# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-25-038399
**Filing Date:** 2025-12
**Character Count:** 329177
**Document Hash:** b0fa753f71e47d3f8d501aee7f46f94f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-038399.hdr.sgml**: 20251217

**ACCESSION NUMBER**: 0001410368-25-038399

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251217

**DATE AS OF CHANGE**: 20251217

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 251578845

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### THE HARTFORD SHORT DURATION FUND (Series ID: S000003596)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000010008 | Class A      | HSDAX           |
| C000010010 | Class C      | HSDCX           |
| C000010011 | Class Y      | HSDYX           |
| C000085295 | Class I      | HSDIX           |
| C000105490 | Class R3     | HSDRX           |
| C000105491 | Class R4     | HSDSX           |
| C000105492 | Class R5     | HSDTX           |
| C000185721 | Class F      | HSDFX           |
| C000211747 | Class R6     | HSDVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** THE HARTFORD SHORT DURATION FUND

- **b. EDGAR series identifier (if any):** S000003596

- **c. LEI of Series:** 1HSGEIM6JJKSNKLG0B12

**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:** $2155665380.35

**Total Liabilities:** $58228242.14

**Net Assets:** $2097437138.21

**Delayed Delivery Securities:** $16045778.30

**Cash Not Reported:** $55126371.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3264.75000000 | **1-Year:** -108217.22000000 | **5-Year:** -217703.24000000 | **10-Year:** -37059.52000000 | **30-Year:** -7726.83000000

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

- **3-Month:** -1061.03000000 | **1-Year:** -37438.83000000 | **5-Year:** -102560.31000000 | **10-Year:** -16162.97000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010008 | 0.88%                | 0.47%                | 0.26%                |
| Class ID C000010010 | 0.81%                | 0.40%                | 0.19%                |
| Class ID C000010011 | 1.00%                | 0.37%                | 0.37%                |
| Class ID C000085295 | 1.01%                | 0.38%                | 0.38%                |
| Class ID C000105490 | 0.95%                | 0.34%                | 0.33%                |
| Class ID C000105491 | 0.98%                | 0.36%                | 0.36%                |
| Class ID C000105492 | 0.90%                | 0.48%                | 0.28%                |
| Class ID C000185721 | 1.01%                | 0.39%                | 0.39%                |
| Class ID C000211747 | 0.91%                | 0.39%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $388693.58               | $12608406.44                               |
| Month 2  | $893247.56               | $-110002.35                                |
| Month 3  | $505961.35               | $-1442129.02                               |

**Designated Index Information**

- **Index Name:** HFLW Blended Benchmark

- **Index Identifier:** 50% LGC3TRUU / 35% LD18TRUU / 15% CSLLLTOT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                   | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   2685093 | PA      | $2681736.31   | 0.13%             | 2028-12-21      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                           | AHP Health Partners Inc 2025 Term Loan B                                    | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |   1292569 | PA      | $1296615.01   | 0.06%             | 2032-09-20      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                   | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1954950.77   | 0.09%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                   | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2772223.16   | 0.13%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                   | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5198809.27   | 0.25%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2024-SFR1 Trust                                                        | CUSIP: 00179CAG3<br>LEI: 549300164ZV2301BC703 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9695728.00   | 0.46%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                                            | TricorBraun Holdings Inc 2021 Term Loan                                     | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   1877307 | PA      | $1867000.11   | 0.09%             | 2031-03-03      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                                                    | APi Group DE Inc 2025 Term Loan                                             | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    893580 | PA      | $894232.81    | 0.04%             | 2029-01-03      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AZZ Inc                                                                             | AZZ Inc Term Loan B                                                         | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |   1461200 | PA      | $1464488.12   | 0.07%             | 2029-05-13      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                       | Acrisure LLC 2024 1st Lien Term Loan B6                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   2400042 | PA      | $2395842.29   | 0.11%             | 2030-11-06      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                        | Acrisure LLC 2025 Term Loan B                                               | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1546125 | PA      | $1545645.70   | 0.07%             | 2032-06-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                         | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5325000 | PA      | $5461107.00   | 0.26%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5525000 | PA      | $5717472.66   | 0.27%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                              | Adventist Health System/West                                                | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |  13410000 | PA      | $13503948.31  | 0.64%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                          | Affirm Asset Securitization Trust 2024-A                                    | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2590000 | PA      | $2598485.62   | 0.12%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                         | Aker BP ASA                                                                 | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1260000 | PA      | $1297059.16   | 0.06%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                                     | Alera Group Inc 2025 Term Loan                                              | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    480000 | PA      | $482294.40    | 0.02%             | 2032-05-31      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                  | Alliant Holdings Intermediate LLC 2025 Term Loan B                          | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    727760 | PA      | $726806.87    | 0.03%             | 2031-09-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3741634.83   | 0.18%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4137492.00   | 0.20%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                         | Allied Universal Holdco LLC 2025 USD Term Loan B                            | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1020000 | PA      | $1023600.60   | 0.05%             | 2032-08-20      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                            | Amentum Government Services Holdings LLC 2024 Term Loan B                   | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    696000 | PA      | $694956.00    | 0.03%             | 2031-09-29      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines Inc 2025 Term Loan                                        | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    759931 | PA      | $760539.18    | 0.04%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines Inc 2025 Term Loan B                                      | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   1089525 | PA      | $1092793.58   | 0.05%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE AND MANUFAC INC                                                       | AMERICAN AXLE AND MANUFAC INC 2025 INCREMENTAL TERM LOAN C                  | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    395000 | PA      | $392037.50    | 0.02%             | 2032-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                       | American Builders & Contractors Supply Co Inc 2024 Term Loan B              | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |   4127541 | PA      | $4141451.10   | 0.20%             | 2031-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                         | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4174625.04   | 0.20%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                      | American Rock Salt Company LLC 2021 Term Loan                               | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    718125 | PA      | $534105.47    | 0.03%             | 2028-06-09      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                                              | American Tower Trust #1                                                     | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   6335000 | PA      | $6447413.94   | 0.31%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                         | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3500000 | PA      | $3600327.68   | 0.17%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                          | Amneal Pharmaceuticals LLC 2025 Term Loan B                                 | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    465000 | PA      | $468292.20    | 0.02%             | 2032-08-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                    | AmWINS Group Inc 2025 Term Loan B                                           | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    436700 | PA      | $437154.17    | 0.02%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XIII LLC                                 | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $719145.54    | 0.03%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-4                                             | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1237317 | PA      | $1046858.01   | 0.05%             | 2065-01-20      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-4                                             | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409847 | PA      | $394049.58    | 0.02%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-1                                             | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105107 | PA      | $102580.51    | 0.00%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-R1                                            | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414132 | PA      | $393734.85    | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-1                                             | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722166 | PA      | $644413.51    | 0.03%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-3                                             | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1397657 | PA      | $1219337.28   | 0.06%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-5                                             | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2967436 | PA      | $2613266.53   | 0.12%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-6                                             | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2822262 | PA      | $2405208.85   | 0.11%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-3                                             | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    868232 | PA      | $827979.53    | 0.04%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XXVIII                                                           | CUSIP: 03767CAQ3<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2747786.25   | 0.13%             | 2038-10-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                                  | Aqua Finance Trust 2021-A                                                   | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092953 | PA      | $1007309.32   | 0.05%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                                | Aramark Services Inc 2024 Term Loan B8                                      | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1400825 | PA      | $1401917.85   | 0.07%             | 2030-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                                | Aramark Services Inc 2025 Repriced Term Loan                                | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1567178 | PA      | $1567506.98   | 0.07%             | 2028-04-06      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                           | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5560000 | PA      | $5710373.04   | 0.27%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                           | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4094765.44   | 0.20%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                           | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4104664.64   | 0.20%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                               | ARI Fleet Lease Trust 2024-B                                                | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1815000 | PA      | $1852418.95   | 0.09%             | 2033-04-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                               | ARI Fleet Lease Trust 2024-B                                                | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1803803.70   | 0.09%             | 2033-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                               | Arroyo Mortgage Trust 2021-1R                                               | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103884 | PA      | $996252.77    | 0.05%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                               | Arroyo Mortgage Trust 2019-1                                                | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168394 | PA      | $164249.09    | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                               | Arroyo Mortgage Trust 2019-3                                                | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638098 | PA      | $612073.45    | 0.03%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                              | Arsenal AIC Parent LLC 2025 Term Loan B                                     | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361815 | PA      | $362267.60    | 0.02%             | 2030-08-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                 | Ashtead Capital Inc                                                         | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2929837.58   | 0.14%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Term Loan B9                                               | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    835625 | PA      | $835783.77    | 0.04%             | 2027-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 2nd Lien Term Loan B3                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1055000 | PA      | $1032085.40   | 0.05%             | 2028-01-31      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2022 Term Loan B10                                              | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    684505 | PA      | $684990.94    | 0.03%             | 2028-08-19      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2023 Term Loan B11                                              | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    547368 | PA      | $548983.15    | 0.03%             | 2028-08-19      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2025 Term Loan B13                                              | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2391571 | PA      | $2380617.32   | 0.11%             | 2030-09-19      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2933854.32   | 0.14%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7215000 | PA      | $7425334.64   | 0.35%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                                              | Athenahealth Group Inc 2022 Term Loan B                                     | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    627019 | PA      | $623783.21    | 0.03%             | 2029-02-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                                           | Auxilior Term Funding 2023-1 LLC                                            | CUSIP: 05335JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4465000 | PA      | $4525096.22   | 0.22%             | 2030-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                  | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3183770.85   | 0.15%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                  | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2797247.94   | 0.13%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2020-C7                                                | CUSIP: 05492VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263087 | PA      | $1201915.32   | 0.06%             | 2053-04-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                              | Aveanna Healthcare LLC 2025 Term Loan B                                     | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   1625000 | PA      | $1628136.25   | 0.08%             | 2032-09-17      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                     | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3120000 | PA      | $3309326.22   | 0.16%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                     | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4035000 | PA      | $4176881.62   | 0.20%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                      | BSTN Commercial Mortgage Trust 2025-HUB                                     | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2170000 | PA      | $2183460.94   | 0.10%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                                                  | BSPRT 2022-FL8 Issuer Ltd                                                   | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1236021 | PA      | $1235397.71   | 0.06%             | 2037-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                     | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2325000 | PA      | $2382959.69   | 0.11%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                                            | Bacardi Ltd / Bacardi-Martini BV                                            | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2825000 | PA      | $2886667.41   | 0.14%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2024-2 Ltd                                          | CUSIP: 056921AG4<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3617521.20   | 0.17%             | 2037-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2503648.95   | 0.12%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4096657.80   | 0.20%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9829492.02   | 0.47%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5427175.05   | 0.26%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4883050.83   | 0.23%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3721266.71   | 0.18%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2641207.10   | 0.13%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                            | Great Outdoors Group LLC 2025 Term Loan B                                   | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   1976563 | PA      | $1974507.58   | 0.09%             | 2032-01-23      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                         | Beach Acquisition Bidco LLC USD Term Loan B                                 | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    415000 | PA      | $416900.70    | 0.02%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Van Pool Transportation LLC                                                         | Van Pool Transportation LLC 2025 Term Loan                                  | CUSIP: 07363PAB6<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |    980663 | PA      | $986183.78    | 0.05%             | 2030-08-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Van Pool Transportation LLC                                                         | Van Pool Transportation LLC 2025 Delayed Draw Term Loan                     | CUSIP: 07363PAC4<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |    134337 | PA      | $135093.67    | 0.01%             | 2030-08-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                             | QXO Inc Term Loan B                                                         | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    483556 | PA      | $483879.55    | 0.02%             | 2032-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                             | Belron Finance 2019 LLC 2025 Repriced Term Loan B                           | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1034570 | PA      | $1038883.75   | 0.05%             | 2031-10-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                | Berlin Packaging LLC 2025 Term Loan B7                                      | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   2044459 | PA      | $2041781.10   | 0.10%             | 2031-06-07      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                            | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1935402.26   | 0.09%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                            | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2201032.41   | 0.10%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                                                            | Beth Israel Lahey Health Inc                                                | CUSIP: 08661UAA4<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $2998916.54   | 0.14%             | 2028-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                               | Blackfin Pipeline LLC Term Loan B                                           | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    540000 | PA      | $539325.00    | 0.03%             | 2032-09-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                                     | Blackhawk Network Holdings Inc 2025 Term Loan B                             | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   1905674 | PA      | $1911924.62   | 0.09%             | 2029-03-12      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                              | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3618031.87   | 0.17%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1248507.36   | 0.06%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                     | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4635000 | PA      | $4691974.81   | 0.22%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                            | Brandywine Operating Partnership LP                                         | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   3800000 | PA      | $4127956.42   | 0.20%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2020-NQM1                                   | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272836 | PA      | $266889.05    | 0.01%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2021-NQM1                                   | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371240 | PA      | $348266.67    | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2024-1                        | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2805000 | PA      | $2811371.56   | 0.13%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes LLC                                                           | BrightView Landscapes LLC 2025 Term Loan B                                  | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |    498170 | PA      | $496924.44    | 0.02%             | 2029-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                             | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2970221.10   | 0.14%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2842864.31   | 0.14%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2861044.12   | 0.14%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                             | Brown Group Holding LLC Term Loan B                                         | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   2068189 | PA      | $2073235.22   | 0.10%             | 2031-07-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                             | Brown Group Holding LLC 2022 Incremental Term Loan B2                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    940251 | PA      | $943777.20    | 0.04%             | 2031-07-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4401453.00   | 0.21%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                   | Bunker Hill Loan Depositary Trust 2019-3                                    | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142665 | PA      | $141550.87    | 0.01%             | 2059-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2020-1                                            | Bunker Hill Loan Depositary Trust 2020-1                                    | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59738 | PA      | $59391.45     | 0.00%             | 2055-02-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $4896955.27   | 0.23%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                           | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6218071.50   | 0.30%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                       | CCC Intelligent Solutions Inc Term Loan                                     | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   1177502 | PA      | $1178055.43   | 0.06%             | 2032-01-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                     | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144103 | PA      | $790411.53    | 0.04%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                                                  | CFC Bidco 2022 Ltd Term Loan B                                              | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    535000 | PA      | $522293.75    | 0.02%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                                                  | CHG PPC Parent LLC 2021 Term Loan                                           | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |   1529007 | PA      | $1534741.05   | 0.07%             | 2028-12-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2013-III-R Ltd                                                 | CUSIP: 12552MAN8<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4490910.00   | 0.21%             | 2031-04-24      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-AFC1 Trust                                                        | CUSIP: 12597MAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    394843 | PA      | $378950.37    | 0.02%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                    | CPI Holdco B LLC 2024 Term Loan                                             | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    817935 | PA      | $817280.16    | 0.04%             | 2031-05-19      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-NQM1 Trust                                                        | CUSIP: 126401AA6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    847259 | PA      | $811048.95    | 0.04%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-RPL4 Trust                                                        | CUSIP: 126405AA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2955376 | PA      | $2681771.17   | 0.13%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-NQM1                                                              | CUSIP: 126407AA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1327741 | PA      | $1208206.55   | 0.06%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2020-2R Mortgage Loan Trust                                            | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447134 | PA      | $422873.67    | 0.02%             | 2065-10-26      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-2R Mortgage Loan Trust                                            | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346451 | PA      | $313245.58    | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-AFC1 Trust                                                        | CUSIP: 12657LAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1547288 | PA      | $1300883.86   | 0.06%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-NQM4                                                              | CUSIP: 12659PAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2725052 | PA      | $2379923.22   | 0.11%             | 2066-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-NQM3                                                              | CUSIP: 12660LAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2407595 | PA      | $2109084.85   | 0.10%             | 2066-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | Csmc 2021-Nqm6 Trust                                                        | CUSIP: 12662KAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2280914 | PA      | $1959585.31   | 0.09%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                                              | CACI International Inc Term Loan B                                          | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   1042125 | PA      | $1042781.54   | 0.05%             | 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        |   5875000 | PA      | $6108355.00   | 0.29%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                           | Caesars Entertainment Inc Term Loan B                                       | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    839450 | PA      | $831752.24    | 0.04%             | 2030-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4986201.31   | 0.24%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4130000 | PA      | $4293165.98   | 0.20%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                  | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2268862.44   | 0.11%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3270107.51   | 0.16%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust 2024-4                                              | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2457217.70   | 0.12%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust 2024-4                                              | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2180000 | PA      | $2201699.72   | 0.10%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2024-3                                              | CUSIP: 14319GAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3307411.25   | 0.16%             | 2030-02-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2024-3                                              | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2540104.75   | 0.12%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2024-3                                              | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2032741.00   | 0.10%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                               | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  10425000 | PA      | $10553881.04  | 0.50%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                 | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   7098072 | PA      | $7190055.83   | 0.34%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                 | CUSIP: 14856VAB3<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1975899 | PA      | $1997770.15   | 0.10%             | 2050-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                                 | Six Flags Entertainment Corporation 2024 Term Loan B                        | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   2812261 | PA      | $2792349.89   | 0.13%             | 2031-05-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                    | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $3265382.39   | 0.16%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                    | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3640903.79   | 0.17%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                                                | Century De Buyer LLC 2025 Term Loan B                                       | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    806870 | PA      | $809492.71    | 0.04%             | 2030-10-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                              | Champ Acquisition Corp                                                      | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9025000 | PA      | $9612274.80   | 0.46%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                               | Chamberlain Group Inc 2025 Term Loan B                                      | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1465330 | PA      | $1468993.35   | 0.07%             | 2032-09-08      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                      | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2035782 | PA      | $2031161.21   | 0.10%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-3                                               | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4330000 | PA      | $4437810.07   | 0.21%             | 2030-01-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-3                                               | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1583090.43   | 0.08%             | 2030-02-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-3                                               | CUSIP: 16144LAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3760000 | PA      | $3860892.08   | 0.18%             | 2031-09-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-4                                               | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3975000 | PA      | $4059239.79   | 0.19%             | 2030-04-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                                         | CHOBANI LLC 2025 TERM LOAN B                                                | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2003760.00   | 0.10%             | 2032-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                                   | Ciena Corporation 2025 Repriced Term Loan B                                 | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |   2335866 | PA      | $2338365.58   | 0.11%             | 2030-10-24      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                    | Cinemark USA Inc 2025 Term Loan B                                           | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |   2371957 | PA      | $2370272.97   | 0.11%             | 2030-05-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5131867.20   | 0.24%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                         | Citibank NA                                                                 | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3406067.32   | 0.16%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2018-RP2                                      | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250219 | PA      | $247027.06    | 0.01%             | 2058-02-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5460472.77   | 0.26%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2018-RP3                                      | CUSIP: 17327DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299281 | PA      | $294197.05    | 0.01%             | 2061-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                   | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    700000 | PA      | $725676.00    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                   | Clean Harbors Inc 2025 Term Loan                                            | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2507425.00   | 0.12%             | 2032-10-08      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                            | Cleco Corporate Holdings LLC                                                | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472718.23    | 0.02%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc Term Loan B                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    967867 | PA      | $967111.73    | 0.05%             | 2029-04-13      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                        | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    745465 | PA      | $743459.70    | 0.04%             | 2032-04-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan             | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     12667 | PA      | $12632.61     | 0.00%             | 2032-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                  | CNO Global Funding                                                          | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2301948.26   | 0.11%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                              | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1382472.52   | 0.07%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                              | Colossus Acquireco LLC Term Loan B                                          | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   3275000 | PA      | $3258625.00   | 0.16%             | 2032-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-2 Mortgage Loan Trust                                             | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225925 | PA      | $1040635.93   | 0.05%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2020-RPL1 Trust                                                        | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4252970 | PA      | $3698274.70   | 0.18%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-1RMortgage Pass-Through Certificates                              | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1146269 | PA      | $1047375.33   | 0.05%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-1 Mortgage Loan Trust                                             | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1549354 | PA      | $1349400.15   | 0.06%             | 2066-06-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-3 Mortgage Loan Trust                                             | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3108980 | PA      | $2631107.57   | 0.13%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-4 Mortgage Loan Trust                                             | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3138356 | PA      | $2707189.93   | 0.13%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-HX1 Mortgage Loan Trust                                           | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4259096 | PA      | $3696987.39   | 0.18%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                           | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $763509.94    | 0.04%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                           | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3832254.00   | 0.18%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                           | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1292564.64   | 0.06%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                           | Construction Partners Inc Term Loan B                                       | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    287825 | PA      | $288184.78    | 0.01%             | 2031-11-03      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                  | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   2645000 | PA      | $2618579.78   | 0.12%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                                         | Corporation Service Company Term Loan B                                     | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |   1175056 | PA      | $1168452.36   | 0.06%             | 2029-11-02      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                | Cotiviti Corporation 2025 2nd Amendment Term Loan                           | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1995000 | PA      | $1915818.45   | 0.09%             | 2032-03-26      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC        | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1770940.99   | 0.08%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                               | Cousins Properties LP                                                       | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |   5900000 | PA      | $6028601.00   | 0.29%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                | Reworld Holding Corp Term Loan B                                            | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    954268 | PA      | $954267.99    | 0.05%             | 2028-11-30      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                | Reworld Holding Corp Term Loan C                                            | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     73868 | PA      | $73867.60     | 0.00%             | 2028-11-30      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | Cox Communications Inc                                                      | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2638691.48   | 0.13%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                                           | Crocs Inc 2024 Term Loan                                                    | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    806250 | PA      | $810619.84    | 0.04%             | 2029-02-19      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | Crown Castle Inc                                                            | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   5000000 | PA      | $4888216.65   | 0.23%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | Crown Castle Inc                                                            | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   4875000 | PA      | $4933985.55   | 0.24%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                   | DXC Technology Co                                                           | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4130951.12   | 0.20%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                        | DAYFORCE INC 2025 TERM LOAN                                                 | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1510000 | PA      | $1504337.50   | 0.07%             | 2032-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                           | Deep Blue Operating I LLC Term Loan                                         | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335000 | PA      | $335629.80    | 0.02%             | 2032-10-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2021-1                                 | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228817 | PA      | $219974.12    | 0.01%             | 2065-05-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2021-2                                 | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667207 | PA      | $593683.75    | 0.03%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                     | SkyMiles IP Ltd 2025 Repriced Term Loan B                                   | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1329775 | PA      | $1334549.26   | 0.06%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                    | Deutsche Bank AG/New York NY                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10050000 | PA      | $10144417.84  | 0.48%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                               | DirecTV Financing LLC Term Loan                                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21928 | PA      | $21925.27     | 0.00%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $77742.26     | 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      | $105549.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $34142.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-34017.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                               | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1315778.43   | 0.06%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                   | EMRLD Borrower LP Term Loan B                                               | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1008693 | PA      | $1005636.17   | 0.05%             | 2030-05-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                          | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    953910 | PA      | $949875.08    | 0.05%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                    | EOC Borrower LLC Term Loan B                                                | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    932662 | PA      | $936159.98    | 0.04%             | 2032-03-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                                    | EP Purchaser LLC 2021 Term Loan B                                           | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    516275 | PA      | $439262.26    | 0.02%             | 2028-11-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                | ERAC USA Finance LLC                                                        | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3525203.43   | 0.17%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                                          | EW Scripps Company (The) 2025 Term Loan B2                                  | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    421676 | PA      | $426331.16    | 0.02%             | 2028-06-30      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                        | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2194915.41   | 0.10%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                   | Elanco Animal Health Inc Term Loan B                                        | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1665210 | PA      | $1663927.55   | 0.08%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                    | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1135719.27   | 0.05%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                            | Element Fleet Management Corp                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3820000 | PA      | $3890111.13   | 0.19%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                          | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3085140.84   | 0.15%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    905000 | PA      | $950563.18    | 0.05%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc                                                                  | Endure Digital Inc Non-CoOp Term Loan                                       | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    966165 | PA      | $499265.55    | 0.02%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                                          | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan             | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    722700 | PA      | $718002.45    | 0.03%             | 2031-04-23      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                                    | Ensemble RCM LLC 2024 Term Loan B                                           | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   1674852 | PA      | $1680864.70   | 0.08%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                         | Epicor Software Corporation 2024 Term Loan F                                | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    922568 | PA      | $924302.40    | 0.04%             | 2031-05-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Epic Crude Services LP                                                              | Epic Crude Services LP 2025 Term Loan B                                     | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    264624 | PA      | $265664.25    | 0.01%             | 2031-10-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                            | Equitable America Global Funding                                            | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6012570.41   | 0.29%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables, LLC                                                       | Constellation Renewables LLC 2020 Term Loan                                 | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   1573896 | PA      | $1571597.77   | 0.07%             | 2027-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2386938.34   | 0.11%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                  | F&G Global Funding                                                          | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2347566.65   | 0.11%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Trust 2022-1                                                            | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238135 | PA      | $238069.28    | 0.01%             | 2028-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                                                | Falcon 2019-1 Aerospace Ltd                                                 | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    449102 | PA      | $442374.36    | 0.02%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3132DU3U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18999846 | PA      | $19691938.76  | 0.94%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136A2FP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1675890 | PA      | $1623872.94   | 0.08%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136A9NV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502679 | PA      | $474467.40    | 0.02%             | 2042-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136AAGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1813549 | PA      | $1565574.66   | 0.07%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136AGXW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2506401 | PA      | $2336830.02   | 0.11%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136AQ4T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296204 | PA      | $292894.09    | 0.01%             | 2034-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136AR3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1492557 | PA      | $1451735.25   | 0.07%             | 2035-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136AVNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020252 | PA      | $999472.00    | 0.05%             | 2043-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316139 | PA      | $310026.13    | 0.01%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7365459 | PA      | $7094459.44   | 0.34%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136B3UV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1524944 | PA      | $1490767.11   | 0.07%             | 2035-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137A0MB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536466 | PA      | $540564.60    | 0.03%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137BKD72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11610 | PA      | $11576.58     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F7DE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472817 | PA      | $440479.40    | 0.02%             | 2044-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F7DH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    503873 | PA      | $469344.60    | 0.02%             | 2033-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1619330 | PA      | $1492398.75   | 0.07%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 31397UNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5739738 | PA      | $5990944.00   | 0.29%             | 2041-06-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 31398NFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3619577 | PA      | $3629387.15   | 0.17%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                             | CUSIP: 3140QUZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22347145 | PA      | $22602011.31  | 1.08%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 31427MGH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22434609 | PA      | $22827510.43  | 1.09%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3142GSFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18295548 | PA      | $18764462.08  | 0.89%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2021-2                                   | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638981 | PA      | $538481.98    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2019-2                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84967 | PA      | $82277.81     | 0.00%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2020-2                                   | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318904 | PA      | $301623.63    | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2017-1                                   | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287264 | PA      | $251812.97    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                        | Filtration Group Corporation 2025 USD Term Loan                             | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1219315 | PA      | $1223630.99   | 0.06%             | 2028-10-21      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                                   | GIP Pilot Acquisition Partners LP 2025 Term Loan B                          | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    725746 | PA      | $725063.50    | 0.03%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                              | First Brands Group LLC 2021 Term Loan                                       | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    542513 | PA      | $53345.33     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                              | First Brands Group LLC 2022 Incremental Term Loan                           | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    623762 | PA      | $61334.52     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                                             | First Brands Group LLC 2025 DIP Term Loan                                   | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101440 | PA      | $107410.76    | 0.01%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                                          | GC Ferry Acquisition I Inc Term Loan                                        | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   1588750 | PA      | $1585000.55   | 0.08%             | 2032-08-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                                          | GC Ferry Acquisition I Inc Delayed Draw Term Loan                           | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    271250 | PA      | $270609.85    | 0.01%             | 2032-08-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                             | First Student Bidco Inc 2025 Term Loan B                                    | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   1252633 | PA      | $1253572.79   | 0.06%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                             | First Student Bidco Inc 2025 Term Loan C                                    | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    384030 | PA      | $384222.10    | 0.02%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2020-SFR2 Trust                                              | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3754357 | PA      | $3746740.56   | 0.18%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                           | Corpay Technologies Operating Company LLC Term Loan B5                      | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2431430 | PA      | $2429752.42   | 0.12%             | 2028-04-28      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                            | Flex Ltd                                                                    | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   4850000 | PA      | $4836018.03   | 0.23%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                            | Flex Ltd                                                                    | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   3775000 | PA      | $3899535.44   | 0.19%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                                           | Flynn Restaurant Group LP 2025 Incremental Term Loan                        | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   1319522 | PA      | $1323850.15   | 0.06%             | 2032-01-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                        | Ford Credit Auto Lease Trust 2024-B                                         | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6165000 | PA      | $6227961.30   | 0.30%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2022-D                                         | CUSIP: 345295AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1858245.68   | 0.09%             | 2030-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2024-B                                         | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5080000 | PA      | $5171036.14   | 0.25%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4248302.04   | 0.20%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4214378.92   | 0.20%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                                                        | Fortress Intermediate 3 Inc 2025 Term Loan B                                | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   2474869 | PA      | $2477962.49   | 0.12%             | 2031-06-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                            | Fortitude Global Funding                                                    | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1491330.57   | 0.07%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                       | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3699417.74   | 0.18%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                                                         | Four Seasons Hotels Limited 2025 Term Loan B                                | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   2211623 | PA      | $2211623.43   | 0.11%             | 2032-09-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                     | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5740000 | PA      | $5919955.20   | 0.28%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                     | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3781704.84   | 0.18%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2020-NQM2 Trust                                                        | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343985 | PA      | $331309.98    | 0.02%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM2 Trust                                                        | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1396341 | PA      | $1183773.00   | 0.06%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2019-RPL1 Trust                                                        | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442497 | PA      | $431217.12    | 0.02%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2019-NQM2 Trust                                                        | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167679 | PA      | $165093.57    | 0.01%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM3 Trust                                                        | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840674 | PA      | $1601935.43   | 0.08%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM1 Trust                                                        | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170233 | PA      | $1002544.82   | 0.05%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-CM1 Trust                                                         | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030113 | PA      | $986275.89    | 0.05%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM4 Trust                                                        | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2872428 | PA      | $2410126.24   | 0.11%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM5 Trust                                                        | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4177274 | PA      | $3568427.68   | 0.17%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   4155000 | PA      | $4406955.05   | 0.21%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| GFL Environmental Inc                                                               | GFL Environmental Inc 2025 Term Loan B                                      | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    580000 | PA      | $579420.00    | 0.03%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                             | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2073199.40   | 0.10%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6309622.34   | 0.30%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LLC                                                     | Gilead Aviation LLC                                                         | CUSIP: 37556TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3525730 | PA      | $3658519.15   | 0.17%             | 2050-03-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                | Glencore Funding LLC                                                        | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3990196.00   | 0.19%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                                  | GM Financial Consumer Automobile Receivables Trust 2023-4                   | CUSIP: 379930AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $927270.72    | 0.04%             | 2029-05-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                                  | GM Financial Consumer Automobile Receivables Trust 2024-3                   | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2935000 | PA      | $2995970.52   | 0.14%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                                  | GM Financial Consumer Automobile Receivables Trust 2024-3                   | CUSIP: 38013KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8820000 | PA      | $8999767.48   | 0.43%             | 2030-02-19      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                                  | GM Financial Consumer Automobile Receivables Trust 2024-4                   | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1715244.41   | 0.08%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                                      | Go Daddy Operating Company LLC 2024 Term Loan B7                            | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    926707 | PA      | $923908.39    | 0.04%             | 2031-05-30      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                                      | Go Daddy Operating Company LLC 2024 Term Loan B8                            | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    889600 | PA      | $887704.68    | 0.04%             | 2029-11-09      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                                                    | Barnes Group Inc 2025 Term Loan B                                           | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |    487550 | PA      | $486940.56    | 0.02%             | 2032-01-27      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5312895.95   | 0.25%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3333478.83   | 0.16%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5727073.86   | 0.27%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11050000 | PA      | $10138297.21  | 0.48%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                               | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1189772.13   | 0.06%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38376FFQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42434 | PA      | $42705.31     | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38376M4V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369425 | PA      | $353407.18    | 0.02%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38379XCQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1023951 | PA      | $911932.21    | 0.04%             | 2046-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38380W7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    517995 | PA      | $498484.93    | 0.02%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                               | CUSIP: 39571NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1629245.14   | 0.08%             | 2060-03-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                               | CUSIP: 39571NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5077215.50   | 0.24%             | 2060-03-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2697111.24   | 0.13%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Gryphon Acquire Newco, LLC                                                          | Gryphon Acquire Newco LLC Term Loan B                                       | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    845000 | PA      | $848701.10    | 0.04%             | 2032-09-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                     | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7455000 | PA      | $7418718.83   | 0.35%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Core & Main LP                                                                      | Core & Main LP 2024 Term Loan D                                             | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1801277 | PA      | $1800520.06   | 0.09%             | 2028-07-27      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2405000 | PA      | $2423736.51   | 0.12%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3530000 | PA      | $3677687.40   | 0.18%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                            | HPS Corporate Lending Fund                                                  | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |  10225000 | PA      | $10150387.15  | 0.48%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                                          | HTAP Issuer Trust 2025-1                                                    | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6209999 | PA      | $6201299.68   | 0.30%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                   | Hanesbrands Inc 2025 Term Loan B                                            | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |   1031850 | PA      | $1033573.65   | 0.05%             | 2032-03-07      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                        | Harbor Freight Tools USA Inc 2024 Term Loan B                               | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    957875 | PA      | $943593.08    | 0.04%             | 2031-06-11      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                                              | Hayward Industries Inc 2021 Term Loan                                       | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |   2144800 | PA      | $2150162.00   | 0.10%             | 2028-05-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                          | HEICO Corp                                                                  | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    790000 | PA      | $813577.38    | 0.04%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                                                | Herschend Entertainment Company LLC 2025 Term Loan B                        | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    498750 | PA      | $500620.31    | 0.02%             | 2032-05-27      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                                              | HighTower Holdings LLC 2025 1st Lien Term Loan B                            | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1396500 | PA      | $1394754.38   | 0.07%             | 2032-02-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                                 | Hilcorp Energy I LP Term Loan B                                             | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    527350 | PA      | $527682.23    | 0.03%             | 2030-02-11      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                               | Hilton Domestic Operating Company Inc 2023 Term Loan B4                     | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    974847 | PA      | $976845.13    | 0.05%             | 2030-11-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                            | Horace Mann Educators Corp                                                  | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |  10425000 | PA      | $10335634.92  | 0.49%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                           | HUB International Limited 2025 Term Loan B                                  | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2099438 | PA      | $2105925.60   | 0.10%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   6375000 | PA      | $6104124.40   | 0.29%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   7615000 | PA      | $7010868.39   | 0.33%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   3460000 | PA      | $3382454.65   | 0.16%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HUNGARY                                                                             | Hungary Government International Bond                                       | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   3640000 | PA      | $3751232.76   | 0.18%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011227.71   | 0.14%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $5133489.63   | 0.24%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                     | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4104688.72   | 0.20%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-C                                       | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012963.70   | 0.05%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-C                                       | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345000 | PA      | $1361525.34   | 0.06%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                             | Hyundai Auto Lease Securitization Trust 2024-C                              | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7685000 | PA      | $7756491.25   | 0.37%             | 2029-02-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-B                                       | CUSIP: 44934QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3645000 | PA      | $3715077.68   | 0.18%             | 2030-09-16      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2025-B                                       | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920000 | PA      | $2968775.39   | 0.14%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2025-B                                       | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2045000 | PA      | $2080201.40   | 0.10%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                           | IQVIA Inc 2025 Incremental Term Loan B5                                     | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   1208567 | PA      | $1211588.67   | 0.06%             | 2031-01-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| IMS Ecuadorian Mortgage Trust                                                       | IMS ECUADORIAN MORTGAGE 2021-1 TRUST                                        | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1372397 | PA      | $1340508.61   | 0.06%             | 2043-08-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                    | IRB Holding Corp 2024 1st Lien Term Loan B                                  | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   1646171 | PA      | $1648162.39   | 0.08%             | 2027-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                    | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4755000 | PA      | $4967933.85   | 0.24%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                       | Coherent Corp 2025 Term Loan B2                                             | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1014535 | PA      | $1014849.10   | 0.05%             | 2029-07-02      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                   | ILLINOIS ST                                                                 | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   8921814 | PA      | $9114085.06   | 0.43%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                        | Illumina Inc                                                                | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2750828.80   | 0.13%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                        | Illumina Inc                                                                | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4792675.70   | 0.23%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                    | Ingram Micro Inc 2025 Term Loan                                             | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |    806309 | PA      | $807986.01    | 0.04%             | 2031-09-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM2                                      | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1614136 | PA      | $1392562.91   | 0.07%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM3                                      | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2195348 | PA      | $1926610.16   | 0.09%             | 2056-11-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM1                                      | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1928760 | PA      | $1679288.95   | 0.08%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                        | MH Sub I LLC 2023 Term Loan                                                 | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    831718 | PA      | $754476.49    | 0.04%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                        | MH Sub I LLC 2024 Term Loan B4                                              | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    562943 | PA      | $449228.14    | 0.02%             | 2031-12-31      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                                                     | Installed Building Products Inc 2024 1st Lien Term Loan B                   | CUSIP: 45780YAZ9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | LON              | CORP              | US        |   1230852 | PA      | $1230851.68   | 0.06%             | 2031-03-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                      | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802313.54    | 0.04%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3089859.33   | 0.15%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   8740000 | PA      | $9207126.78   | 0.44%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                   | Iron Mountain Inc 2023 Term Loan B                                          | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    702487 | PA      | $702339.97    | 0.03%             | 2031-01-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                   | ITC Holdings Corp                                                           | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3632049.58   | 0.17%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                            | JH North America Holdings Inc                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   9875000 | PA      | $10057835.63  | 0.48%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| JABIL INC                                                                           | Jabil Inc                                                                   | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3954817.32   | 0.19%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN              | CUSIP: 46637TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1229068 | PA      | $1190659.40   | 0.06%             | 2030-05-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009628.98   | 0.14%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2476097.14   | 0.12%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2107807.80   | 0.10%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4558195.43   | 0.22%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9575000 | PA      | $9940638.42   | 0.47%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $4711889.02   | 0.22%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5734456.19   | 0.27%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                            | Jacobs Entertainment Inc                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    662000 | PA      | $641312.50    | 0.03%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                                       | JDE Peet's NV                                                               | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   5375000 | PA      | $5186834.74   | 0.25%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp                                                         | John Bean Technologies Corp Term Loan                                       | CUSIP: 47783YAQ2<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |   2083914 | PA      | $2080663.12   | 0.10%             | 2032-01-02      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                                              | Jones Lang LaSalle Inc                                                      | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $7478912.18   | 0.36%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                                 | KKR Apple Bidco LLC 2025 Term Loan                                          | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1040438 | PA      | $1042851.57   | 0.05%             | 2031-09-23      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                                          | Kaseya Inc 2025 1st Lien Term Loan B                                        | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    905450 | PA      | $904979.17    | 0.04%             | 2032-03-20      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5817649.11   | 0.28%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                    | Kilroy Realty LP                                                            | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   4125000 | PA      | $4027022.79   | 0.19%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                    | Kilroy Realty LP                                                            | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1560000 | PA      | $1575065.09   | 0.08%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                           | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5111793.80   | 0.24%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                                                         | KnowBe4 Inc 2025 Term Loan                                                  | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    730000 | PA      | $728175.00    | 0.03%             | 2032-07-23      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                 | LBM Acquisition LLC 2024 Incremental Term Loan B                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   1936796 | PA      | $1866994.00   | 0.09%             | 2031-06-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                                             | Les Schwab Tire Centers 2025 Term Loan B                                    | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   1657079 | PA      | $1646722.34   | 0.08%             | 2031-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                                 | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                        | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   1197000 | PA      | $1203356.07   | 0.06%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                   | L3Harris Technologies Inc                                                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4382367.34   | 0.21%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                        | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390611.56    | 0.02%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                            | Lennox International Inc                                                    | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3098837.37   | 0.15%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   9875000 | PA      | $10114834.13  | 0.48%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                | LXP Industrial Trust                                                        | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |   1010000 | PA      | $1073222.83   | 0.05%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                            | Lincoln Financial Global Funding                                            | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5045182.30   | 0.24%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $9000633.90   | 0.43%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV2 Trust                                                         | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635489 | PA      | $1479046.20   | 0.07%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV1 Trust                                                         | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341719 | PA      | $332260.73    | 0.02%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2020-NQM1 Trust                                                         | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212062 | PA      | $205990.89    | 0.01%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2020-NQM3 Trust                                                         | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316899 | PA      | $301314.51    | 0.01%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                            | Manufacturers & Traders Trust Co                                            | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8703291.42   | 0.41%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-NQM1 Trust                                                         | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479801 | PA      | $454627.34    | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-NQM2 Trust                                                         | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746808 | PA      | $661932.00    | 0.03%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2022-FL8 Ltd                                                            | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3547320 | PA      | $3547305.78   | 0.17%             | 2037-02-19      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                                                 | MKS Instruments Inc 2025 USD Repriced Term Loan                             | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    605713 | PA      | $606039.94    | 0.03%             | 2029-08-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                                            | MI Windows and Doors LLC 2024 Term Loan B2                                  | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    834508 | PA      | $835034.24    | 0.04%             | 2031-03-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                                                     | MV Holding GmbH 2025 USD Term Loan B                                        | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    279300 | PA      | $279998.25    | 0.01%             | 2032-03-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                           | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5255663.90   | 0.25%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding LIV Ltd                                                | CUSIP: 558188AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9014841.00   | 0.43%             | 2037-10-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $2030366.94   | 0.10%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                          | MajorDrive Holdings IV LLC Term Loan B                                      | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    947925 | PA      | $918150.68    | 0.04%             | 2028-06-01      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                               | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2598373.15   | 0.12%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | Marvell Technology Inc                                                      | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1877479.51   | 0.09%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | Marvell Technology Inc                                                      | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $851008.13    | 0.04%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                         | McAfee LLC 2024 USD 1st Lien Term Loan B                                    | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2159379 | PA      | $2042405.89   | 0.10%             | 2029-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP 2025 Term Loan B                                        | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1728720 | PA      | $1730137.14   | 0.08%             | 2028-10-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                                        | METLIFE SECURITIZATION TRUST                                                | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216792 | PA      | $209050.56    | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                            | FirstEnergy Pennsylvania Electric Co                                        | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510946.00    | 0.02%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                                              | Michaels Companies Inc 2021 Term Loan B                                     | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   1034051 | PA      | $987053.78    | 0.05%             | 2028-04-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                            | Microchip Technology Inc                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3058304.73   | 0.15%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2018-1                                        | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49590 | PA      | $49257.65     | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2018-3                                        | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313143 | PA      | $309130.14    | 0.01%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2019-GS1                                      | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753030 | PA      | $737912.17    | 0.04%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2021-NMR1                                     | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722092 | PA      | $1654249.04   | 0.08%             | 2060-11-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | MMAF Equipment Finance LLC 2020-A                                           | CUSIP: 60700MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155000 | PA      | $2066018.76   | 0.10%             | 2042-10-09      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2034483.60   | 0.10%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                              | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5134640.95   | 0.24%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                              | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3677145.10   | 0.18%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5856925.62   | 0.28%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5729745.96   | 0.27%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2014-150E                                    | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $4950623.15   | 0.24%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2021242.62   | 0.10%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd                                                  | Morgan Stanley Eaton Vance CLO 2022-18 Ltd                                  | CUSIP: 617924AS4<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6759733.50   | 0.32%             | 2037-10-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                    | NTT Finance Corp                                                            | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $6113525.46   | 0.29%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New York City Tax Lien                                                              | NYCTL 2025-A Trust                                                          | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7190000 | PA      | $7173961.27   | 0.34%             | 2038-11-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                 | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5975000 | PA      | $6022407.86   | 0.29%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5082017.15   | 0.24%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Waystar Technologies, Inc.                                                          | Waystar Technologies Inc 2025 Term Loan B                                   | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    624556 | PA      | $624037.38    | 0.03%             | 2029-10-22      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2025-1 Aviation Ltd                                               | CUSIP: 63943GAA0<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   3150000 | PA      | $3130441.65   | 0.15%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers CLO 55 Ltd                                   | CUSIP: 640969AG6<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |   3630000 | PA      | $3643057.11   | 0.17%             | 2038-04-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers CLO 24 Ltd                                   | CUSIP: 64130HAW1<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6017970.00   | 0.29%             | 2038-10-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2018-4                                  | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588393 | PA      | $578058.35    | 0.03%             | 2048-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2017-3                                  | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220172 | PA      | $213460.12    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2016-1                                  | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106101 | PA      | $102831.53    | 0.00%             | 2056-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2016-2                                  | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147334 | PA      | $143230.35    | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2016-3                                  | CUSIP: 64829HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164212 | PA      | $156042.31    | 0.01%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2017-1                                  | CUSIP: 64829JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311638 | PA      | $304040.79    | 0.01%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2017-2                                  | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320953 | PA      | $312129.12    | 0.01%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2016-4                                  | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182269 | PA      | $175432.18    | 0.01%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2017-4                                  | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286853 | PA      | $276768.42    | 0.01%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2018-RPL1                               | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224403 | PA      | $218084.07    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2019-1                                  | CUSIP: 64830CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515098 | PA      | $490188.10    | 0.02%             | 2057-09-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2018-1                                  | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266205 | PA      | $260510.00    | 0.01%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2020-NQM                                | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224984 | PA      | $219629.89    | 0.01%             | 2060-05-24      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2020-NQM1                               | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    608876 | PA      | $573446.63    | 0.03%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2021-NQM2R                              | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190335 | PA      | $187405.75    | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                                     | NorthRiver Midstream Finance LP 2023 USD Term Loan B                        | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |    730618 | PA      | $729120.04    | 0.03%             | 2030-08-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                               | Northrop Grumman Corp                                                       | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    845000 | PA      | $860782.43    | 0.04%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                     | Gen Digital Inc 2024 Term Loan B                                            | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1710885 | PA      | $1709619.12   | 0.08%             | 2029-09-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                 | Novelis Corporation 2025 Term Loan B                                        | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    950225 | PA      | $952248.98    | 0.05%             | 2032-03-11      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM2 Trust                                                         | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2827337 | PA      | $2351344.16   | 0.11%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Funding 6 Ltd                                                    | CUSIP: 67098UBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    815000 | PA      | $813959.25    | 0.04%             | 2037-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2020-INV1 Trust                                                         | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556832 | PA      | $502367.51    | 0.02%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM3 Trust                                                         | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810371 | PA      | $668563.49    | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM4 Trust                                                         | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3494092 | PA      | $3018394.12   | 0.14%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42, Ltd.                                                | Octagon Investment Partners 42 Ltd                                          | CUSIP: 67576PBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6008796.00   | 0.29%             | 2037-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Partners XV Ltd                                                  | CUSIP: 67707BAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7750000 | PA      | $7777411.75   | 0.37%             | 2037-04-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                              | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                    | CUSIP: 67884XCR6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1912036.50   | 0.09%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                       | OLYMPUS WATER US HOLDING CORP 2025 USD TERM LOAN B                          | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    420000 | PA      | $417900.00    | 0.02%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                                  | OMNIA Partners LLC 2024 Term Loan B                                         | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    538201 | PA      | $538201.14    | 0.03%             | 2030-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                   | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2436131.64   | 0.12%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                   | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10116087.79  | 0.48%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   3770000 | PA      | $3924336.26   | 0.19%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                               | Open Text Corporation 2023 Term Loan B                                      | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1250603 | PA      | $1249039.29   | 0.06%             | 2030-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5655070.32   | 0.27%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                              | Option Care Health Inc 2025 Term Loan B                                     | CUSIP: 68404YAD6<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                           | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                  | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1008531 | PA      | $1010427.44   | 0.05%             | 2028-10-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                                                   | Advisor Group Inc 2025 Term Loan                                            | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1015000 | PA      | $1016268.75   | 0.05%             | 2032-07-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | Ovintiv Inc                                                                 | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2632106.29   | 0.13%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                        | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5419416.00   | 0.26%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                      | Palmer Square Loan Funding 2024-3 Ltd                                       | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4957761.60   | 0.24%             | 2032-08-08      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                              | Penn Entertainment Inc                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2118641.98   | 0.10%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| PENN Entertainment Inc                                                              | PENN Entertainment Inc 2022 Term Loan B                                     | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    706275 | PA      | $707115.47    | 0.03%             | 2029-05-03      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996193.00   | 0.14%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2280001.88   | 0.11%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2718735.83   | 0.13%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2875682.04   | 0.14%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                        | Peraton Corp Term Loan B                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1822230 | PA      | $1568156.63   | 0.07%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                               | Petco Health and Wellness Company Inc 2021 Term Loan B                      | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    978475 | PA      | $963044.30    | 0.05%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                                        | PetSmart Inc 2025 USD Term Loan B                                           | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1104000 | PA      | $1087440.05   | 0.05%             | 2032-08-18      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                             | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2552632.33   | 0.12%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                            | Piedmont Operating Partnership LP                                           | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   3325000 | PA      | $3679481.87   | 0.18%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| KFC Holding Co                                                                      | KFC Holding Co 2021 Term Loan B                                             | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |   1663369 | PA      | $1665098.44   | 0.08%             | 2028-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                            | Plains All American Pipeline LP / PAA Finance Corp                          | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10225000 | PA      | $10247358.29  | 0.49%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                               | Element Solutions Inc 2023 Term Loan B                                      | CUSIP: 72766TAH2<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |   1091638 | PA      | $1097401.44   | 0.05%             | 2030-12-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                               | Playtika Holding Corp 2021 Term Loan B1                                     | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    979681 | PA      | $956589.75    | 0.05%             | 2028-03-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                   | Polaris Newco LLC USD Term Loan B                                           | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1053448 | PA      | $1006042.98   | 0.05%             | 2028-06-02      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4937370.75   | 0.24%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                         | Post Road Equipment Finance 2025-1 LLC                                      | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3749744.28   | 0.18%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                         | Post Road Equipment Finance 2025-1 LLC                                      | CUSIP: 73747LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $832923.92    | 0.04%             | 2031-05-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                         | Post Road Equipment Finance 2025-1 LLC                                      | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865000 | PA      | $2901758.24   | 0.14%             | 2032-05-17      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR1 Trust                                        | CUSIP: 74331QAG2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4211048.60   | 0.20%             | 2041-02-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR2 Trust                                        | CUSIP: 74334GAE6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3349819 | PA      | $3154085.46   | 0.15%             | 2042-04-17      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR2 Trust                                        | CUSIP: 74334GAG1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4824657 | PA      | $4497273.14   | 0.21%             | 2042-04-17      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR4 Trust                                        | CUSIP: 74334JAG5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2650469.21   | 0.13%             | 2041-07-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR1 Trust                                        | CUSIP: 74334NAE1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1198492.25   | 0.06%             | 2042-02-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR1 Trust                                        | CUSIP: 74334NAG6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1074330.94   | 0.05%             | 2042-02-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                                         | Project Boost Purchaser LLC 2025 Refinancing Term Loan                      | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    663338 | PA      | $661506.69    | 0.03%             | 2031-07-16      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                         | Prologis LP                                                                 | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    765000 | PA      | $780899.01    | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                    | Proofpoint Inc 2024 Term Loan                                               | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    129018 | PA      | $129483.37    | 0.01%             | 2028-08-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                              | Protective Life Global Funding                                              | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5990236.67   | 0.29%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                            | Public Service Enterprise Group Inc                                         | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  10350000 | PA      | $10835130.69  | 0.52%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                            | Public Service Enterprise Group Inc                                         | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4355000 | PA      | $4484124.31   | 0.21%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                               | QNITY ELECTRONICS INC TERM LOAN B                                           | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    980000 | PA      | $979392.40    | 0.05%             | 2032-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                               | QXO Building Products Inc                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6004467.40   | 0.29%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                               | Quikrete Holdings Inc 2025 Term Loan B                                      | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    507450 | PA      | $507901.63    | 0.02%             | 2032-02-10      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                               | Quikrete Holdings Inc 2025 Term Loan B1                                     | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2191118 | PA      | $2193725.56   | 0.10%             | 2031-04-14      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9150000 | PA      | $8790465.39   | 0.42%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                        | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $9408507.30   | 0.45%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                                                                | Newly Weds Foods Inc Term Loan B                                            | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   1172062 | PA      | $1167667.27   | 0.06%             | 2032-03-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | Regal Rexnord Corp                                                          | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2381995.47   | 0.11%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | Regal Rexnord Corp                                                          | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   7030000 | PA      | $7271979.91   | 0.35%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust 2020-1                                      | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36486 | PA      | $36244.82     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Zurn Holdings Inc                                                                   | Zurn Holdings Inc 2021 Term Loan B                                          | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |   1550301 | PA      | $1555277.61   | 0.07%             | 2028-10-04      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                                      | Reynolds Consumer Products LLC 2025 Term Loan B                             | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |   1210569 | PA      | $1212082.17   | 0.06%             | 2032-03-04      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                          | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3856784.17   | 0.18%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                          | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2670057.18   | 0.13%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                              | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8870925.80   | 0.42%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                                 | Rocket Software Inc 2023 USD Term Loan B                                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    399000 | PA      | $397112.73    | 0.02%             | 2028-11-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5958347.33   | 0.28%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  10195000 | PA      | $10381250.72  | 0.49%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                 | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6700000 | PA      | $6752582.94   | 0.32%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                        | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6025000 | PA      | $6101106.29   | 0.29%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                  | Royalty Pharma PLC                                                          | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5275000 | PA      | $5240154.19   | 0.25%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Inst'l Holdco Inc                                            | Russell Investments US Inst'l Holdco Inc 2024 PIK Term Loan                 | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |   1042761 | PA      | $1009528.17   | 0.05%             | 2027-05-30      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                            | Ryan Specialty Group LLC 2024 USD Term Loan B                               | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1162276 | PA      | $1162764.52   | 0.06%             | 2031-09-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                             | SG Commercial Mortgage Securities Trust 2020-COVE                           | CUSIP: 78397FAA1<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $8931654.90   | 0.43%             | 2037-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                             | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1390000 | PA      | $1382526.39   | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                             | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1010000 | PA      | $981450.63    | 0.05%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                             | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   5410000 | PA      | $5424541.54   | 0.26%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-1                                        | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4217929 | PA      | $3565807.39   | 0.17%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-1                            | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $629690.75    | 0.03%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                               | SS&C Technologies Inc 2024 Term Loan B8                                     | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1514376 | PA      | $1517344.30   | 0.07%             | 2031-05-09      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                        | First Advantage Holdings LLC 2025 Repriced Term Loan B                      | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   1204408 | PA      | $1169781.10   | 0.06%             | 2031-10-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2612873.25   | 0.12%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2024-3                               | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4450171.00   | 0.21%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2024-3                               | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3860000 | PA      | $3922537.40   | 0.19%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2024-3                               | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4380000 | PA      | $4466169.49   | 0.21%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                                                 | SAPPHIRE AVIATION FINANCE II LTD                                            | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987831 | PA      | $973073.29    | 0.05%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Savage Enterprises LLC                                                              | Savage Enterprises LLC 2025 Term Loan B                                     | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    738150 | PA      | $739072.69    | 0.04%             | 2032-08-05      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                          | CUSIP: 80620BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4805000 | PA      | $4838050.71   | 0.23%             | 2031-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                             | Schlumberger Holdings Corp                                                  | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1666562.61   | 0.08%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corporation                                      | Science Applications International Corporation 2024 Term Loan B3            | CUSIP: 80862QAK7<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | LON              | CORP              | US        |   1634118 | PA      | $1639739.77   | 0.08%             | 2031-02-10      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                    | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   3422500 | PA      | $3420993.70   | 0.16%             | 2031-07-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2018-CH3                                             | CUSIP: 81746WAA6<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     10346 | PA      | $10255.13     | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2025-1                            | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1885000 | PA      | $1932815.85   | 0.09%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2025-1                            | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4355000 | PA      | $4453356.37   | 0.21%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                                            | Air Comm Corporation LLC 2025 Term Loan                                     | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    199324 | PA      | $199199.95    | 0.01%             | 2031-12-11      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                                            | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                        | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      9692 | PA      | $9686.30      | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                 | Silgan Holdings Inc                                                         | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4383900.68   | 0.21%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                              | Skyworks Solutions Inc                                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5524666.01   | 0.26%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | Solventum Corp                                                              | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2315642.54   | 0.11%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                             | Southern Co Gas Capital Corp                                                | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3583986.79   | 0.17%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                                              | Spirit Aerosystems Inc 2022 Term Loan                                       | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |   1062150 | PA      | $1063148.42   | 0.05%             | 2027-01-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $923793.28    | 0.04%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   5160000 | PA      | $5144748.59   | 0.25%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                      | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4755000 | PA      | $5075104.17   | 0.24%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                                             | Standard Industries Inc 2021 Term Loan B                                    | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    666034 | PA      | $667698.87    | 0.03%             | 2028-09-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                      | Starbucks Corp                                                              | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $5877557.40   | 0.28%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2020-1                                  | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85715 | PA      | $82412.75     | 0.00%             | 2050-02-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                                                 | STAR 2021-1 Trust                                                           | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784613 | PA      | $737820.81    | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2021-3                                  | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1478849 | PA      | $1311037.04   | 0.06%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2020-3                                  | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132538 | PA      | $129318.15    | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                                          | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   8137045 | PA      | $8137045.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                 | Station Casinos LLC 2024 Term Loan B                                        | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1241100 | PA      | $1241310.99   | 0.06%             | 2031-03-14      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                           | Stonepeak Nile Parent LLC 2025 Term Loan B                                  | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1620000 | PA      | $1617634.80   | 0.08%             | 2032-04-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                                     | Stream Innovations 2024-2 Issuer Trust                                      | CUSIP: 86324EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $744338.72    | 0.04%             | 2045-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | Stryker Corp                                                                | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5717991.61   | 0.27%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc                                     | Student Transportation of America Holdings Inc Term Loan B                  | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    269370 | PA      | $271306.77    | 0.01%             | 2032-06-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                                                   | Surf Holdings LLC 2025 Incremental Term Loan                                | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    540758 | PA      | $540985.15    | 0.03%             | 2027-03-05      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                         | Surgery Center Holdings Inc 2025 Term Loan B                                | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   1587140 | PA      | $1590568.32   | 0.08%             | 2030-12-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                 | Suzano Austria GmbH                                                         | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   5100000 | PA      | $5125500.00   | 0.24%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                      | TD SYNNEX Corp                                                              | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4070156.32   | 0.19%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7102260.95   | 0.34%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                      | Synchrony Bank                                                              | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3061638.48   | 0.15%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO XXII Ltd                                                       | CUSIP: 87167GCP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000320.00   | 0.10%             | 2033-04-18      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                | Targa Resources Corp                                                        | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3157713.45   | 0.15%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                               | Tempo Acquisition LLC 2025 Repriced Term Loan B                             | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    832747 | PA      | $809613.57    | 0.04%             | 2028-08-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                                        | Somnigroup International Inc Term Loan B                                    | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   1354631 | PA      | $1360835.47   | 0.06%             | 2031-10-24      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                   | Terex Corporation 2025 Term Loan                                            | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |   1154207 | PA      | $1157092.77   | 0.06%             | 2031-10-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4548140.82   | 0.22%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                               | CMG Media Corporation 2024 Term Loan                                        | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                            | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3028000 | PA      | $3027493.11   | 0.14%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2024-I Ltd                                           | CUSIP: 88240JAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9534171.50   | 0.45%             | 2037-04-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2017-6                                            | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159572 | PA      | $157133.32    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2018-2                                            | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214670 | PA      | $212413.00    | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2019-4                                            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2642842 | PA      | $2541478.30   | 0.12%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2020-4                                            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1684311 | PA      | $1538703.46   | 0.07%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                     | Trans Union LLC 2024 Term Loan B8                                           | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    996026 | PA      | $994781.40    | 0.05%             | 2031-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                     | Trans Union LLC 2024 Term Loan B9                                           | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1442021 | PA      | $1439396.76   | 0.07%             | 2031-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                               | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4904425.35   | 0.23%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                              | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3797556 | PA      | $3801732.95   | 0.18%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2023-SFR2 Trust                                          | CUSIP: 895978AD6<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8295543.48   | 0.40%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                               | TRK 2021-INV1 Trust                                                         | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997965 | PA      | $907347.73    | 0.04%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                                  | Tronox Finance LLC 2024 1st Lien Term Loan B                                | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    836751 | PA      | $596026.38    | 0.03%             | 2031-09-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                                  | Tronox Finance LLC 2024 Term Loan B1                                        | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    986669 | PA      | $764056.40    | 0.04%             | 2029-04-04      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                    | Trucordia Insurance Holdings LLC Term Loan B                                | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    265000 | PA      | $265662.50    | 0.01%             | 2032-06-17      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                         | Truist Bank                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4631676.95   | 0.22%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                                       | Truist Insurance Holdings LLC 2024 Term Loan B                              | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1673952 | PA      | $1670955.24   | 0.08%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                             | UKG Inc 2024 Term Loan B                                                    | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1625502 | PA      | $1624363.85   | 0.08%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                     | Tyson Foods Inc                                                             | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2053467.07   | 0.10%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                          | TKO Worldwide Holdings LLC 2025 Term Loan                                   | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   1963953 | PA      | $1967919.99   | 0.09%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                                                             | UGI Energy Services LLC 2024 Term Loan B                                    | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |   2144387 | PA      | $2152428.28   | 0.10%             | 2030-02-22      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.                                          | Axalta Coating Systems US Holdings Inc 2024 Term Loan B7                    | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |   1112556 | PA      | $1113624.44   | 0.05%             | 2029-12-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                        | US Foods Inc 2024 Term Loan B                                               | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    930687 | PA      | $935471.11    | 0.04%             | 2028-11-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                    | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1957872 | PA      | $1959829.38   | 0.09%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                  | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    190428 | PA      | $192484.69    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                        | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10350000 | PA      | $10271340.00  | 0.49%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                                  | United Rentals Inc 2025 Repriced Term Loan B                                | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |   2164531 | PA      | $2172648.32   | 0.10%             | 2031-02-14      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84000000 | PA      | $80193750.00  | 3.82%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14767382.85  | 0.70%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10950000 | PA      | $10884556.67  | 0.52%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44650000 | PA      | $43994203.13  | 2.10%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33475000 | PA      | $33753522.38  | 1.61%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                  | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4411032.45   | 0.21%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                  | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7625000 | PA      | $7875405.00   | 0.38%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                                               | UTZ Quality Foods LLC 2025 Term Loan B                                      | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    753351 | PA      | $752318.76    | 0.04%             | 2032-01-29      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                       | VALVOLINE INC TERM LOAN B                                                   | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    240000 | PA      | $240240.00    | 0.01%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                             | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   4875000 | PA      | $4752687.71   | 0.23%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                    | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   4730000 | PA      | $4759318.91   | 0.23%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                      | Var Energi ASA                                                              | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $4030496.36   | 0.19%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                      | Var Energi ASA                                                              | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4340000 | PA      | $4595721.26   | 0.22%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                      | Var Energi ASA                                                              | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    880000 | PA      | $915709.88    | 0.04%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                                                  | Varsity Brands Inc 2025 1st Lien Term Loan                                  | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    798488 | PA      | $799885.35    | 0.04%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6378254.20   | 0.30%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-1                                           | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724374 | PA      | $652373.53    | 0.03%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R2                                          | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827659 | PA      | $773788.17    | 0.04%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                          | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696588 | PA      | $661520.84    | 0.03%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-2                                           | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565443 | PA      | $515859.83    | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-5                                           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2433894 | PA      | $2108222.27   | 0.10%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                                  | Vestis Corporation Term Loan                                                | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    552781 | PA      | $524219.04    | 0.02%             | 2031-02-22      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                       | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   5000000 | PA      | $4988196.15   | 0.24%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio 2021-1R Trust                                                         | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470376 | PA      | $438330.86    | 0.02%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc                                                        | Vista Management Holding Inc 2025 Term Loan B                               | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    752400 | PA      | $757102.50    | 0.04%             | 2031-04-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                            | Boost Newco Borrower LLC 2025 USD Term Loan B2                              | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    838673 | PA      | $840509.75    | 0.04%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                                 | WEC US Holdings Ltd 2024 Term Loan                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1797262 | PA      | $1801036.31   | 0.09%             | 2031-01-27      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                                 | Verisure Holding AB 2021 EUR Term Loan                                      | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |   1487500 | PA      | $1713675.39   | 0.08%             | 2028-03-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Wasserman Media Group LLC                                                           | Wasserman Media Group LLC Term Loan B                                       | CUSIP: 94105CAL4<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |    515000 | PA      | $516931.25    | 0.02%             | 2032-06-23      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| CeramTec AcquiCo GmbH                                                               | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                  | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |   1487723 | PA      | $1709577.06   | 0.08%             | 2029-03-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4958017.90   | 0.24%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                            | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2760383.73   | 0.13%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2258484.28   | 0.11%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                            | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2680402.58   | 0.13%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5109508.45   | 0.24%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                            | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3676595.87   | 0.18%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                              | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4486527.85   | 0.21%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                             | WEX Inc 2024 Term Loan B2                                                   | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   2575219 | PA      | $2566359.81   | 0.12%             | 2028-03-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                 | White Cap Buyer LLC 2024 Term Loan B                                        | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    972984 | PA      | $974813.49    | 0.05%             | 2029-10-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Whitewater Whistler Holdings, LLC                                                   | Whitewater Whistler Holdings LLC 2024 Refinancing Term Loan                 | CUSIP: 96620EAF4<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |    268585 | PA      | $267674.77    | 0.01%             | 2030-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC                                                    | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4908888.75   | 0.23%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                            | Windsor Holdings III LLC 2025 USD Term Loan B                               | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    994845 | PA      | $992358.35    | 0.05%             | 2030-08-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                                        | World Omni Select Auto Trust 2024-A                                         | CUSIP: 98164LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10085729.00  | 0.48%             | 2030-06-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2024-C                                    | CUSIP: 98164NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6240000 | PA      | $6288872.93   | 0.30%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2024-C                                    | CUSIP: 98164NAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9062157.60   | 0.43%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                      | Wynn Macau Ltd                                                              | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   6600000 | PA      | $6492849.00   | 0.31%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| XHR LP                                                                              | XHR LP                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |   9050000 | PA      | $9237506.95   | 0.44%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                             | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9280000 | PA      | $9450659.20   | 0.45%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                            | Zelis Payments Buyer Inc Term Loan B                                        | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   2896920 | PA      | $2849179.18   | 0.14%             | 2029-09-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fluidra SA                                                                          | Fluidra SA 2022 USD Term Loan B                                             | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |    336875 | PA      | $336979.43    | 0.02%             | 2029-01-29      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -623 | NC      | $-811744.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1763 | NC      | $-123752.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1633 | NC      | $371941.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boels Topholding BV                                                                 | Boels Topholding BV 2025 EUR Term Loan B3                                   | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |   1443965 | PA      | $1669596.42   | 0.08%             | 2031-05-23      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MasOrange Finco Plc                                                                 | MasOrange Finco Plc 2025 EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |   2392234 | PA      | $2756112.73   | 0.13%             | 2031-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                                               | DK Crown Holdings Inc 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233825 | PA      | $232655.88    | 0.01%             | 2032-03-04      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                                                  | Whitewater Matterhorn Holdings LLC 2025 Term Loan B                         | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |   1350000 | PA      | $1350216.00   | 0.06%             | 2032-06-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                                 | Shift4 Payments LLC 2025 Term Loan                                          | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    520000 | PA      | $522818.40    | 0.02%             | 2032-06-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                        | Aspire Bakeries Holdings LLC 2025 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    287821 | PA      | $288722.23    | 0.01%             | 2030-12-23      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                                                         | PROJECT BOOST PURCHASER LLC 2025 REPRICED TERM LOAN                         | CUSIP: 000000000<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    265551 | PA      | $264817.95    | 0.01%             | 2031-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dorna Sports SL                                                                     | Dorna Sports SL 2025 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 95980020140005602218 | Long             | LON              | CORP              | ES        |   1460000 | PA      | $1687833.55   | 0.08%             | 2032-08-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                                                        | SANMINA CORP TERM LOAN B                                                    | CUSIP: 000000000<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |   1390000 | PA      | $1390000.00   | 0.07%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                                                 | TURQUOISE TOPCO LTD TERM LOAN B                                             | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    650000 | PA      | $640250.00    | 0.03%             | 2032-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                                                  | Owens-Illinois Inc 2025 Term Loan B                                         | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |   1665000 | PA      | $1660138.20   | 0.08%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                             | VERSANT MEDIA GROUP INC TERM LOAN B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $746565.00    | 0.04%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                          | Air Canada 2024 Term Loan B                                                 | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    246250 | PA      | $246373.13    | 0.01%             | 2031-03-21      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                                   | Great Canadian Gaming Corporation 2024 Term Loan B                          | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    383976 | PA      | $381095.79    | 0.02%             | 2029-11-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                              | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                    | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   2624552 | PA      | $2615182.65   | 0.12%             | 2030-09-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                               | Ontario Gaming GTA LP Term Loan B                                           | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    653362 | PA      | $611168.35    | 0.03%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                   | Clarios Global LP 2024 USD Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1118721 | PA      | $1118027.57   | 0.05%             | 2030-05-06      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                   | Clarios Global LP 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1268005 | PA      | $1464211.56   | 0.07%             | 2031-07-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                              | TK Elevator Midco GmbH 2025 USD Term Loan B                                 | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1792143 | PA      | $1802232.46   | 0.09%             | 2030-04-30      | Floating      | 7.20%                 | 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        |  30333755 | NS      | $30333755.00  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux Finco Sarl                                                              | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    909840 | PA      | $902288.78    | 0.04%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                              | Froneri Lux Finco Sarl 2025 USD Term Loan                                   | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    970000 | PA      | $969282.20    | 0.05%             | 2032-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                             | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1406370 | PA      | $1409098.49   | 0.07%             | 2028-05-05      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                         | JetBlue Airways Corporation 2024 Term Loan B                                | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |    608850 | PA      | $577494.23    | 0.03%             | 2029-08-27      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company                                | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1624368 | PA      | $1629857.94   | 0.08%             | 2028-11-05      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Delos Aircraft Designated Activity Co                                               | Delos Aircraft Designated Activity Co Term Loan                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    316000 | PA      | $317128.12    | 0.02%             | 2027-10-31      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                                              | Delta 2 (LUX) Sarl 2024 Term Loan B1                                        | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    455000 | PA      | $455141.05    | 0.02%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                                                | ICON Luxembourg SARL 2024 LUX Term Loan B                                   | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    118047 | PA      | $118534.53    | 0.01%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                             | PRA Health Sciences Inc 2024 US Term Loan B                                 | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |     29412 | PA      | $29532.97     | 0.00%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zacapa SARL                                                                         | Zacapa SARL 2024 Term Loan                                                  | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |    560796 | PA      | $561777.42    | 0.03%             | 2029-03-22      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                     | Cimpress Public Limited Company 2024 Term Loan B                            | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |   1137733 | PA      | $1138677.09   | 0.05%             | 2028-05-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                                | Flutter Financing BV 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    927675 | PA      | $921877.03    | 0.04%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                                    | Fugue Finance BV 2025 Repriced Term Loan                                    | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |   1603829 | PA      | $1605833.30   | 0.08%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                                 | Peer Holding III BV 2025 USD Term Loan B                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.10%             | 2032-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                                                                    | Pegasus BidCo BV 2025 USD Repriced Term Loan B                              | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    589740 | PA      | $592441.41    | 0.03%             | 2029-07-12      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                  | Nouryon Finance BV 2024 USD Term Loan B1                                    | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    246397 | PA      | $245780.54    | 0.01%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                       | Sunrise Financing Partnership Term Loan AAA1                                | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   1390000 | PA      | $1386525.00   | 0.07%             | 2032-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                        | AES Andes SA                                                                | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   4900000 | PA      | $5070613.10   | 0.24%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                                              | Bimbo Bakeries USA Inc                                                      | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $5008163.25   | 0.24%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                                                   | Evertec Group LLC 2023 Term Loan B                                          | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |    929000 | PA      | $930161.25    | 0.04%             | 2030-10-30      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer