                                  | Clean Harbors, Inc.                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143546.76    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors, Inc.                                                           | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    560000 | PA      | $572445.60    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Clearwater Analytics LLC                           | Clearwater Analytics LLC                                                      | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    280979 | PA      | $282034.34    | 0.02%             | 2032-04-21      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group, Inc.                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $3060290.64   | 0.27%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group, Inc.                                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   4793000 | PA      | $4808172.67   | 0.42%             | 2033-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1588963 | PA      | $1587286.88   | 0.14%             | 2032-04-01      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     26999 | PA      | $26970.60     | 0.00%             | 2032-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                             | Colossus Acquireco LLC                                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   6262104 | PA      | $6241971.24   | 0.54%             | 2032-07-30      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE TECH LLC                                 | CommScope Technologies LLC                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2993987.10   | 0.26%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE LLC                                      | CommScope LLC                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    424000 | PA      | $431858.84    | 0.04%             | 2031-12-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                           | Compass Group Diversified Holdings LLC                                        | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1487585 | PA      | $1348684.99   | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| COMPASS GROUP DIVERSIFIE                           | Compass Group Diversified Holdings LLC                                        | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   3332312 | PA      | $2945111.34   | 0.26%             | 2032-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| Concentra Health Services Inc                      | Concentra Health Services, Inc.                                               | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |   2047936 | PA      | $2056261.26   | 0.18%             | 2031-07-26      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    936000 | PA      | $934573.95    | 0.08%             | 2028-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2059318.00   | 0.18%             | 2032-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: —       |
| CoreLogic Inc                                      | CoreLogic, Inc.                                                               | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1542074 | PA      | $1544387.48   | 0.13%             | 2028-06-02      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                      | CoreLogic, Inc.                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   6319000 | PA      | $6107657.25   | 0.53%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Corel Corporation                                  | Corel Corp.                                                                   | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3609604 | PA      | $3454319.04   | 0.30%             | 2026-07-02      | Floating      | 9.30%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands, Inc.                                             | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $812274.66    | 0.07%             | 2029-01-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: —       |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands, Inc.                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2774288.91   | 0.24%             | 2029-08-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                    | Cornerstone Building Brands, Inc.                                             | CUSIP: 21925FAA2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    173261 | PA      | $160266.88    | 0.01%             | 2028-08-01      | Floating      | 9.66%                 | No            | 2                  | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                           | Cougar JV Subsidiary LLC                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    853000 | PA      | $910215.83    | 0.08%             | 2032-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                               | Reworld Holding Corp.                                                         | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    318956 | PA      | $319514.52    | 0.03%             | 2028-11-30      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                               | Reworld Holding Corp.                                                         | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     24690 | PA      | $24732.86     | 0.00%             | 2028-11-30      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Covetrus Inc                                       | Covetrus, Inc.                                                                | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   2613516 | PA      | $2304088.96   | 0.20%             | 2029-10-13      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                                 | Crown Americas LLC                                                            | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2737058.95   | 0.24%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Cube Industrials Buyer Inc                         | Cube Industrials Buyer, Inc.                                                  | CUSIP: 22971EAD0<br>LEI: 254900WU707ZFYHRD780 | Long             | LON              | CORP              | US        |    549188 | PA      | $552107.25    | 0.05%             | 2031-10-17      | Floating      | 6.91%                 | No            | N/A                | On Loan: No      |
| DRW Holdings LLC                                   | DRW Holdings LLC                                                              | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   2200730 | PA      | $2162217.19   | 0.19%             | 2031-06-26      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                            | Darling Ingredients, Inc.                                                     | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    942000 | PA      | $941575.44    | 0.08%             | 2027-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                            | Darling Ingredients, Inc.                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1812106.50   | 0.16%             | 2030-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Dayforce Inc                                       | Dayforce, Inc.                                                                | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    463919 | PA      | $464788.79    | 0.04%             | 2031-03-01      | Floating      | 5.84%                 | No            | 3                  | On Loan: No      |
| DCert Buyer Inc                                    | DCert Buyer, Inc.                                                             | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1131512.50   | 0.10%             | 2029-02-19      | Floating      | 10.96%                | No            | 2                  | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                            | Dealer Tire LLC/DT Issuer LLC                                                 | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8029000 | PA      | $7815308.17   | 0.68%             | 2028-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                | Dechra Pharmaceuticals Holdings Ltd.                                          | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |    579630 | PA      | $581925.11    | 0.05%             | 2032-01-27      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| DexKo Global Inc                                   | DexKo Global, Inc.                                                            | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    296923 | PA      | $292975.49    | 0.03%             | 2028-10-04      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| ZoomInfo LLC                                       | ZoomInfo LLC                                                                  | CUSIP: 25471YAN2<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |   2389502 | PA      | $2362775.23   | 0.21%             | 2030-02-28      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Kohler Energy Co LLC                               | Kohler Energy Co. LLC                                                         | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   1371214 | PA      | $1377425.30   | 0.12%             | 2031-05-01      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| DORNOCH DEBT MERGER SUB                            | Dornoch Debt Merger Sub, Inc.                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2818000 | PA      | $2409125.39   | 0.21%             | 2029-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| Deutsche Bank AG                                   | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $32978.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $18990.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $15745.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2294.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-601.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $399.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $1261.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $211.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-599.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $254.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $457.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $100.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-1531.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EMG Utica LLC                                      | EMG Utica LLC                                                                 | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |   1030364 | PA      | $1039379.82   | 0.09%             | 2030-04-01      | Floating      | 8.00%                 | No            | 3                  | On Loan: No      |
| EOC Borrower LLC                                   | EOC Borrower LLC                                                              | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5368476 | PA      | $5403156.02   | 0.47%             | 2032-03-24      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| EOC Borrower LLC                                   | EOC Borrower LLC                                                              | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    356967 | PA      | $358529.05    | 0.03%             | 2028-03-24      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| EP Purchaser LLC                                   | EP Purchaser LLC                                                              | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    139973 | PA      | $121339.98    | 0.01%             | 2028-11-06      | Floating      | 8.58%                 | No            | 3                  | On Loan: No      |
| EAGLE INT GLO/EAGLE US                             | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                   | CUSIP: 26963PAA2<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |   1815625 | PA      | $1125687.50   | 0.10%             | 2025-12-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| EAGLE INT GLO/EAGLE US                             | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                   | CUSIP: 26963PAC8<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |     49800 | PA      | $31018.08     | 0.00%             | 2025-12-30      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Elanco Animal Health Incorporated                  | Elanco Animal Health, Inc.                                                    | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   2949839 | PA      | $2952552.96   | 0.26%             | 2027-08-01      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| ELASTIC NV                                         | Elastic NV                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1649000 | PA      | $1592875.79   | 0.14%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                             | Energizer Holdings, Inc.                                                      | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   5901000 | PA      | $5708048.51   | 0.50%             | 2033-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                            | EnerSys                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3393225.03   | 0.30%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                            | EnerSys                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029015.27   | 0.09%             | 2032-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ENPRO INC                                          | Enpro, Inc.                                                                   | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3388172.88   | 0.30%             | 2033-06-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corporation                        | Epicor Software Corp.                                                         | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1524851 | PA      | $1529936.62   | 0.13%             | 2031-05-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Epic Crude Services LP                             | Epic Crude Services LP                                                        | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    504239 | PA      | $507256.46    | 0.04%             | 2031-10-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| ERO COPPER CORP                                    | ERO Copper Corp.                                                              | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   7269000 | PA      | $7238252.13   | 0.63%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| EyeCare Partners LLC                               | EyeCare Partners LLC                                                          | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    229791 | PA      | $136079.69    | 0.01%             | 2028-11-30      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Fastlane Parent Company Inc                        | Fastlane Parent Co, Inc.                                                      | CUSIP: 31187LAG8<br>LEI: 5493005IX60917DT0D94 | Long             | LON              | CORP              | US        |   1104722 | PA      | $1104837.78   | 0.10%             | 2028-09-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc       | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAB6<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    137626 | PA      | $136564.87    | 0.01%             | 2028-12-15      | Floating      | 9.25%                 | No            | 2                  | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc       | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    503765 | PA      | $485125.85    | 0.04%             | 2028-12-15      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc       | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    358684 | PA      | $307795.86    | 0.03%             | 2028-12-15      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| First Brands Group LLC                             | First Brands Group LLC                                                        | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   1354218 | PA      | $450954.53    | 0.04%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| First Brands Group LLC                             | First Brands Group LLC                                                        | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   1980528 | PA      | $659515.72    | 0.06%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| First Brands Group, LLC                            | First Brands Group LLC                                                        | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1223651 | PA      | $1301658.56   | 0.11%             | 2026-06-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| FIRST QUANTUM MINERALS L                           | First Quantum Minerals Ltd.                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5767000 | PA      | $6108988.87   | 0.53%             | 2029-03-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Fleet Midco I Limited                              | Fleet Midco I Ltd.                                                            | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    905025 | PA      | $908418.83    | 0.08%             | 2031-02-21      | Floating      | 6.54%                 | No            | 3                  | On Loan: No      |
| Corpay Technologies Operating Company LLC          | Corpay Technologies Operating Co. LLC                                         | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1792766 | PA      | $1793886.32   | 0.16%             | 2028-04-28      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Flynn Restaurant Group LP                          | Flynn Restaurant Group LP                                                     | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   2577133 | PA      | $2590224.50   | 0.23%             | 2032-01-28      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                       | Focus Financial Partners LLC                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    187267 | PA      | $187920.33    | 0.02%             | 2031-09-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                           | Focus Financial Partners LLC                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4521676.07   | 0.39%             | 2031-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Form Technologies LLC                              | Form Technologies LLC                                                         | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |   4432543 | PA      | $3939422.16   | 0.34%             | 2030-07-19      | Floating      | 9.62%                 | No            | 2                  | On Loan: No      |
| Fortis 333 Inc                                     | Fortis 333, Inc.                                                              | CUSIP: 34958SAB5<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |   1923450 | PA      | $1862861.58   | 0.16%             | 2032-03-29      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                            | Guggenheim Partners LLC                                                       | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    483858 | PA      | $486480.84    | 0.04%             | 2031-11-26      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc                              | GFL Environmental, Inc.                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   3221432 | PA      | $3227069.59   | 0.28%             | 2032-03-03      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| BOOST NEWCO BORROWER LLC                           | Boost Newco Borrower LLC                                                      | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4251080.00   | 0.37%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc                                 | Galaxy U.S. Opco, Inc.                                                        | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2926382 | PA      | $2660725.18   | 0.23%             | 2030-07-31      | Floating      | 5.84%                 | 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        |    750000 | PA      | $790011.75    | 0.07%             | 2032-05-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Generac Power Systems Inc                          | Generac Power Systems, Inc.                                                   | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    680364 | PA      | $684616.46    | 0.06%             | 2031-07-03      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| GENESEE & WYOMING INC                              | Genesee & Wyoming, Inc.                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   5061000 | PA      | $5169705.22   | 0.45%             | 2032-04-15      | Fixed         | 6.25%                 | 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        |    268000 | PA      | $282622.88    | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners LP/GLP Finance Corp.                                          | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1890955.03   | 0.16%             | 2032-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Gloves Buyer Inc                                   | Gloves Buyer, Inc.                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   2750318 | PA      | $2717657.71   | 0.24%             | 2032-05-21      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| Golden State Food LLC                              | Golden State Food LLC                                                         | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1305722 | PA      | $1312295.93   | 0.11%             | 2031-12-04      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LTD                    | Golub Capital Partners CLO 41B-R Ltd.                                         | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4112085.16   | 0.36%             | 2038-07-20      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Goosehead Insurance Holdings LLC                   | Goosehead Insurance Holdings LLC                                              | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    788905 | PA      | $791862.92    | 0.07%             | 2032-01-08      | Floating      | 7.05%                 | No            | 3                  | On Loan: No      |
| WIN Waste Innovations Holdings Inc                 | WIN Waste Innovations Holdings, Inc.                                          | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    171913 | PA      | $172321.44    | 0.02%             | 2028-03-24      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                   | Greywolf CLO V Ltd.                                                           | CUSIP: 39808TAE8<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |   1225000 | PA      | $1227593.08   | 0.11%             | 2031-01-27      | Floating      | 9.97%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                   | Greywolf CLO IV Ltd.                                                          | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   2570000 | PA      | $2518115.56   | 0.22%             | 2034-04-17      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| GRIFFON CORPORATION                                | Griffon Corp.                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2733712.96   | 0.24%             | 2028-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Grinding Media Inc.                                | Grinding Media, Inc.                                                          | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    734923 | PA      | $737679.42    | 0.06%             | 2028-10-12      | Floating      | 7.70%                 | No            | 3                  | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive, Inc.                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   3214000 | PA      | $3120689.87   | 0.27%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive, Inc.                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043998.00   | 0.18%             | 2030-01-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Gryphon Acquire Newco, LLC                         | Gryphon Acquire Newco LLC                                                     | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3530827 | PA      | $3551800.01   | 0.31%             | 2032-09-13      | Floating      | 6.85%                 | No            | 2                  | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation | HDI Aerospace Intermediate Holding III Corp.                                  | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |   1273073 | PA      | $1280240.24   | 0.11%             | 2032-02-11      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                     | Core & Main LP                                                                | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    427088 | PA      | $427621.72    | 0.04%             | 2031-02-09      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                  | Halcyon Loan Advisors Funding Ltd.                                            | CUSIP: 40538LAC4<br>LEI: 5493006GMMSBMRMTK635 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $75.00        | 0.00%             | 2027-07-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| HARBOURVEST PARTNERS LLC                           | Harbourvest Partners LLC                                                      | CUSIP: 41165QAM9<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |   2639466 | PA      | $2646064.26   | 0.23%             | 2030-04-18      | Floating      | 6.25%                 | No            | 3                  | On Loan: No      |
| ENVIRI CORP                                        | Enviri Corp.                                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   6581000 | PA      | $6535146.88   | 0.57%             | 2027-07-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings, Inc.                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1243908.67   | 0.11%             | 2033-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HERENS HOLDCO SARL                                 | Herens Holdco SARL                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $422555.55    | 0.04%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Company, LLC               | Herschend Entertainment Co. LLC                                               | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   2384957 | PA      | $2399648.70   | 0.21%             | 2032-05-27      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $459304.18    | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2336258.00   | 0.20%             | 2028-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Hexion Holdings Corporation                        | Hexion Holdings Corp.                                                         | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    860567 | PA      | $844969.58    | 0.07%             | 2030-03-15      | Floating      | 11.50%                | No            | 2                  | On Loan: No      |
| HighTower Holdings LLC                             | HighTower Holdings LLC                                                        | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1689132 | PA      | $1691243.64   | 0.15%             | 2032-02-03      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| HILLENBRAND INC                                    | Hillenbrand, Inc.                                                             | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1665922.88   | 0.15%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| HILLENBRAND INC                                    | Hillenbrand, Inc.                                                             | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1542947.57   | 0.13%             | 2029-02-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                           | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163337.60    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                           | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1223609.48   | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HUB International Limited                          | HUB International Ltd.                                                        | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   5789535 | PA      | $5815095.77   | 0.51%             | 2030-06-20      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Hudson River Trading LLC                           | Hudson River Trading LLC                                                      | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   4142592 | PA      | $4153238.53   | 0.36%             | 2030-03-18      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp                               | CPC Acquisition Corp.                                                         | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    429864 | PA      | $154213.80    | 0.01%             | 2028-12-29      | Floating      | 12.01%                | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                   | IRB Holding Corp.                                                             | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   5969774 | PA      | $5984817.51   | 0.52%             | 2027-12-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Coherent Corp                                      | Coherent Corp.                                                                | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    935983 | PA      | $938613.32    | 0.08%             | 2029-07-02      | Floating      | 5.71%                 | No            | N/A                | On Loan: No      |
| Illuminate Buyer, LLC                              | Illuminate Buyer LLC                                                          | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   1297809 | PA      | $1297134.41   | 0.11%             | 2029-12-31      | Floating      | 6.46%                 | No            | N/A                | On Loan: No      |
| Ingram Micro Inc                                   | Ingram Micro, Inc.                                                            | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     51868 | PA      | $52105.71     | 0.00%             | 2031-09-22      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| IMOLA MERGER CORP                                  | Imola Merger Corp.                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1911253.66   | 0.17%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                       | MH Sub I LLC                                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   2132933 | PA      | $1945245.75   | 0.17%             | 2028-05-03      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                       | MH Sub I LLC                                                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   5484882 | PA      | $4434527.07   | 0.39%             | 2031-12-31      | Floating      | 8.21%                 | No            | 3                  | On Loan: No      |
| Infinite Bidco LLC                                 | Infinite Bidco LLC                                                            | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    500000 | PA      | $454690.00    | 0.04%             | 2029-03-02      | Floating      | 11.10%                | No            | 2                  | On Loan: No      |
| INSIGHT ENTERPRS                                   | Insight Enterprises, Inc.                                                     | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3693729.87   | 0.32%             | 2032-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INSTALLED BUILDING PRODU                           | Installed Building Products, Inc.                                             | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602186.16    | 0.05%             | 2028-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Company                           | Alterra Mountain Co.                                                          | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   2680374 | PA      | $2692114.29   | 0.23%             | 2030-05-31      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Company                           | Alterra Mountain Co.                                                          | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1514430 | PA      | $1522002.11   | 0.13%             | 2028-08-17      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Zest Acquisition Corp                              | Zest Acquisition Corp.                                                        | CUSIP: 46589UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249131 | PA      | $249910.00    | 0.02%             | 2028-02-08      | Floating      | 9.11%                 | No            | 3                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                           | JH North America Holdings, Inc.                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1832237.28   | 0.16%             | 2031-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                           | JH North America Holdings, Inc.                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2209578.69   | 0.19%             | 2032-07-31      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| JAMES HARDIE INTL FIN                              | James Hardie International Finance DAC                                        | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |   2211000 | PA      | $2201762.66   | 0.19%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer Inc                                  | Javelin Buyer, Inc.                                                           | CUSIP: 47189BAE9<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    668576 | PA      | $668157.75    | 0.06%             | 2032-12-06      | Floating      | 9.20%                 | No            | 2                  | On Loan: No      |
| JELD-WEN Holding Inc                               | JELD-WEN Holding, Inc.                                                        | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    118480 | NS      | $514203.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnstone Supply LLC                               | Johnstone Supply LLC                                                          | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    638269 | PA      | $640014.96    | 0.06%             | 2031-06-09      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                           | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1519000 | PA      | $1596519.13   | 0.14%             | 2030-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                           | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2478874.50   | 0.22%             | 2033-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR CLO 16 Ltd.                                                               | CUSIP: 48251DAG1<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $959860.60    | 0.08%             | 2034-10-20      | Floating      | 11.26%                | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR CLO 20 Ltd.                                                               | CUSIP: 48251VAA4<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499671.90    | 0.04%             | 2030-10-16      | Floating      | 9.65%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                | KKR Apple Bidco LLC                                                           | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   2185779 | PA      | $2193920.73   | 0.19%             | 2031-09-23      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                               | Kaiser Aluminum Corp.                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2957917.19   | 0.26%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.           | Kestra Advisor Services Holdings A, Inc.                                      | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |   1405386 | PA      | $1410065.85   | 0.12%             | 2031-03-22      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| KnowBe4 Inc                                        | KnowBe4, Inc.                                                                 | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   2650326 | PA      | $2650326.40   | 0.23%             | 2032-07-23      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| Kodiak Building Partners Inc                       | Kodiak Building Partners, Inc.                                                | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     26501 | PA      | $26372.98     | 0.00%             | 2031-12-04      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| KUEHG Corp                                         | KUEHG Corp.                                                                   | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    547615 | PA      | $546637.66    | 0.05%             | 2030-06-12      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                           | LCM Investments Holdings II LLC                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3591077.35   | 0.31%             | 2031-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| LRS Holdings LLC                                   | LRS Holdings LLC                                                              | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   1890181 | PA      | $1861828.17   | 0.16%             | 2028-08-31      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| LTI Holdings Inc                                   | LTI Holdings, Inc.                                                            | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    409547 | PA      | $412491.73    | 0.04%             | 2029-07-29      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Les Schwab Tire Centers                            | Les Schwab Tire Centers                                                       | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    856401 | PA      | $853724.96    | 0.07%             | 2031-04-23      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| LSF12 Badger Bidco LLC                             | LSF12 Badger Bidco LLC                                                        | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |   1440966 | PA      | $1442767.42   | 0.13%             | 2030-08-30      | Floating      | 9.46%                 | No            | 3                  | On Loan: No      |
| LaserShip Inc                                      | LaserShip, Inc.                                                               | CUSIP: 51809EAL9<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    655626 | PA      | $665460.54    | 0.06%             | 2029-01-02      | Floating      | 10.25%                | No            | 2                  | On Loan: No      |
| LaserShip Inc                                      | LaserShip, Inc.                                                               | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   4413871 | PA      | $3141197.36   | 0.27%             | 2029-08-10      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| LaserShip Inc                                      | LaserShip, Inc.                                                               | CUSIP: 51809EAN5<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    280167 | PA      | $203821.78    | 0.02%             | 2029-01-02      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| LaserShip Inc                                      | LaserShip, Inc.                                                               | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    550576 | PA      | $160583.74    | 0.01%             | 2029-08-10      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Learning Care Group (US) No 2 Inc                  | Learning Care Group No. 2, Inc.                                               | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |    546474 | PA      | $537456.84    | 0.05%             | 2028-08-11      | Floating      | 8.23%                 | No            | 3                  | On Loan: No      |
| Darktrace PLC                                      | Darktrace PLC                                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1936687 | PA      | $1943349.20   | 0.17%             | 2031-10-09      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| Darktrace PLC                                      | Darktrace PLC                                                                 | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343711 | PA      | $343926.24    | 0.03%             | 2032-10-09      | Floating      | 9.19%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing, Inc.                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278625.00    | 0.02%             | 2030-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing, Inc.                                                       | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   5183000 | PA      | $4669559.06   | 0.41%             | 2030-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LIGHT & WONDER INTL INC                            | Light & Wonder International, Inc.                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2592585.10   | 0.23%             | 2033-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors, Inc.                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    950000 | PA      | $906401.74    | 0.08%             | 2031-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                           | Live Nation Entertainment, Inc.                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513822.50   | 0.13%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                      | Live Nation Entertainment, Inc.                                               | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   1760581 | PA      | $1762781.73   | 0.15%             | 2032-10-21      | Floating      | 6.02%                 | No            | N/A                | On Loan: No      |
| LUNA 1.5 SARL                                      | Luna 1.5 SARL                                                                 | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |   1682000 | PA      | $1747348.71   | 0.15%             | 2032-07-01      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| K-Mac Holdings Corp                                | K-Mac Holdings Corp.                                                          | CUSIP: 55304PAH4<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |   1817765 | PA      | $1832425.72   | 0.16%             | 2028-07-21      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| MRC Global (US) Inc.                               | MRC Global U.S., Inc.                                                         | CUSIP: 55345LAF8<br>LEI: 549300DH01K8F1NQFP75 | Long             | LON              | CORP              | US        |    271120 | PA      | $271797.43    | 0.02%             | 2031-10-29      | Floating      | 7.20%                 | No            | 3                  | On Loan: No      |
| MV Holding GmbH                                    | MV Holding GmbH                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   1294812 | PA      | $1301285.86   | 0.11%             | 2032-03-17      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC                                                               | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    733194 | PA      | $735467.10    | 0.06%             | 2028-06-21      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC                                                               | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1901503 | PA      | $1911010.61   | 0.17%             | 2032-05-06      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                          | Madison Safety & Flow LLC                                                     | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    556627 | PA      | $559875.35    | 0.05%             | 2031-09-26      | Floating      | 6.47%                 | No            | N/A                | On Loan: No      |
| Marble Point CLO XXIII Ltd.                        | Marble Point CLO XXIII Ltd.                                                   | CUSIP: 56607TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004695.40   | 0.09%             | 2035-01-22      | Floating      | 9.87%                 | No            | 2                  | On Loan: No      |
| MASTERBRAND INC                                    | Masterbrand, Inc.                                                             | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2548316.22   | 0.22%             | 2032-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                               | Matador Resources Co.                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2199840.98   | 0.19%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3536600.39   | 0.31%             | 2027-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2786430.69   | 0.24%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company         | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    810400 | PA      | $811984.52    | 0.07%             | 2027-04-15      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                   | Maxam Prill SARL                                                              | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   3866000 | PA      | $3951187.31   | 0.34%             | 2030-07-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                            | Pediatrix Medical Group, Inc.                                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1769670.57   | 0.15%             | 2030-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                | Medline Borrower LP                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   4595046 | PA      | $4603845.45   | 0.40%             | 2028-10-23      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| METHANEX US OPERATIONS                             | Methanex U.S. Operations, Inc.                                                | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1599127.18   | 0.14%             | 2032-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies Inc                          | Minerals Technologies, Inc.                                                   | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    305513 | PA      | $306276.99    | 0.03%             | 2031-11-26      | Floating      | 5.97%                 | No            | 3                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group, Inc.                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $2874499.36   | 0.25%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Mirion Technologies Inc                            | Mirion Technologies, Inc.                                                     | CUSIP: 60470HAD9<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |    285125 | PA      | $287145.20    | 0.03%             | 2032-06-04      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Mitnick Corporate Purchaser Inc                    | Mitnick Corporate Purchaser, Inc.                                             | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |   4501600 | PA      | $3266158.14   | 0.28%             | 2029-05-02      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| MITER BRAND / MIWD BORR                            | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC                       | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4164000 | PA      | $4277281.62   | 0.37%             | 2032-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                             | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   2388000 | PA      | $2312787.55   | 0.20%             | 2027-11-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| Movella Holdings Inc                               | Movella Holdings, Inc.                                                        | CUSIP: 62459N113<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               |  | US        |      6000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MURPHY OIL USA INC                                 | Murphy Oil USA, Inc.                                                          | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2391588.16   | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OVG Business Services LLC                          | OVG Business Services LLC                                                     | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1336525 | PA      | $1338616.80   | 0.12%             | 2031-06-25      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| NASSAU COMPANIES OF NY                             | Nassau Cos., of New York                                                      | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $336817.80    | 0.03%             | 2030-07-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman CLO XVI-S Ltd.                                               | CUSIP: 64131RAE8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   2704295 | PA      | $1471028.31   | 0.13%             | 2039-04-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas, Inc.                                                      | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1443391.63   | 0.13%             | 2031-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas, Inc.                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   5717000 | PA      | $5572977.28   | 0.49%             | 2033-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp.                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934353.80   | 0.17%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp.                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1220518.33   | 0.11%             | 2030-01-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp.                                                                 | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2366683.00   | 0.21%             | 2033-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OID-OL Intermediate I LLC                          | OID-OL Intermediate I LLC                                                     | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2321230 | PA      | $2401498.65   | 0.21%             | 2029-02-01      | Floating      | 9.84%                 | No            | 2                  | On Loan: No      |
| OID-OL Intermediate I LLC                          | OID-OL Intermediate I LLC                                                     | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7095988 | PA      | $6049329.53   | 0.53%             | 2029-02-01      | Floating      | 8.24%                 | No            | 2                  | On Loan: No      |
| OceanKey (US) II Corp                              | Oceankey U.S. II Corp.                                                        | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |    529192 | PA      | $527604.31    | 0.05%             | 2028-12-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 38                     | Octagon Investment Partners 38 Ltd.                                           | CUSIP: 67591YBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2549353.75   | 0.22%             | 2037-10-20      | Floating      | 8.53%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                      | Olympus Water U.S. Holding Corp.                                              | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    552234 | PA      | $550593.97    | 0.05%             | 2032-07-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC/New Red Finance, Inc.                                          | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1028335.00   | 0.09%             | 2029-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC/New Red Finance, Inc.                                          | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1019104.00   | 0.09%             | 2029-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                            | OneDigital Borrower LLC                                                       | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1010630.00   | 0.09%             | 2031-07-02      | Floating      | 9.21%                 | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                            | OneDigital Borrower LLC                                                       | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   3810853 | PA      | $3818779.93   | 0.33%             | 2031-07-02      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                     | Open Text Corp.                                                               | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    972000 | PA      | $947872.48    | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                     | Open Text Corp.                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2315000 | PA      | $2193181.23   | 0.19%             | 2029-12-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT INC                                      | Open Text Holdings, Inc.                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1429516.05   | 0.12%             | 2030-02-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT INC                                      | Open Text Holdings, Inc.                                                      | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $908448.16    | 0.08%             | 2031-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Orion US Finco Inc.                                | Orion U.S. Finco, Inc.                                                        | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-10-08      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                            | Oscar AcquisitionCo LLC/Oscar Finance, Inc.                                   | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5923000 | PA      | $4315996.52   | 0.38%             | 2030-04-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                     | Owens-Brockway Glass Container, Inc.                                          | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    348000 | PA      | $341463.88    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| PMHC II Inc                                        | PMHC II, Inc.                                                                 | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1777239 | PA      | $1387632.32   | 0.12%             | 2029-04-23      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| PMHC II INC                                        | PMHC II, Inc.                                                                 | CUSIP: 69346EAJ6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1391840 | PA      | $1155227.10   | 0.10%             | 2029-04-21      | Floating      | 10.18%                | No            | 3                  | On Loan: No      |
| VIBRANTZ TECH INC                                  | Vibrantz Technologies, Inc.                                                   | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   4631000 | PA      | $2478600.62   | 0.22%             | 2030-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: —       |
| Nuvei Technologies Corp                            | Nuvei Technologies Corp.                                                      | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    507178 | PA      | $508275.74    | 0.04%             | 2031-11-17      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                              | Panther Escrow Issuer LLC                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4743000 | PA      | $4905827.19   | 0.43%             | 2031-06-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                           | Papa John's International, Inc.                                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1201640.00   | 0.10%             | 2029-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Patagonia Holdco LLC                               | Patagonia Holdco LLC                                                          | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   2011207 | PA      | $1555538.23   | 0.14%             | 2029-08-01      | Floating      | 9.98%                 | No            | 2                  | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                            | Paysafe Finance PLC/Paysafe Holdings U.S. Corp.                               | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1400000 | PA      | $1318540.16   | 0.12%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Peraton Corp                                       | Peraton Corp.                                                                 | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   6159054 | PA      | $5336696.98   | 0.47%             | 2028-02-01      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Peraton Corp                                       | Peraton Corp.                                                                 | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1800068 | PA      | $930977.30    | 0.08%             | 2029-02-01      | Floating      | 12.05%                | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group, Inc.                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1439214.00   | 0.13%             | 2032-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PHINIA INC                                         | Phinia, Inc.                                                                  | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3123444.24   | 0.27%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                          | Pike Corp.                                                                    | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   4603000 | PA      | $4597010.58   | 0.40%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                          | Pike Corp.                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1281919.63   | 0.11%             | 2031-01-31      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                    | Cornerstone Building Brands, Inc.                                             | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1182762 | PA      | $1086331.14   | 0.09%             | 2028-04-12      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                           | PODS LLC                                                                      | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |   4476933 | PA      | $4402571.26   | 0.38%             | 2028-03-31      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                           | PODS LLC                                                                      | CUSIP: 73044EAD6<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    172476 | PA      | $171182.36    | 0.01%             | 2028-03-31      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Polar US Borrower LLC                              | Polar U.S. Borrower LLC                                                       | CUSIP: 73103NAB8<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   1819871 | PA      | $216109.68    | 0.02%             | 2028-10-16      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| Polar US Borrower LLC                              | Polar U.S. Borrower LLC                                                       | CUSIP: 73103NAC6<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   3787462 | PA      | $449761.11    | 0.04%             | 2028-10-16      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC                                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   5837399 | PA      | $5596197.44   | 0.49%             | 2028-06-02      | Floating      | 8.10%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC                                                             | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    695623 | PA      | $835605.20    | 0.07%             | 2028-06-02      | Floating      | 9.22%                 | No            | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                | Prestige Brands, Inc.                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325252.41    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Proampac PG Borrower LLC                           | Proampac PG Borrower LLC                                                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   6415968 | PA      | $6424341.34   | 0.56%             | 2028-09-15      | Floating      | 8.20%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.           | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1619315 | PA      | $1621623.00   | 0.14%             | 2030-10-26      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                 | Project Ruby Ultimate Parent Corp.                                            | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   1455188 | PA      | $1460645.16   | 0.13%             | 2028-03-10      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                   | Proofpoint, Inc.                                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   4307675 | PA      | $4334081.42   | 0.38%             | 2028-08-31      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                              | Quikrete Holdings, Inc.                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2470922 | PA      | $2476715.94   | 0.22%             | 2032-02-10      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings, Inc.                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    602000 | PA      | $624777.27    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings, Inc.                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1046657.25   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                           | RHP Hotel Properties LP/RHP Finance Corp.                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    458000 | PA      | $471558.57    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                           | RHP Hotel Properties LP/RHP Finance Corp.                                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    597000 | PA      | $616597.12    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RVR Dealership Holdings LLC                        | RVR Dealership Holdings LLC                                                   | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4701345 | PA      | $4436165.47   | 0.39%             | 2028-02-08      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                             | Radiology Partners, Inc.                                                      | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   2552228 | PA      | $2551973.24   | 0.22%             | 2032-06-30      | Floating      | 8.50%                 | No            | 2                  | On Loan: No      |
| RAISING CANE'S RESTAURAN                           | Raising Cane's Restaurants LLC                                                | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2604637.44   | 0.23%             | 2029-05-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| RE/MAX International Inc                           | RE/MAX International, Inc.                                                    | CUSIP: 75523KAK1<br>LEI: 549300GN7WEUE9HKXH55 | Long             | LON              | CORP              | US        |    223497 | PA      | $221261.75    | 0.02%             | 2028-07-21      | Floating      | 6.58%                 | No            | 3                  | On Loan: No      |
| RealPage Inc                                       | RealPage, Inc.                                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   7809142 | PA      | $7802621.16   | 0.68%             | 2028-04-24      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Newly Weds Foods Inc                               | Newly Weds Foods, Inc.                                                        | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   3165224 | PA      | $3165224.08   | 0.28%             | 2032-03-15      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Redstone Holdco 2 LP                               | Redstone Holdco 2 LP                                                          | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                 | Regal Rexnord Corp.                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    319000 | PA      | $342200.67    | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Rithum Holdings Inc                                | Rithum Holdings, Inc.                                                         | CUSIP: 76779JAB3<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |   2386963 | PA      | $2390317.02   | 0.21%             | 2032-07-21      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                           | Rockies Express Pipeline LLC                                                  | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1226736.50   | 0.11%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| RYAN SPECIALTY GROUP                               | Ryan Specialty LLC                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    647000 | PA      | $633140.74    | 0.06%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors                       | State Street Institutional U.S. Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  10881766 | NS      | $10881766.14  | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Global Advisors                       | State Street Institutional US Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  45418448 | NS      | $45418447.87  | 3.96%             |  |  |  | No            | 1                  | On Loan: No      |
| First Advantage Holdings LLC                       | First Advantage Holdings LLC                                                  | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   4649128 | PA      | $4534364.44   | 0.40%             | 2031-10-31      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                 | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   3351777 | PA      | $3348643.47   | 0.29%             | 2031-12-04      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Sandisk Corp                                       | Sandisk Corp.                                                                 | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3750318 | PA      | $3762056.25   | 0.33%             | 2032-02-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| SCIENCE APPLICATIONS INT                           | Science Applications International Corp.                                      | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    623000 | PA      | $621994.04    | 0.05%             | 2033-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SEALED AIR/SEALED AIR US                           | Sealed Air Corp./Sealed Air Corp. U.S.                                        | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253490.00    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                           | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    582000 | PA      | $571171.89    | 0.05%             | 2029-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| Secretariat Advisors LLC                           | Secretariat Advisors LLC                                                      | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320413 | PA      | $321816.83    | 0.03%             | 2032-02-28      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| Secretariat Advisors LLC                           | Secretariat Advisors LLC                                                      | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38798 | PA      | $38967.96     | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services Inc            | Sedgwick Claims Management Services, Inc.                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   6765782 | PA      | $6771904.62   | 0.59%             | 2031-07-31      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES INC                           | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1563516.00   | 0.14%             | 2032-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| Serta Simmons Bedding LLC                          | Serta Simmons Bedding LLC                                                     | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   1166314 | PA      | $1099250.72   | 0.10%             | 2028-06-29      | Floating      | 11.62%                | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                          | Serta Simmons Bedding LLC                                                     | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     13114 | PA      | $13130.02     | 0.00%             | 2028-06-29      | Floating      | 11.48%                | No            | 3                  | On Loan: No      |
| Service Logic Acquisition Inc                      | Service Logic Acquisition, Inc.                                               | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |   1094125 | PA      | $1100963.07   | 0.10%             | 2027-10-29      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Sharp Services LLC                                 | Sharp Services LLC                                                            | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    855023 | PA      | $859298.39    | 0.07%             | 2032-09-29      | Floating      | 6.99%                 | No            | 3                  | On Loan: No      |
| Air Comm Corporation LLC                           | Air Comm Corp. LLC                                                            | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |   2334284 | PA      | $2340131.76   | 0.20%             | 2031-12-11      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Air Comm Corporation LLC                           | Air Comm Corp. LLC                                                            | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    113507 | PA      | $113791.26    | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                              | Silver Point CLO 11 Ltd.                                                      | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006270.00   | 0.18%             | 2038-07-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329795.66    | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1998006.34   | 0.17%             | 2031-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| SIX FLAGS ENTERTAINME                              | Six Flags Entertainment Corp.                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   4491000 | PA      | $4506377.18   | 0.39%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| SkillSoft Corporation                              | SkillSoft Corp.                                                               | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |    472182 | PA      | $413711.66    | 0.04%             | 2028-07-14      | Floating      | 9.34%                 | No            | 2                  | On Loan: No      |
| TTF Holdings LLC                                   | TTF Holdings LLC                                                              | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   1438110 | PA      | $1328454.55   | 0.12%             | 2031-07-18      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| SOLSTICE ADVANCED MATERI                           | Solstice Advanced Materials, Inc.                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    732000 | PA      | $733432.52    | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SONIC AUTOMOTIVE INC                               | Sonic Automotive, Inc.                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1746511.60   | 0.15%             | 2031-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sonrava Health Holdings, LLC                       | Sonrava Health Holdings LLC                                                   | CUSIP: 83569KAC8<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |    746805 | PA      | $713202.13    | 0.06%             | 2028-05-18      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| Sonrava Health Holdings, LLC                       | Sonrava Health Holdings LLC                                                   | CUSIP: 83569KAF1<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |   3076867 | PA      | $584604.64    | 0.05%             | 2028-08-18      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Southern Veterinary Partners, LLC                  | Southern Veterinary Partners LLC                                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    562113 | PA      | $562388.52    | 0.05%             | 2031-12-04      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                           | Speedway Motorsports LLC/Speedway Funding II, Inc.                            | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7924000 | PA      | $7863912.31   | 0.69%             | 2027-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                          | Block, Inc.                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622888.20    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                          | Block, Inc.                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1873992.33   | 0.16%             | 2030-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                          | Block, Inc.                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    520000 | PA      | $532114.96    | 0.05%             | 2033-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STANDARD BUILDING SOLUTI                           | Standard Building Solutions, Inc.                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514811.00    | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| STANDARD BUILDING SOLUTI                           | Standard Building Solutions, Inc.                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1321906.22   | 0.12%             | 2033-08-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries, Inc.                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3655613.43   | 0.32%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SolarWinds Holdings Inc                            | SolarWinds Holdings, Inc.                                                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   6525873 | PA      | $6501434.09   | 0.57%             | 2032-04-16      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                        | Starwood Property Trust, Inc.                                                 | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   1986076 | PA      | $1988558.31   | 0.17%             | 2027-11-18      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1150000 | PA      | $1140434.53   | 0.10%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1250000 | PA      | $1279010.00   | 0.11%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1831000 | PA      | $1909537.08   | 0.17%             | 2030-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2614000 | PA      | $2652513.79   | 0.23%             | 2031-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| STONEX GROUP INC                                   | StoneX Group, Inc.                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2267180.10   | 0.20%             | 2031-03-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| STONEX ESCROW ISSUER LLC                           | Stonex Escrow Issuer LLC                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6844000 | PA      | $7091752.80   | 0.62%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Summit Acquisition Inc                             | Summit Acquisition, Inc.                                                      | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2377226 | PA      | $2385153.64   | 0.21%             | 2031-10-16      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP/FINANCE CORP                             | Sunoco LP/Sunoco Finance Corp.                                                | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $186276.96    | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    700000 | PA      | $738593.16    | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                     | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3118457.61   | 0.27%             | 2033-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40048.00     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4089075.87   | 0.36%             | 2034-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP/FINANCE CORP                             | Sunoco LP/Sunoco Finance Corp.                                                | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1325634.08   | 0.12%             | 2030-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cornerstone OnDemand Inc                           | Cornerstone OnDemand, Inc.                                                    | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   3822316 | PA      | $3678978.85   | 0.32%             | 2028-10-16      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| SYNAPTICS INC                                      | Synaptics, Inc.                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960960.30    | 0.08%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Symplr Software Inc                                | Symplr Software, Inc.                                                         | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |   1132050 | PA      | $1000369.70   | 0.09%             | 2027-12-22      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp.                                                       | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1804580.97   | 0.16%             | 2029-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TPG CLO Ltd                                        | TPG CLO Ltd.                                                                  | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005428.80   | 0.17%             | 2037-07-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                            | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                   | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1854965.28   | 0.16%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                            | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                   | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3008154.80   | 0.26%             | 2029-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Technimark Holdings LLC                            | Technimark Holdings LLC                                                       | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1608746 | PA      | $1610419.42   | 0.14%             | 2031-04-14      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                              | Tempo Acquisition LLC                                                         | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   4452790 | PA      | $4344253.35   | 0.38%             | 2028-08-31      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                                | Somnigroup International, Inc.                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2610054.95   | 0.23%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Somnigroup International Inc                       | Somnigroup International, Inc.                                                | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   1292097 | PA      | $1300980.56   | 0.11%             | 2031-10-24      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Therapy Brands Holdings LLC                        | Therapy Brands Holdings LLC                                                   | CUSIP: 88343YAB2<br>LEI: 2549001BWHNUX335M838 | Long             | LON              | CORP              | US        |   1202465 | PA      | $1014279.51   | 0.09%             | 2028-05-18      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Thermostat Purchaser III Inc                       | Thermostat Purchaser III, Inc.                                                | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    446333 | PA      | $447075.72    | 0.04%             | 2028-08-31      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| Thevelia (US) LLC                                  | Thevelia U.S. LLC                                                             | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1441443 | PA      | $1446177.65   | 0.13%             | 2029-06-18      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| Topgolf Callaway Brands Corp                       | Topgolf Callaway Brands Corp.                                                 | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |   4848350 | PA      | $4820253.51   | 0.42%             | 2030-03-18      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                            | Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC                | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1258000 | PA      | $1180932.66   | 0.10%             | 2030-05-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm, Inc.                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771324.00    | 0.07%             | 2029-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm, Inc.                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776586.75    | 0.07%             | 2032-03-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm, Inc.                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2850057.98   | 0.25%             | 2033-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                      | TransDigm, Inc.                                                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4758979 | PA      | $4765974.95   | 0.42%             | 2032-08-19      | Floating      | 6.50%                 | No            | N/A                | On Loan: No      |
| TransDigm Inc                                      | TransDigm, Inc.                                                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     44128 | PA      | $44213.77     | 0.00%             | 2030-03-22      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                            | TransMontaigne Partners LLC                                                   | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $969107.70    | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                           | Trident TPI Holdings, Inc.                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   6353000 | PA      | $6788809.45   | 0.59%             | 2028-12-31      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| TRIMAS CORP                                        | TriMas Corp.                                                                  | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3675796.53   | 0.32%             | 2029-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| TRONOX INC                                         | Tronox, Inc.                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   6388000 | PA      | $3914754.72   | 0.34%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: —       |
| TRONOX INC                                         | Tronox, Inc.                                                                  | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   3337000 | PA      | $3047939.05   | 0.27%             | 2030-09-30      | Fixed         | 9.12%                 | No            | 2                  | On Loan: —       |
| Trucordia Insurance Holdings LLC                   | Trucordia Insurance Holdings LLC                                              | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   1632746 | PA      | $1640910.06   | 0.14%             | 2032-06-17      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| TruGreen Limited Partnership                       | TruGreen LP                                                                   | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    400000 | PA      | $364252.00    | 0.03%             | 2028-11-02      | Floating      | 12.60%                | No            | 2                  | On Loan: No      |
| UKG Inc                                            | UKG, Inc.                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   5832200 | PA      | $5838119.26   | 0.51%             | 2031-02-10      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| X Corp.                                            | X Corp.                                                                       | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3103979 | PA      | $3117559.29   | 0.27%             | 2029-10-26      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| TKO Worldwide Holdings LLC                         | TKO Worldwide Holdings LLC                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   7300321 | PA      | $7324886.46   | 0.64%             | 2031-11-21      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| UKG INC                                            | UKG, Inc.                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1708964.10   | 0.15%             | 2031-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                       | U.S. Foods, Inc.                                                              | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    666000 | PA      | $687576.40    | 0.06%             | 2028-09-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                       | U.S. Foods, Inc.                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    684000 | PA      | $718474.28    | 0.06%             | 2032-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                       | U.S. Foods, Inc.                                                              | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1269908.74   | 0.11%             | 2033-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CINEWORLD                                          | Cineworld Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800J2J3TOOI176M73 | Long             | EC               | CORP              | US        |    191081 | NS      | $4023019.37   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                            | Tech 7 SAS Super Senior                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     84035 | PA      | $9.70         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TECH 7 SAS TECHNICOLOR                             | Tech 7 SAS Technicolor                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     25211 | PA      | $2.91         | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                            | Tech 7 SAS Super Senior                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     50421 | PA      | $5.82         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| DREAMWELL INC                                      | Dream Well, Inc.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29405 | NS      | $238180.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SUNRISE FINCO I BV                                 | Sunrise FinCo I BV                                                            | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1530000 | PA      | $1460851.65   | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| US Radiology Specialists Inc                       | U.S. Radiology Specialists, Inc.                                              | CUSIP: 90372AAM0<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |   5826264 | PA      | $5857988.43   | 0.51%             | 2027-12-15      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| Ultra Clean Holdings Inc                           | Ultra Clean Holdings, Inc.                                                    | CUSIP: 90385YAG6<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |   1030142 | PA      | $1036904.85   | 0.09%             | 2028-02-25      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                           | USA Compression Partners LP/USA Compression Finance Corp.                     | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1121004.32   | 0.10%             | 2033-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| VFH Parent LLC                                     | VFH Parent LLC                                                                | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   1124987 | PA      | $1128766.62   | 0.10%             | 2031-06-21      | Floating      | 6.46%                 | No            | 3                  | On Loan: No      |
| VFH PARENT / VALOR CO                              | VFH Parent LLC/Valor Co-Issuer, Inc.                                          | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5763000 | PA      | $6036085.52   | 0.53%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                       | VS Buyer LLC                                                                  | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   2724428 | PA      | $2703994.92   | 0.24%             | 2031-04-12      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| VAIL RESORTS INC                                   | Vail Resorts, Inc.                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   4441000 | PA      | $4613879.25   | 0.40%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Venture CDO Ltd                                    | Venture XXVIII CLO Ltd.                                                       | CUSIP: 92331BAA0<br>LEI: 54930010DKR017G3JK24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $319675.00    | 0.03%             | 2030-07-20      | Floating      | 10.30%                | No            | 2                  | On Loan: No      |
| Vestis Corporation                                 | Vestis Corp.                                                                  | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    474862 | PA      | $452306.21    | 0.04%             | 2031-02-22      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| Vibrant CLO Ltd                                    | Vibrant CLO III Ltd.                                                          | CUSIP: 92557UBC0<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004477.50   | 0.09%             | 2031-10-20      | Floating      | 7.65%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2325880.25   | 0.20%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VIRTUSA CORP                                       | Virtusa Corp.                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   8627000 | PA      | $8296258.94   | 0.72%             | 2028-12-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC/Vista Management Holding, Inc.                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    680000 | PA      | $657159.21    | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: —       |
| VMED O2 UK FINAN                                   | Vmed O2 U.K. Financing I PLC                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2284310.50   | 0.20%             | 2031-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                   | Vmed O2 U.K. Financing I PLC                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1074532.24   | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO Ltd.                                                                 | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $506510.90    | 0.04%             | 2031-07-14      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    333000 | PA      | $349352.30    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Voyager Parent LLC                                 | Voyager Parent LLC                                                            | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1693337 | PA      | $1695563.95   | 0.15%             | 2032-07-01      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                               | WR Grace Holdings LLC                                                         | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $374871.05    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| LUXCO3 SHARES                                      | Luxco Co. Ltd.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     20917 | NS      | $346781.44    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| WALKER & DUNLOP INC                                | Walker & Dunlop, Inc.                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2663670.92   | 0.23%             | 2033-04-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PES ENERGY                                         | PES Energy Liquidating Trust                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37190 | NS      | $371.90       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Proppants Holdings LLC                             | Proppants Holdings LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     25202 | NS      | $504.04       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JASON INC                                          | Jason, Inc.                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $129140.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNICOLOR                                        | Technicolor SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AKORN                                              | Akorn, Inc.                                                                   | CUSIP: 000000000<br>LEI: 549300REUQNNF5W5TA64 | Long             | EC               | CORP              | US        |     37299 | NS      | $1118.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CoreLogic Inc                                      | CoreLogic, Inc.                                                               | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   2816383 | PA      | $2825184.58   | 0.25%             | 2029-06-04      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| WASTE PRO USA INC                                  | Waste Pro USA, Inc.                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    861000 | PA      | $896797.59    | 0.08%             | 2033-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WATCO COS LLC/FINANCE CO                           | Watco Cos. LLC/Watco Finance Corp.                                            | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $878289.87    | 0.08%             | 2032-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| UTEX INDUSTRIES COMMON                             | Utex Industries                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6341 | NS      | $196571.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EAGLE INVESTMENTS HOLDCO                           | Eagle Investments Holding Co. LLC                                             | CUSIP: 000000000<br>LEI: 549300XHAU1K06XGBE82 | Long             | EC               | CORP              | US        |        66 | NS      | $0.66         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EAGLE INTERMEDIATE GLOBAL HOLD                     | Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC                    | CUSIP: 000000000<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | US        |     64000 | PA      | $39849.22     | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                        | Serta SSB Equipment Co.                                                       | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29405 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Technicolor Creative Studios                       | Technicolor Creative Studios                                                  | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | LON              | CORP              | FR        |    395555 | PA      | $0.00         | 0.00%             | 2030-06-07      | Floating      | 0.50%                 | No            | 3                  | On Loan: No      |
| WOOF Holdings Inc                                  | WOOF Holdings, Inc.                                                           | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259849 | PA      | $97443.24     | 0.01%             | 2029-12-31      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507191.00    | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517217.00    | 0.05%             | 2029-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    583000 | PA      | $610080.35    | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    441000 | PA      | $461151.05    | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PES Holdings LLC                                   | PES Holdings LLC                                                              | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    959235 | PA      | $8393.31      | 0.00%             | 2025-12-31      | Floating      | 3.00%                 | No            | 2                  | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS                       | Technicolor Creative Studios                                                  | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | DBT              | CORP              | EG        |     25211 | PA      | $2.91         | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ALTISOURCE NWCASH EXR WARRANTS                     | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |      2821 | NS      | $1026.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTISOURCE NET STL WARRANTS                        | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |      2821 | NS      | $1269.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTISOURCE PORTFOLIO SOLUTIONS                     | Altisource Portfolio Solutions SA                                             | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | US        |     12841 | NS      | $116213.31    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX INC                                            | WEX, Inc.                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |   4502000 | PA      | $4608503.81   | 0.40%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| WHITE CAP BUYER LLC                                | White Cap Buyer LLC                                                           | CUSIP: 96350RAA2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1473937.70   | 0.13%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| White Cap Buyer LLC                                | White Cap Buyer LLC                                                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   3442307 | PA      | $3454647.59   | 0.30%             | 2029-10-19      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                           | White Cap Supply Holdings LLC                                                 | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1369420.01   | 0.12%             | 2030-11-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                              | Williams Scotsman, Inc.                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3312250.54   | 0.29%             | 2029-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                              | Williams Scotsman, Inc.                                                       | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    875000 | PA      | $905366.88    | 0.08%             | 2030-04-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| World Wide Technology Holding Co. LLC              | World Wide Technology Holding Co. LLC                                         | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |    679871 | PA      | $682845.74    | 0.06%             | 2030-03-01      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                            | Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.                               | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3891860.09   | 0.34%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| XPO INC                                            | XPO, Inc.                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055080.00   | 0.09%             | 2032-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| XPO INC                                            | XPO, Inc.                                                                     | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    830000 | PA      | $848000.21    | 0.07%             | 2028-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| XPO INC                                            | XPO, Inc.                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261018.50    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                                  | Generate CLO 3 Ltd.                                                           | CUSIP: 98625UBJ0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2112963.03   | 0.18%             | 2036-10-20      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                            | Zebra Technologies Corp.                                                      | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2139513.50   | 0.19%             | 2032-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AllSpring Buyer LLC                                | AllSpring Buyer LLC                                                           | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    854705 | PA      | $857589.63    | 0.07%             | 2030-11-01      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| ZIPRECRUITER INC                                   | ZipRecruiter, Inc.                                                            | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $1697798.34   | 0.15%             | 2030-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Zuora Inc                                          | Zuora, Inc.                                                                   | CUSIP: 98980XAC9<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |   3131590 | PA      | $3082017.22   | 0.27%             | 2032-02-14      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                            | ZoomInfo Technologies LLC/ZoomInfo Finance Corp.                              | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4953000 | PA      | $4676988.13   | 0.41%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Project Investor Holdings, LLC                     | Investor Holdings LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      6300 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ARDAGH METAL PACKAGING                             | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    350000 | PA      | $377655.24    | 0.03%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                            | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    944000 | PA      | $1079792.08   | 0.09%             | 2028-06-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sk Neptune Husky Finance SARL                      | Sk Neptune Husky Finance SARL                                                 | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |    126932 | PA      | $16818.47     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITCO FUNDING LLC                                  | Citco Funding LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1135589 | PA      | $1143044.10   | 0.10%             | 2028-04-27      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.           | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2145733 | PA      | $2094772.28   | 0.18%             | 2033-05-09      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| EVEREST SUBBIDCO                                   | Everest SubBidCo SAS                                                          | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | FR        |    389059 | PA      | $389059.45    | 0.03%             | 2031-12-10      | Floating      | 8.44%                 | No            | 3                  | On Loan: No      |
| Everest SubBidCo                                   | Everest SubBidCo SAS                                                          | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | US        |    781044 | PA      | $781044.19    | 0.07%             | 2031-12-10      | Floating      | 8.44%                 | No            | 3                  | On Loan: No      |
| CommScope Inc                                      | CommScope, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   4709507 | PA      | $4758391.29   | 0.42%             | 2029-12-17      | Floating      | 8.71%                 | No            | 2                  | On Loan: No      |
| REDSTONE HOLDCO 2 LP                               | Redstone Holdco 2 LP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2808601 | PA      | $1193655.48   | 0.10%             | 2028-04-27      | Floating      | 8.85%                 | No            | 3                  | On Loan: No      |
| Tecta America Corp                                 | Tecta America Corp.                                                           | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |   3538224 | PA      | $3554340.86   | 0.31%             | 2032-02-18      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                          | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |     88306 | PA      | $0.00         | 0.00%             | 2030-04-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                          | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |     89658 | PA      | $90105.79     | 0.01%             | 2029-02-19      | Floating      | 10.60%                | No            | 3                  | On Loan: No      |
| NA Rail HoldCo LLC                                 | NA Rail HoldCo LLC                                                            | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    430243 | PA      | $432770.21    | 0.04%             | 2032-03-08      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Rockpoint Gas Storage Partners LP                  | Rockpoint Gas Storage Partners LP                                             | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |   2226823 | PA      | $2236565.51   | 0.20%             | 2031-09-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EagleView Technology Corporation                   | EagleView Technology Corp.                                                    | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |   6367106 | PA      | $6253707.42   | 0.55%             | 2028-08-14      | Floating      | 9.50%                 | No            | 2                  | On Loan: No      |
| JASON GROUP INC                                    | Jason Group, Inc.                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203489 | PA      | $184157.98    | 0.02%             | 2026-11-30      | Floating      | 10.08%                | No            | 3                  | On Loan: No      |
| Shift4 Payments LLC                                | Shift4 Payments LLC                                                           | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |   1249533 | PA      | $1259428.93   | 0.11%             | 2032-06-30      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Herc Holdings Inc                                  | Herc Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    523397 | PA      | $526613.33    | 0.05%             | 2032-06-02      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Viavi Solutions Inc                                | Viavi Solutions, Inc.                                                         | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |   2992306 | PA      | $3000414.97   | 0.26%             | 2032-10-16      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| FIRST BRANDS GROUP LLC                             | First Brands Group LLC                                                        | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    900458 | PA      | $299852.63    | 0.03%             | 2027-03-30      | Floating      | 9.28%                 | No            | 3                  | On Loan: No      |
| Aspire Bakeries Holdings LLC                       | Aspire Bakeries Holdings LLC                                                  | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   1077901 | PA      | $1085990.92   | 0.09%             | 2030-12-23      | Floating      | 7.47%                 | No            | 2                  | On Loan: No      |
| Disco Parent Inc                                   | Disco Parent, Inc.                                                            | CUSIP: 000000000<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |    867108 | PA      | $872527.46    | 0.08%             | 2032-08-06      | Floating      | 7.48%                 | No            | 3                  | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    751734 | PA      | $751064.84    | 0.07%             | 2031-05-31      | Floating      | 10.86%                | No            | N/A                | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    673457 | PA      | $664476.80    | 0.06%             | 2028-10-30      | Floating      | 9.05%                 | No            | N/A                | On Loan: No      |
| SHERMCO INTRMDT HLDNGS INC                         | Shermco Intermediate Holdings, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228635 | PA      | $229206.12    | 0.02%             | 2032-10-27      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Bausch & Lomb Corporation                          | Bausch & Lomb Corp.                                                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1154479 | PA      | $1163137.52   | 0.10%             | 2031-01-15      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| PointClickCare Technologies, Inc.                  | PointClickCare Technologies, Inc.                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    519597 | PA      | $521545.09    | 0.05%             | 2031-11-03      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   6204109 | PA      | $6213818.88   | 0.54%             | 2030-05-06      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Idemia Group                                       | Idemia Group                                                                  | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |   1920727 | PA      | $1930330.87   | 0.17%             | 2028-09-30      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors                       | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  35013790 | NS      | $35013790.00  | 3.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BIFM US Finance LLC                                | BIFM U.S. Finance LLC                                                         | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |   6482564 | PA      | $6508916.01   | 0.57%             | 2028-05-31      | Floating      | 7.21%                 | No            | N/A                | On Loan: No      |
| Froneri Lux Finco Sarl                             | Froneri Lux Finco SARL                                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   3055747 | PA      | $3057825.11   | 0.27%             | 2032-08-02      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Howden Group Holdings Ltd                          | Howden Group Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   2824891 | PA      | $2832688.18   | 0.25%             | 2031-02-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Ineos US Finance LLC                               | Ineos U.S. Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1348093 | PA      | $1161260.72   | 0.10%             | 2030-02-18      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Ineos US Finance LLC                               | Ineos U.S. Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3472643 | PA      | $2954351.24   | 0.26%             | 2031-02-07      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                      | INEOS Quattro Holdings U.K. Ltd.                                              | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    759832 | PA      | $613849.25    | 0.05%             | 2031-10-07      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| Nomad Foods US LLC                                 | Nomad Foods U.S. LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1946258 | PA      | $1948690.44   | 0.17%             | 2029-11-12      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     63021 | PA      | $63070.20     | 0.01%             | 2028-01-31      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1000000 | PA      | $999585.00    | 0.09%             | 2029-01-31      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| Altisource Portfolio Solutions SA                  | Altisource Portfolio Solutions SA                                             | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |       351 | NS      | $3176.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice Financing SA                                | Altice Financing SA                                                           | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   1149564 | PA      | $913426.10    | 0.08%             | 2027-10-31      | Floating      | 8.90%                 | No            | 2                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                          | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |    193606 | PA      | $201350.10    | 0.02%             | 2030-04-30      | Floating      | 10.60%                | No            | 3                  | On Loan: No      |
| Chrysaor Bidco Sarl                                | Chrysaor Bidco SARL                                                           | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    303080 | PA      | $304141.09    | 0.03%             | 2031-10-30      | Floating      | 7.14%                 | No            | N/A                | On Loan: No      |
| Camelot US Acquisition LLC                         | Camelot U.S. Acquisition LLC                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1895420 | PA      | $1864031.84   | 0.16%             | 2031-01-31      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                             | Delta 2 Lux SARL                                                              | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   2356665 | PA      | $2363287.72   | 0.21%             | 2031-09-30      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Luxembourg Investment Company 428 Sa rl            | Luxembourg Investment Co. 428 SARL                                            | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |   1305514 | PA      | $32637.86     | 0.00%             | 2029-01-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Marcel LUX IV SARL                                 | Marcel LUX IV SARL                                                            | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |   1021481 | PA      | $1025311.58   | 0.09%             | 2030-11-12      | Floating      | 7.13%                 | No            | 3                  | On Loan: No      |
| Motion Finco Sarl                                  | Motion Finco SARL                                                             | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |   3358543 | PA      | $2920135.85   | 0.25%             | 2029-11-12      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Fugue Finance BV                                   | Fugue Finance BV                                                              | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |   3181895 | PA      | $3194081.97   | 0.28%             | 2032-01-09      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                        | Ziggo Financing Partnership                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2506284 | PA      | $2462424.36   | 0.21%             | 2033-01-15      | Floating      | 7.03%                 | No            | N/A                | On Loan: No      |
| Ardonagh Midco 3 PLC                               | Ardonagh Midco 3 PLC                                                          | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   4944368 | PA      | $4938187.52   | 0.43%             | 2031-02-15      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** CREDIT SUISSE OPPORTUNITY FUNDS

**Signature:** Rose-Ann Bubloski

**Name of Signer:** Rose-Ann Bubloski

**Title:** Director