# EDGAR Filing Document

**Accession Number:** 0001233681
**File Stem:** 0001752724-25-204440
**Filing Date:** 2025-8
**Character Count:** 885097
**Document Hash:** 93b6812da7734363bda51ef2115105f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204440.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204440

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK Ltd DURATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001233681

**ORGANIZATION NAME:**
- **EIN:** 200096695
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21349
- **FILM NUMBER:** 251254599

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-227

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK LTD DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20041103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK LIMITED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030611

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK MANAGED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030529

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Ltd Duration Income Trust

- **b. Investment Company Act file number:** 811-21349

- **c. CIK number of Registrant:** 0001233681

- **d. LEI of Registrant:** 4VIZ12RURKQTKPDDB492

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Ltd Duration Income Trust

- **c. LEI of Series:** 4VIZ12RURKQTKPDDB492

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $896268762.49

**Total Liabilities:** $357303996.32

**Net Assets:** $538964766.17

**Delayed Delivery Securities:** $14038946.52

**Cash Not Reported:** $5232859.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16620.64000000 | **1-Year:** 2082.06000000 | **5-Year:** 21819.34000000 | **10-Year:** 3967.63000000 | **30-Year:** 12213.77000000

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

- **3-Month:** 68155.44000000 | **1-Year:** 12248.50000000 | **5-Year:** 84356.26000000 | **10-Year:** 4036.80000000 | **30-Year:** 3486.72000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.31%                | 1.85%                | 1.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2102403.46             | $184410.69                                 |
| Month 2  | $-448373.93              | $6692754.91                                |
| Month 3  | $-186354.89              | $6459641.56                                |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| BNP PARIBAS                                             | RRP HELIOS SOFT                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -165250 | PA      | $-165250.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4020400.00   | 0.75%             | 2025-10-01      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    631000 | PA      | $606938.90    | 0.11%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $216951.47    | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GENESIS ENE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -386155 | PA      | $-386155.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                            | Scientific Games Holdings LP 2024 USD Term Loan B                                | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    298742 | PA      | $298351.15    | 0.06%             | 2029-04-04      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP VERIZON COM                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -662500 | PA      | $-662500.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| ADLER Group SA                                          | ADLER Group SA                                                                   | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EC               | CORP              | LU        |     33168 | NS      | $0.39         | 0.00%             |  |  |  | No            | 3                  | 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        |   1370000 | PA      | $1372959.20   | 0.25%             | 2030-04-30      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| Tele Columbus AG                                        | Tele Columbus AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |    110250 | PA      | $89090.17     | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    303000 | PA      | $303157.79    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17366.58     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                                  | COLOSSUS ACQUIRECO LLC TERM LOAN B                                               | CUSIP: 000000000<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    698000 | PA      | $692939.50    | 0.13%             | 2032-06-11      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KYXJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2270578 | PA      | $2138220.48   | 0.40%             | 2042-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SPIRIT AERO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -490620 | PA      | $-490620.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $102196.97    | 0.02%             | 2030-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BOMBARDIER                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -471681 | PA      | $-471681.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| HERENS HOLDCO SARL                                      | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    212000 | PA      | $190264.70    | 0.04%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45048.47     | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1585140 | PA      | $-1585140.00  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $125856.37    | 0.02%             | 2030-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                          | Core & Main LP 2024 Term Loan D                                                  | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1520053 | PA      | $1519110.44   | 0.28%             | 2028-07-27      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc 2024 Term Loan B                                            | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    268381 | PA      | $268633.08    | 0.05%             | 2030-03-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| AssuredPartners Inc                                     | AssuredPartners Inc 2024 Incremental Term Loan B5                                | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1712037 | PA      | $1716008.84   | 0.32%             | 2031-02-14      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145335.97    | 0.03%             | 2028-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95500.00     | 0.02%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP LCM INVESTM                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -362719 | PA      | $-362718.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP CABLEVISION                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -322000 | PA      | $-322000.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    171000 | PA      | $179861.29    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    383000 | PA      | $391783.72    | 0.07%             | 2032-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Penn Entertainment Inc                                  | PENN Entertainment Inc 2022 Term Loan B                                          | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1147744 | PA      | $1148398.51   | 0.21%             | 2029-05-03      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                   | AMERICAN AIRLINES INC 2025 TERM LOAN B                                           | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    363000 | PA      | $364996.50    | 0.07%             | 2032-05-28      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $237555.50    | 0.04%             | 2032-02-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -356125 | PA      | $-356125.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    162000 | PA      | $161209.93    | 0.03%             | 2029-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                               | Madison Safety & Flow LLC 2025 Term Loan B                                       | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    341768 | PA      | $342195.45    | 0.06%             | 2031-09-26      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| HANESBRANDS INC                                         | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15880.88     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-I Ltd                                                          | CUSIP: 12553DBA4<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501217.70    | 0.09%             | 2037-10-20      | Floating      | 7.32%                 | 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        |    829280 | PA      | $827206.80    | 0.15%             | 2031-09-29      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2376674.30   | 0.44%             | 2031-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    717000 | PA      | $698132.15    | 0.13%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NATIONSTAR                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -388039 | PA      | $-388038.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96825.47     | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $144721.98    | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $894119.94    | 0.17%             | 2029-12-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    802000 | PA      | $752973.74    | 0.14%             | 2026-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $384571.37    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 30YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -5451890 | PA      | $-5451890.11  | -1.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -735080 | PA      | $-735080.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLARIVATE S                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -632449 | PA      | $-632448.75   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988133.99    | 0.18%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $205400.20    | 0.04%             | 2029-05-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      8000 | PA      | $9918.34      | 0.00%             | 2029-12-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $256388.55    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $122225.55    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (EOFP)                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |     20000 | OU      | $1587.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    875000 | PA      | $875551.25    | 0.16%             | 2032-01-28      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| IRCA SPA/GALLARATE                                      | Irca SpA/Gallarate                                                               | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117953.97    | 0.02%             | 2029-12-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144003.77    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1697455 | PA      | $1691090.01   | 0.31%             | 2030-11-30      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    799000 | PA      | $787621.52    | 0.15%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1140142 | PA      | $-1140142.50  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    330000 | PA      | $399430.63    | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                      | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    347410 | PA      | $343810.63    | 0.06%             | 2028-08-23      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP JELD WEN HO                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -290082 | PA      | $-290082.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP TK ELEVATOR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1167499 | PA      | $-1167498.53  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP ATLAS LUXCO                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -623290 | PA      | $-623290.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UNIVISION C                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -334688 | PA      | $-334687.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104688.60    | 0.02%             | 2029-02-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                            | US Foods Inc 2024 1st Lien Term Loan B                                           | CUSIP: 90351HAG3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    646750 | PA      | $651671.77    | 0.12%             | 2031-10-03      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118049.50    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        73 | NC      | $240561.94    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHOBANI LLC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1398654 | PA      | $-1398653.75  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLARIOS US                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1852109 | PA      | $-1852108.75  | -0.34%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SIRIUS XM R                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -622840 | PA      | $-622840.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1206066.42   | 0.22%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136232.98    | 0.03%             | 2029-09-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $20162.90     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $168811.44    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ELEMENT SOL                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1112138 | PA      | $-1112137.50  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UNION PACIF                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -432750 | PA      | $-432750.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    261000 | PA      | $264132.00    | 0.05%             | 2032-04-17      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    519000 | PA      | $491410.70    | 0.09%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition LLC                              | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    763023 | PA      | $754202.71    | 0.14%             | 2031-01-31      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271200 | PA      | $253366.38    | 0.05%             | 2030-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    725000 | PA      | $708942.82    | 0.13%             | 2034-11-22      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CONCENTRA E                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -326825 | PA      | $-326825.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    872375 | PA      | $835735.44    | 0.16%             | 2028-10-08      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    252000 | PA      | $250329.64    | 0.05%             | 2029-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1071011 | PA      | $-1071011.25  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP BROADCOM IN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -355312 | PA      | $-355312.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| VIAVI SOLUTIONS INC                                     | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108391.68    | 0.02%             | 2029-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1390992.34   | 0.26%             | 2032-02-01      | Fixed         | 9.88%                 | 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        |   1449243 | PA      | $1447982.08   | 0.27%             | 2028-10-05      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CHART INDUS                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -511594 | PA      | $-511593.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $190738.26    | 0.04%             | 2032-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 55B LTD                                               | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250206.83    | 0.05%             | 2034-07-20      | Floating      | 11.09%                | No            | 2                  | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $798959.63    | 0.15%             | 2039-06-12      | Fixed         | 8.73%                 | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     43000 | PA      | $43042.21     | 0.01%             | 2030-12-18      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $900167.85    | 0.17%             | 2041-11-25      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2044302 | PA      | $-2044302.36  | -0.38%            |  |  |  | No            | 2                  | On Loan: No      |
| RAISING CANE'S RESTAURAN                                | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    141000 | PA      | $148799.70    | 0.03%             | 2029-05-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XVIII Ltd                                                   | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275865 | PA      | $276062.59    | 0.05%             | 2030-10-21      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140654.57    | 0.03%             | 2029-02-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                                      | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $143645.76    | 0.03%             | 2030-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    142000 | PA      | $144541.60    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP BLUE OWL CA                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -456000 | PA      | $-456000.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $51447.27     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Motion Finco Sarl                                       | Motion Finco Sarl 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    686958 | PA      | $652184.31    | 0.12%             | 2029-11-12      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ROCKET MORT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -344419 | PA      | $-344418.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1860320 | PA      | $-1860320.00  | -0.35%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    780000 | PA      | $761500.90    | 0.14%             | 2029-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $15372.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133379.87    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP GLENCORE FU                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -450600 | PA      | $-450600.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92518.97     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    197000 | PA      | $199782.21    | 0.04%             | 2029-09-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| VS BUYER LLC                                            | VS Buyer LLC 2024 1st Lien Term Loan B                                           | CUSIP: 91834WAF7<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   1533604 | PA      | $1539355.37   | 0.29%             | 2031-04-12      | Floating      | 7.02%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    329000 | PA      | $281256.38    | 0.05%             | 2031-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191218.28    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216128.08    | 0.04%             | 2031-10-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    234000 | PA      | $246412.30    | 0.05%             | 2032-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3735643.24   | 0.69%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| INFORMATICA LLC                                         | Informatica LLC 2024 Term Loan B                                                 | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    680571 | PA      | $682912.43    | 0.13%             | 2028-10-27      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119281.64    | 0.02%             | 2029-08-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                             | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    701921 | PA      | $697239.06    | 0.13%             | 2030-07-22      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                         | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                      | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    513712 | PA      | $512212.46    | 0.10%             | 2032-02-13      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| MKS INC                                                 | MKS Inc                                                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    569000 | PA      | $560749.50    | 0.10%             | 2030-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Heritage-Crystal Clean Inc                              | Heritage-Crystal Clean Inc Term Loan B                                           | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |    348078 | PA      | $348512.68    | 0.06%             | 2030-10-17      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP RHP HOTEL P                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -124950 | PA      | $-124950.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2943.65      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SIRVA BGRS HOLDINGS PREFERRED                           | SIRVA BGRS HOLDINGS PREFERRED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       107 | NS      | $18660.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    208000 | PA      | $189296.35    | 0.04%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408414.63    | 0.08%             | 2028-11-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP OLYMPUS WAT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -881375 | PA      | $-881375.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    312000 | PA      | $297522.04    | 0.06%             | 2030-01-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53449.44     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    276000 | PA      | $281443.51    | 0.05%             | 2028-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $297700.93    | 0.06%             | 2028-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP AHP HEALTH                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -302306 | PA      | $-302306.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136575.41    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MATIV HOLDINGS INC                                      | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    153000 | PA      | $138629.70    | 0.03%             | 2029-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ECO SERVICES OPERATIONS CORP                            | ECO Services Operations Corp 2024 Term Loan B                                    | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    696127 | PA      | $690781.07    | 0.13%             | 2031-06-12      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66279.01     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                           | Freeport LNG Investments LLLP 2025 Term Loan B                                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   1134096 | PA      | $1133393.17   | 0.21%             | 2028-12-21      | Floating      | 7.52%                 | 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        |    242170 | PA      | $242170.00    | 0.04%             | 2031-05-01      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250616.73    | 0.05%             | 2034-07-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| TIDEWATER INC                                           | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    206000 | PA      | $211945.06    | 0.04%             | 2030-07-15      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP RESIDEO FUN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -214590 | PA      | $-214590.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    839000 | PA      | $861194.07    | 0.16%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc 2025 Term Loan B                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   1305000 | PA      | $1303916.85   | 0.24%             | 2032-03-03      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1804000 | PA      | $1808510.00   | 0.34%             | 2038-01-18      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP CA MAGNUM H                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -324199 | PA      | $-324198.89   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $53576.86     | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                     | SHIFT4 PAYMENTS LLC 2025 TERM LOAN                                               | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    399000 | PA      | $402116.19    | 0.07%             | 2032-05-07      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| VEGAS Trust                                             | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $613585.25    | 0.11%             | 2036-07-10      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2nd Lien Term Loan                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226842 | PA      | $229253.44    | 0.04%             | 2032-05-06      | Floating      | 9.05%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MERITAGE HO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -359159 | PA      | $-359158.80   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -873240 | PA      | $-873240.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                             | RRP TEVA PHARMA                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | Short            | RA               | CORP              | US        |   -195984 | PA      | $-195984.39   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    209000 | PA      | $211514.90    | 0.04%             | 2026-12-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996000 | PA      | $886626.25    | 0.16%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $497075.10    | 0.09%             | 2028-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29702.70     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP DIRECTV FIN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -532770 | PA      | $-532770.00   | -0.10%            |  |  |  | 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        |   1163930 | PA      | $1157621.05   | 0.21%             | 2030-09-20      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $138375.00    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TMK HAWK MIDCO CORP 1                                   | TMK HAWK MIDCO CORP 1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10062 | NS      | $100622.30    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $328990.66    | 0.06%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLEARWAY EN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -196322 | PA      | $-196322.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $213175.40    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                                      | VOYAGER PARENT LLC TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    639000 | PA      | $631721.79    | 0.12%             | 2032-05-09      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112378.52    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300253.35    | 0.06%             | 2038-04-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP AVANTOR FUN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -347915 | PA      | $-347915.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $206900.00    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   2193031 | PA      | $2197592.68   | 0.41%             | 2031-01-31      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company              | Mauser Packaging Solutions Holding Company 2024 Term Loan B                      | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    644599 | PA      | $644199.19    | 0.12%             | 2027-04-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| KUEHG CORP                                              | KUEHG Corp 2024 Term Loan                                                        | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    419941 | PA      | $419940.63    | 0.08%             | 2030-06-12      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    501000 | PA      | $524906.72    | 0.10%             | 2031-12-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc                                      | Galaxy US Opco Inc Term Loan                                                     | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    331465 | PA      | $307019.45    | 0.06%             | 2030-07-31      | Floating      | 10.03%                | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   4000000 | OU      | $24305.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $165143.46    | 0.03%             | 2029-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| POTTERS INDUSTRIES LLC                                  | Potters Industries LLC 2025 Repriced Term Loan B                                 | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254785 | PA      | $255421.64    | 0.05%             | 2027-12-14      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    268000 | PA      | $255940.00    | 0.05%             | 2044-11-18      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                | Novelis Sheet Ingot GmbH                                                         | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $228539.08    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83032.95     | 0.02%             | 2035-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| NUVEI TECHNOLOGIES CORP                                 | Nuvei Technologies Corp 2024 Term Loan B1                                        | CUSIP: 69425BAB3<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    887775 | PA      | $888822.57    | 0.16%             | 2031-11-17      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| PG Investment Company 59 Sa rl                          | PG Investment Company 59 Sa rl Term Loan B                                       | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    378100 | PA      | $378856.20    | 0.07%             | 2031-03-26      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -461629 | PA      | $-461628.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   1000000 | OU      | $5328.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -419240 | PA      | $-419240.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   1310068 | NS      | $1310068.10   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VALARIS LTD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -489250 | PA      | $-489250.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP TRANSCONTIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -263200 | PA      | $-263200.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Genesee & Wyoming Inc (New)                             | Genesee & Wyoming Inc (New) 2024 Term Loan B                                     | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   2389440 | PA      | $2375246.75   | 0.44%             | 2031-04-10      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -152540 | PA      | $-152540.01   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    304000 | PA      | $316289.71    | 0.06%             | 2032-07-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $223215.97    | 0.04%             | 2029-05-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Sparta US HoldCo LLC                                    | Sparta US HoldCo LLC 2024 Term Loan B                                            | CUSIP: 84673EAE9<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |    856585 | PA      | $846768.68    | 0.16%             | 2030-08-02      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $364796.09    | 0.07%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SEAGATE HDD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -456719 | PA      | $-456718.74   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     39000 | PA      | $49486.19     | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| The Action Environmental Group Inc                      | The Action Environmental Group Inc 2023 Term Loan B                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    449273 | PA      | $449272.53    | 0.08%             | 2030-10-24      | Floating      | 8.05%                 | No            | 3                  | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $3794332.05   | 0.70%             | 2026-03-09      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    191000 | PA      | $196287.68    | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Regatta XXIV Funding Ltd.                               | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251251.38    | 0.05%             | 2038-01-20      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| DYCOM INDUSTRIES INC                                    | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115821.86    | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP HELIOS SOFT                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -190689 | PA      | $-190688.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    141000 | PA      | $128339.53    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $680345.23    | 0.13%             | 2032-02-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| LEGENCE HOLDINGS LLC                                    | Legence Holdings LLC 2025 Term Loan B                                            | CUSIP: 75865HAK4<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    240183 | PA      | $240034.41    | 0.04%             | 2028-12-18      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    112000 | PA      | $106628.87    | 0.02%             | 2029-03-15      | Fixed         | 3.63%                 | 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        |   1383398 | PA      | $1341606.03   | 0.25%             | 2029-03-01      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    467000 | PA      | $458574.90    | 0.09%             | 2028-07-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20720.44     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP BROOKFIELD                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -243815 | PA      | $-243815.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP DARLING ING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -290296 | PA      | $-290296.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CHILE (REPU                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -154363 | PA      | $-154363.32   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    293000 | PA      | $302019.21    | 0.06%             | 2031-05-15      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $671463.94    | 0.12%             | 2032-05-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -469375 | PA      | $-469375.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    297000 | PA      | $311022.11    | 0.06%             | 2031-12-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Gogo Intermediate Holdings LLC                          | GOGO Intermediate Holdings LLC Term Loan B                                       | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    362602 | PA      | $355270.43    | 0.07%             | 2028-04-30      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| SBA Senior Finance II LLC                               | SBA Senior Finance II LLC 2024 Term Loan B                                       | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              |  | US        |   1022255 | PA      | $1023154.73   | 0.19%             | 2031-01-25      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ALBERTSONS                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -102850 | PA      | $-102850.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP MACQUARIE A                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -124185 | PA      | $-124185.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2024 Term Loan K                                                   | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    844963 | PA      | $847785.42    | 0.16%             | 2030-03-22      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| AXALTA COATING SYSTEMS                                  | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    297000 | PA      | $281317.95    | 0.05%             | 2029-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP PERMIAN RES                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -261120 | PA      | $-261120.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    181000 | PA      | $194364.13    | 0.04%             | 2031-09-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    238000 | PA      | $245720.72    | 0.05%             | 2030-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                | Trident TPI Holdings Inc 2024 Term Loan B7                                       | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    619229 | PA      | $607544.29    | 0.11%             | 2028-09-15      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    939000 | PA      | $1052556.09   | 0.20%             | 2031-10-01      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    100750 | PA      | $116601.66    | 0.02%             | 2028-08-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4411881.78   | 0.82%             | 2030-05-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      3533 | OU      | $276.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77862.38     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190833.58    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP STANDARD BU                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -373031 | PA      | $-373031.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTIS 333 INC                                          | Fortis 333 Inc USD Term Loan B                                                   | CUSIP: 34958SAB5<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |    306000 | PA      | $305522.64    | 0.06%             | 2032-03-29      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -545851 | PA      | $-545851.18   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $120686.59    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185701.16    | 0.03%             | 2030-06-14      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $720562.00    | 0.13%             | 2029-03-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CIVITAS RES                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -186760 | PA      | $-186760.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    764000 | PA      | $820746.10    | 0.15%             | 2029-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190487.40    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| IMPULSORA PIPELINE                                      | Impulsora Pipeline                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1262380 | PA      | $1087165.73   | 0.20%             | 2043-01-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP SERVICE PRO                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1148580 | PA      | $-1148580.00  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP ORACLE CORP                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -491606 | PA      | $-491606.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    579000 | PA      | $594121.03    | 0.11%             | 2032-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GOAT HOLDCO LLC                                         | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $344607.06    | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GENESEE & WYOMING INC                                   | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346926.82    | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $116738.48    | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $658287.30    | 0.12%             | 2041-08-15      | Floating      | 7.35%                 | No            | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $85888.14     | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1148336 | PA      | $-1148335.95  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                            | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1288578 | PA      | $1288758.25   | 0.24%             | 2031-10-31      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VALLOUREC S                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -303562 | PA      | $-303562.37   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP HCA INC 5.5                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -585000 | PA      | $-585000.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119417.10    | 0.02%             | 2029-09-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671395 | PA      | $672444.11    | 0.12%             | 2041-04-15      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1223855.03   | 0.23%             | 2030-08-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $514918.28    | 0.10%             | 2029-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |         1 | PA      | $0.04         | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TRANSOCEAN                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -188542 | PA      | $-188541.55   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP FERTITTA EN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -332450 | PA      | $-332450.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                            | Aimbridge Acquisition Co Inc 2025 1st Lien Second Out Term Loan                  | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    105808 | PA      | $104221.01    | 0.02%             | 2030-03-11      | Floating      | 11.93%                | No            | 2                  | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $258052.00    | 0.05%             | 2030-04-15      | Fixed         | 8.25%                 | 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        |    356617 | PA      | $334217.88    | 0.06%             | 2028-05-03      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -317902 | PA      | $-317902.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $473276.75    | 0.09%             | 2045-04-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $5500.00      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NATIONSTAR                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -139282 | PA      | $-139282.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    186000 | PA      | $192729.48    | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP MAJORDRIVE                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -149968 | PA      | $-149967.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2022 1st Lien Term Loan B                                         | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     27973 | PA      | $27693.25     | 0.01%             | 2028-06-30      | Floating      | 9.43%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    450000 | PA      | $331193.73    | 0.06%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $150458.76    | 0.03%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118680.24    | 0.02%             | 2032-07-14      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $146751.31    | 0.03%             | 2033-04-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| American Airlines Inc                                   | American Airlines Inc 2017 1st Lien Term Loan                                    | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    414174 | PA      | $409870.27    | 0.08%             | 2027-01-29      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    469000 | PA      | $498961.60    | 0.09%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP COMSTOCK RE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -375996 | PA      | $-375996.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2021 Term Loan B1                                                 | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    114221 | PA      | $112017.46    | 0.02%             | 2027-12-17      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    240000 | PA      | $181854.34    | 0.03%             | 2046-10-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| RAND PARENT LLC                                         | Rand Parent LLC 2025 Term Loan B                                                 | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157402 | PA      | $156123.50    | 0.03%             | 2030-03-18      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268731.29    | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127058.38    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1597428.16   | 0.30%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    231000 | PA      | $209084.64    | 0.04%             | 2030-10-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NGL ENERGY                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -723475 | PA      | $-723475.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $554783.61    | 0.10%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP SOTHEBYS 7.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -614126 | PA      | $-614126.25   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2705946.36   | 0.50%             | 2031-06-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $277388.67    | 0.05%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITED NATURAL FOODS INC                                | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249701.38    | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118330.44    | 0.02%             | 2029-07-01      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192246.45    | 0.04%             | 2032-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    114000 | PA      | $118036.97    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ALEXANDRIA                                                                   | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -311625 | PA      | $-311625.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $1760.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XV CLO Ltd                                                         | CUSIP: 15032QAC6<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450612.99    | 0.08%             | 2035-04-20      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| ABANCA CORP BANCARIA SA                                 | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $120138.01    | 0.02%             | 2036-12-11      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    729000 | PA      | $735477.89    | 0.14%             | 2028-03-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc Term Loan B                                                | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1883001 | PA      | $1884922.00   | 0.35%             | 2028-11-03      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83256.80     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP USI INC 7.5                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -357722 | PA      | $-357722.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ELASTIC NV                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -198478 | PA      | $-198477.72   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    122000 | PA      | $125660.00    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Parexel International Corporation                       | Parexel International Corporation 2025 Term Loan B                               | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   1419327 | PA      | $1419227.92   | 0.26%             | 2028-11-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    242000 | PA      | $226473.52    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JAZZ FINANCING LUX SARL                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                                | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1086725 | PA      | $1090898.38   | 0.20%             | 2028-05-05      | Floating      | 6.58%                 | 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        |    484501 | PA      | $485169.24    | 0.09%             | 2031-12-15      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $104231.66    | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $87560.33     | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1216044.78   | 0.23%             | 2033-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HUSKY IMS C                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -703950 | PA      | $-703950.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -270576 | PA      | $-270576.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc 2024 1st Lien Term Loan B                                  | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    649998 | PA      | $643069.00    | 0.12%             | 2028-02-15      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    653000 | PA      | $703281.65    | 0.13%             | 2031-07-15      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2182586.88   | 0.40%             | 2033-06-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -220262 | PA      | $-220262.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Viasat Inc                                              | ViaSat Inc 2023 Term Loan                                                        | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    147501 | PA      | $140633.66    | 0.03%             | 2030-05-30      | Floating      | 8.93%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1124291.73   | 0.21%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149112.17    | 0.03%             | 2027-05-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP KAISER ALUM                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -212321 | PA      | $-212321.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -427840 | PA      | $-427840.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1328589.34   | 0.25%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   2511329 | PA      | $2506934.12   | 0.47%             | 2029-01-27      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| WASTE PRO USA INC                                       | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1024622.47   | 0.19%             | 2033-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2005-54CB                                                 | CUSIP: 12668APP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945343 | PA      | $508378.04    | 0.09%             | 2035-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    225000 | PA      | $225366.75    | 0.04%             | 2032-02-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP FAIR ISAAC                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1087512 | PA      | $-1087512.50  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $81856.93     | 0.02%             | 2026-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    456000 | PA      | $493584.43    | 0.09%             | 2035-05-01      | Fixed         | 7.75%                 | 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        |    860194 | PA      | $861269.66    | 0.16%             | 2031-07-16      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -92040 | PA      | $-92040.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     42427 | PA      | $50460.66     | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP TRANSOCEAN                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -110570 | PA      | $-110569.58   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      4331 | OU      | $338.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WEX INC                                                 | WEX Inc 2025 Incremental Term Loan B                                             | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    309225 | PA      | $308260.22    | 0.06%             | 2032-03-05      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    233000 | PA      | $203749.39    | 0.04%             | 2028-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FILTRATION GROUP CORPORATION                            | Filtration Group Corporation 2025 USD Term Loan B                                | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1566165 | PA      | $1571536.56   | 0.29%             | 2028-10-21      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    962698 | PA      | $847472.58    | 0.16%             | 2028-02-01      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP NEXTERA ENE                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2798438 | PA      | $-2798437.50  | -0.52%            |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                 | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    108000 | PA      | $103142.68    | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP GGAM FINANC                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -381100 | PA      | $-381100.49   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| PLANVIEW PARENT INC                                     | Planview Parent Inc 2024 1st Lien Term Loan                                      | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    179454 | PA      | $174294.30    | 0.03%             | 2027-12-17      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| HSBC BANK PLC                                           | RRP SNAP INC 6.                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |   -596475 | PA      | $-596475.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    420000 | PA      | $422153.76    | 0.08%             | 2029-09-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LIVE NATION                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -97759 | PA      | $-97758.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP BLACKSTONE                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -710500 | PA      | $-710500.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CARNIVAL CO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -574609 | PA      | $-574608.99   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP VERUS 22 3                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -993547 | PA      | $-993547.23   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| ASURION LLC                                             | Asurion LLC 2024 Term Loan B12                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    174560 | PA      | $170032.21    | 0.03%             | 2030-09-19      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| Amynta Agency Borrower Inc                              | Amynta Agency Borrower Inc 2024 1st Lien Term Loan B                             | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   1194841 | PA      | $1194411.30   | 0.22%             | 2031-12-29      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| CNT HOLDINGS I CORP                                     | CNT Holdings I Corp 2025 Term Loan                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    684148 | PA      | $685503.07    | 0.13%             | 2032-11-08      | Floating      | 6.78%                 | 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        |   1151713 | PA      | $1152588.31   | 0.21%             | 2031-05-30      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP SOTHEBYS 5.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -340316 | PA      | $-340316.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ENVISION HEALTHCARE CORP                                | ENVISION HEALTHCARE CORP                                                         | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | EC               | CORP              | US        |      9021 | NS      | $143208.38    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 32 Ltd                                        | CUSIP: 64132EAL0<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $426906.17    | 0.08%             | 2032-01-20      | Floating      | 10.63%                | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58357.20     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -570490 | PA      | $-570490.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EMRLD BORRO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2119425 | PA      | $-2119425.00  | -0.39%            |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572847.94    | 0.11%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP KIMMERIDGE                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -457656 | PA      | $-457656.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Viasat Inc                                              | ViaSat Inc Term Loan                                                             | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    107480 | PA      | $103046.85    | 0.02%             | 2029-03-02      | Floating      | 8.94%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware Inc                                | Restoration Hardware Inc 2022 Incremental Term Loan                              | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    140751 | PA      | $136956.82    | 0.03%             | 2028-10-20      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166346 | PA      | $154540.41    | 0.03%             | 2037-09-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2877000 | PA      | $2902231.20   | 0.54%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SITIO ROYAL                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -365660 | PA      | $-365660.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $145350.00    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                            | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    787637 | PA      | $785769.96    | 0.15%             | 2031-09-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                          | VERITAS SERIES G PREFERRED STO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2283 | NS      | $51367.50     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| PRESS GANEY HOLDINGS INC                                | Press Ganey Holdings Inc 2024 1st Lien Term Loan B                               | CUSIP: 05477JAD3<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    344941 | PA      | $345372.31    | 0.06%             | 2031-04-30      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123539.47    | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $286682.61    | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                                 | Arcline FM Holdings LLC 2025 Term Loan                                           | CUSIP: 03960DAH6<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    514000 | PA      | $516020.02    | 0.10%             | 2030-06-24      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1327763 | PA      | $1367595.89   | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ASSUREDPARTNERS INC                                     | AssuredPartners Inc                                                              | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    382000 | PA      | $409321.79    | 0.08%             | 2032-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $120681.04    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP LIMA METRO                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2316661 | PA      | $-2316660.67  | -0.43%            |  |  |  | No            | 2                  | On Loan: No      |
| EG GROUP LIMITED                                        | EG Group Limited 2024 Term Loan B                                                | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    181628 | PA      | $182210.52    | 0.03%             | 2028-02-07      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP SMYRNA READ                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -230834 | PA      | $-230833.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TRANSOCEAN                                                                   | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -140642 | PA      | $-140641.57   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                     | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101000.00    | 0.02%             | 2025-07-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117088.29    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    532000 | PA      | $546654.50    | 0.10%             | 2029-11-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118238.22    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                               | Atlas CC Acquisition Corp Term Loan C                                            | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    394860 | PA      | $204173.97    | 0.04%             | 2028-05-25      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC                                             | Chobani LLC 2025 Repriced Term Loan B                                            | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |   2773217 | PA      | $2779567.90   | 0.52%             | 2027-10-25      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NEPTUNE BID                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -563445 | PA      | $-563445.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647347.79    | 0.12%             | 2026-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -521220 | PA      | $-521220.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98136.86     | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $211934.74    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                               | Serta Simmons Bedding LLC 2023 New Term Loan                                     | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    198323 | PA      | $180164.23    | 0.03%             | 2028-06-29      | Floating      | 11.91%                | No            | 2                  | On Loan: No      |
| DELTA 2 LUX SARL                                        | DELTA 2 LUX SARL 2024 TERM LOAN B2                                               | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    448718 | PA      | $448830.13    | 0.08%             | 2031-09-30      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $213574.95    | 0.04%             | 2027-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2025 Incremental Term Loan B                | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    932552 | PA      | $923618.65    | 0.17%             | 2032-03-07      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation Term Loan                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1236112 | PA      | $1233441.63   | 0.23%             | 2027-05-10      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP STATION CAS                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -185572 | PA      | $-185572.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $214594.05    | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WOOF HOLDINGS INC                                       | WOOF Holdings Inc 2025 Second Out Exchange Term Loan                             | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59889 | PA      | $32939.09     | 0.01%             | 2029-12-31      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $66410.00     | 0.01%             | 2029-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    865000 | PA      | $864030.85    | 0.16%             | 2028-03-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP HUB INTERNA                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2267175 | PA      | $-2267175.00  | -0.42%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP TENET HEALT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -508354 | PA      | $-508353.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    327000 | PA      | $279705.40    | 0.05%             | 2031-10-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     23000 | PA      | $22685.41     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97584.60     | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    272000 | PA      | $278092.80    | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1185000 | PA      | $1183053.40   | 0.22%             | 2025-12-29      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $417774.69    | 0.08%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC 2024 Term Loan B                                                   | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |   1526465 | PA      | $1501186.74   | 0.28%             | 2031-08-05      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                     | Altice Financing SA USD 2017 1st Lien Term Loan                                  | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    511030 | PA      | $472703.03    | 0.09%             | 2026-01-31      | Floating      | 9.25%                 | No            | 3                  | On Loan: No      |
| BX Trust                                                | BX Trust 2024-PAT                                                                | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170000.00    | 0.03%             | 2041-03-15      | Floating      | 7.35%                 | No            | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                                  | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    493000 | PA      | $494386.56    | 0.09%             | 2032-10-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| II-VI Incorporated                                      | II-VI Inc 2024 1st Lien Term Loan B                                              | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    884989 | PA      | $885360.99    | 0.16%             | 2029-07-02      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                | Alterra Mountain Company 2024 Term Loan B7                                       | CUSIP: 46124CAR8<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    604656 | PA      | $605792.26    | 0.11%             | 2030-05-31      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1056189 | PA      | $1043979.83   | 0.19%             | 2028-06-02      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    139000 | PA      | $143542.38    | 0.03%             | 2028-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-152574.59   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $157230.00    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP STAR PARENT                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -875805 | PA      | $-875805.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    535000 | PA      | $560628.11    | 0.10%             | 2030-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $501616.80    | 0.09%             | 2038-01-05      | Floating      | 5.55%                 | 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        |   1250877 | PA      | $1250814.19   | 0.23%             | 2029-01-03      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    402000 | PA      | $411175.25    | 0.08%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $169761.73    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $45461.12     | 0.01%             | 2026-05-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $127325.75    | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| IPS Corporation                                         | IPS Corporation 2021 Term Loan                                                   | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    688689 | PA      | $686967.05    | 0.13%             | 2028-10-02      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP VITAL ENERG                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -196639 | PA      | $-196638.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GrafTech Finance Inc                                    | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    105051 | PA      | $105313.53    | 0.02%             | 2029-12-21      | Floating      | 10.32%                | No            | 2                  | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                            | VERITAS SERIES G 1 PREFERRED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1576 | NS      | $35460.00     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PANTHER ESC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2523594 | PA      | $-2523593.75  | -0.47%            |  |  |  | No            | 2                  | On Loan: No      |
| Air Comm Corporation LLC                                | Air Comm Corporation LLC 2024 Term Loan                                          | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    176561 | PA      | $177222.69    | 0.03%             | 2031-12-11      | Floating      | 7.30%                 | No            | 3                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1141386.96   | 0.21%             | 2029-01-31      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Nomad Foods US LLC                                      | Nomad Foods US LLC 2023 Term Loan B5                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    576009 | PA      | $575289.32    | 0.11%             | 2029-11-12      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1421560 | PA      | $1387357.36   | 0.26%             | 2029-10-26      | Floating      | 10.93%                | No            | 2                  | On Loan: No      |
| THE 2023-MIC Trust                                      | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $255251.18    | 0.05%             | 2038-12-05      | Variable      | 9.86%                 | No            | 2                  | On Loan: No      |
| Republic Services Inc                                   | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737123.13    | 0.14%             | 2027-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -3745000 | PA      | $-3745000.00  | -0.69%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TALLGRASS E                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -390930 | PA      | $-390930.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      7206 | OU      | $562.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $96020.29     | 0.02%             | 2032-09-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP STANDARD BU                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -645150 | PA      | $-645150.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| TEXAS COMPETITIVE ELECTRIC HOL                          | Texas Competitive Electric HOL Corp Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $0.08         | 0.00%             | 2021-11-10      | Floating      | 5.03%                 | No            | 3                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245461.68    | 0.05%             | 2030-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP COHERENT CO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -224250 | PA      | $-224250.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126359.33    | 0.02%             | 2029-03-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2531750 | PA      | $-2531750.00  | -0.47%            |  |  |  | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    381000 | PA      | $381237.90    | 0.07%             | 2034-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                              | Amneal Pharmaceuticals LLC 2023 Term Loan B                                      | CUSIP: 03167DAQ7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    644036 | PA      | $653966.77    | 0.12%             | 2028-05-04      | Floating      | 9.83%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KY4C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2839703 | PA      | $2847659.04   | 0.53%             | 2044-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    214000 | PA      | $232374.76    | 0.04%             | 2027-02-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                 | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    806000 | PA      | $812506.03    | 0.15%             | 2029-01-31      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                             | RRP WYNN MACAU                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | Short            | RA               | CORP              | US        |   -297144 | PA      | $-297143.84   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP 2024 USD Add-on Term Loan B                                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   4248366 | PA      | $4250447.67   | 0.79%             | 2028-10-23      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                      | Connect Finco Sarl 2024 Extended Term Loan B                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    374571 | PA      | $354905.79    | 0.07%             | 2029-09-27      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35059.50     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    334000 | PA      | $337045.08    | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $808493.75    | 0.15%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                   | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28137.48     | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| ECL ENTERTAINMENT LLC                                   | ECL Entertainment LLC 2024 1st Lien Term Loan B                                  | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    376952 | PA      | $376481.21    | 0.07%             | 2030-09-03      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP QUEEN MERGE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -921008 | PA      | $-921007.50   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP HOWDEN UK R                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -721094 | PA      | $-721094.44   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP VIKING CRUI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -214137 | PA      | $-214136.74   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 1st Lien Term Loan                           | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    387507 | PA      | $200856.25    | 0.04%             | 2028-11-01      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Argent Securities Inc.                                  | Argent Securities Trust 2006-W5                                                  | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3662223 | PA      | $2403163.97   | 0.45%             | 2036-06-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    657000 | PA      | $679724.97    | 0.13%             | 2031-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP MULTI COLOR                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -347359 | PA      | $-347358.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                  | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    746289 | PA      | $748998.06    | 0.14%             | 2031-10-31      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -82 | NC      | $-327172.90   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210128.29    | 0.04%             | 2031-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SIRVA BGRS HOLDINGS INC                                 | SIRVA BGRS HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $463.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                             | RRP FIRST QUANT                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | Short            | RA               | CORP              | US        |   -366299 | PA      | $-366299.04   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417269.88    | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -164630 | PA      | $-164630.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    184000 | PA      | $166453.73    | 0.03%             | 2028-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    299000 | PA      | $308222.66    | 0.06%             | 2032-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43639.87     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12484.92     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP REPUBLIC SE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -707812 | PA      | $-707812.50   | -0.13%            |  |  |  | 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        |   1635011 | PA      | $1634668.07   | 0.30%             | 2028-04-28      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                 | Titanium 2l Bondco Sarl                                                          | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $34407.94     | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    796000 | PA      | $802641.27    | 0.15%             | 2029-10-15      | Fixed         | 5.75%                 | 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        |    648094 | PA      | $647367.67    | 0.12%             | 2027-08-01      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $366968.28    | 0.07%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    797000 | PA      | $799597.34    | 0.15%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -729220 | PA      | $-729220.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                 | Pebblebrook Hotel Trust                                                          | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |     14000 | PA      | $13231.15     | 0.00%             | 2026-12-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    757000 | PA      | $764904.59    | 0.14%             | 2029-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ROCKT 21 3A                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2714719 | PA      | $-2714719.33  | -0.50%            |  |  |  | No            | 2                  | On Loan: No      |
| Aretec Group Inc                                        | Aretec Group Inc 2024 1st Lien Term Loan B                                       | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    331145 | PA      | $331591.81    | 0.06%             | 2030-08-09      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     33000 | PA      | $39142.15     | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TWITTER INC                                             | Twitter Inc 2025 Fixed Term Loan                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91000 | PA      | $88421.97     | 0.02%             | 2029-10-26      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                         | Naked Juice LLC 2025 FLTO Term Loan                                              | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    322875 | PA      | $148926.31    | 0.03%             | 2030-01-24      | Floating      | 10.40%                | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    532000 | PA      | $550387.41    | 0.10%             | 2028-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1199250.00   | 0.22%             | 2039-01-15      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $84405.00     | 0.02%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94697 | PA      | $94933.70     | 0.02%             | 2039-02-15      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Learning Care Group (US) No 2 Inc                       | Learning Care Group (US) No 2 Inc 2024 Term Loan B                               | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |    109064 | PA      | $108819.05    | 0.02%             | 2028-08-11      | Floating      | 8.31%                 | No            | 2                  | On Loan: No      |
| MIDCAP FINANCIAL                                        | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $369500.00    | 0.07%             | 2030-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118529.95    | 0.02%             | 2028-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LABL Inc                                                | LABL Inc 2021 USD 1st Lien Term Loan                                             | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    800994 | PA      | $719628.91    | 0.13%             | 2028-10-30      | Floating      | 9.43%                 | No            | 2                  | On Loan: No      |
| PROPULSION BC FINCO SARL                                | Propulsion (BC) Finco Sarl 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116522 | PA      | $116722.43    | 0.02%             | 2029-09-14      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    879645 | PA      | $879095.30    | 0.16%             | 2038-12-15      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1039111.11   | 0.19%             | 2032-02-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     80000 | PA      | $98201.23     | 0.02%             | 2027-10-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP GRAY MEDIA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -687856 | PA      | $-687856.25   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP BOMBARDIER                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -510158 | PA      | $-510157.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000 | PA      | $160712.50    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    209000 | PA      | $197881.49    | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    475000 | PA      | $527455.07    | 0.10%             | 2028-03-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NCL CORPORA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -449940 | PA      | $-449940.46   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAS1<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700218.47    | 0.13%             | 2031-01-20      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    596000 | PA      | $607920.00    | 0.11%             | 2031-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $630787.50    | 0.12%             | 2041-11-15      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45962.69     | 0.01%             | 2032-03-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $158747.10    | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NORTHERN OI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -667946 | PA      | $-667946.25   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -349621 | PA      | $-349621.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CSC HOLDING                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -297660 | PA      | $-297660.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                             | BEACH ACQUISITION BIDCO LLC USD TERM LOAN B                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    179000 | PA      | $179895.00    | 0.03%             | 2032-06-25      | Floating      | 7.56%                 | No            | 3                  | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004861.61   | 0.19%             | 2028-11-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GENERAC POWER SYSTEMS INC                               | Generac Power Systems Inc 2024 Term Loan B                                       | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    153838 | PA      | $153772.89    | 0.03%             | 2031-07-03      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    793000 | PA      | $783978.82    | 0.15%             | 2027-08-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EFESTO BIDC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -894632 | PA      | $-894632.48   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $1967907.87   | 0.37%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| DUN & BRADSTREET CORP                                   | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    514000 | PA      | $526850.00    | 0.10%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -253046 | PA      | $-253046.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    354000 | PA      | $344537.23    | 0.06%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2686823.68   | 0.50%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    259000 | PA      | $264377.88    | 0.05%             | 2031-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2498809.69   | 0.46%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    704000 | PA      | $683459.68    | 0.13%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -914145 | PA      | $-914145.44   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     19000 | PA      | $18848.98     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TENET HEALT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -207188 | PA      | $-207187.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    601000 | PA      | $567574.63    | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ROGERS COMM                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -476875 | PA      | $-476875.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $195348.52    | 0.04%             | 2041-11-25      | Floating      | 6.96%                 | 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        |    295500 | PA      | $296871.12    | 0.06%             | 2028-11-05      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     85000 | PA      | $89369.00     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -373469 | PA      | $-373468.87   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| AI AQUA MERGER SUB INC                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1253359 | PA      | $1250764.93   | 0.23%             | 2028-07-31      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363526.39    | 0.07%             | 2031-03-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -185634 | PA      | $-185634.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $720343.16    | 0.13%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP LINDBLAD EX                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -190025 | PA      | $-190025.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.IG.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2320000 | OU      | $-52150.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    456000 | PA      | $433633.70    | 0.08%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Fixed Term Loan B                                      | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    595000 | PA      | $597231.25    | 0.11%             | 2031-05-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163871.45    | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -452812 | PA      | $-452812.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     60284 | PA      | $74384.41     | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    472399 | PA      | $472989.21    | 0.09%             | 2028-11-30      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Barracuda Networks Inc                                  | Barracuda Networks Inc 2022 Term Loan                                            | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    654798 | PA      | $541682.05    | 0.10%             | 2029-08-15      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Company LLC                           | Vistra Operations Company LLC 1st Lien Term Loan B3                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    683290 | PA      | $684663.10    | 0.13%             | 2030-12-20      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Tenneco Inc                                             | Tenneco Inc 2022 Term Loan B                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    644000 | PA      | $627256.00    | 0.12%             | 2028-11-17      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $201712.50    | 0.04%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    993000 | PA      | $1022990.59   | 0.19%             | 2032-04-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | FR        |     33000 | OU      | $5060.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    785000 | PA      | $548984.00    | 0.10%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708000 | PA      | $705689.25    | 0.13%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    561000 | PA      | $614507.48    | 0.11%             | 2029-04-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| PREGIS TOPCO CORPORATION                                | Pregis TopCo Corporation 2025 Refinancing Term Loan                              | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    424602 | PA      | $425451.18    | 0.08%             | 2029-02-01      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MAUSER PACK                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3220665 | PA      | $-3220665.00  | -0.60%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    138000 | PA      | $127586.81    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029918.37   | 0.19%             | 2028-01-09      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LIMITED                               | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2165637 | PA      | $2171635.89   | 0.40%             | 2030-06-20      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    538000 | PA      | $498069.64    | 0.09%             | 2029-01-20      | Floating      | 9.69%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CREDIT INCOME                                  | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    197000 | PA      | $206638.81    | 0.04%             | 2027-09-16      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $149292.02    | 0.03%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131904.07    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $502821.92    | 0.09%             | 2047-05-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100888.80    | 0.02%             | 2059-10-27      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $289644.08    | 0.05%             | 2033-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2133000 | PA      | $2208494.34   | 0.41%             | 2032-03-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210042.20    | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| TRAVELPORT                                              | TRAVELPORT                                                                       | CUSIP: 000000000<br>LEI: IO4AG7EXK7ETMHT8ZR57 | Long             | EC               | CORP              | US        |        90 | NS      | $241831.80    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| MITCHELL INTERNATIONAL INC                              | Mitchell International Inc 2024 1st Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   1190008 | PA      | $1188103.49   | 0.22%             | 2031-06-17      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $52154.98     | 0.01%             | 2029-05-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| INCORA TOP HOLDCO LLC 6 31JA                            | INCORA TOP HOLDCO LLC 6 31JA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198280 | PA      | $183071.92    | 0.03%             | 2033-01-31      | Fixed         | 6.00%                 | No            | 3                  | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    317000 | PA      | $322271.71    | 0.06%             | 2032-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $121858.99    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    323000 | PA      | $322855.36    | 0.06%             | 2027-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123684.82    | 0.02%             | 2028-11-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| UBS AG STAMFORD CT                                      | UBS AG/Stamford CT                                                               | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1218534.46   | 0.23%             | 2027-07-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MINERALS TECHNOLOGIES IN                                | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166230.09    | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    397000 | PA      | $387630.88    | 0.07%             | 2032-04-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2647481.90   | 0.49%             | 2030-07-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRIUMPH GROUP INC                                       | Triumph Group Inc                                                                | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1125508.08   | 0.21%             | 2028-03-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    479000 | PA      | $512350.38    | 0.10%             | 2031-04-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                 | Zayo Group Holdings Inc USD Term Loan                                            | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2556681 | PA      | $2426801.86   | 0.45%             | 2027-03-09      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    307000 | PA      | $318896.56    | 0.06%             | 2030-04-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Zurn Holdings Inc                                       | Zurn Holdings Inc 2021 Term Loan B                                               | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |    389461 | PA      | $391198.46    | 0.07%             | 2028-10-04      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300700.20    | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ILIAD HOLDI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -197099 | PA      | $-197099.32   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    748000 | PA      | $777934.21    | 0.14%             | 2032-02-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP LCM INVESTM                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -299704 | PA      | $-299703.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761726 | PA      | $767666.77    | 0.14%             | 2063-07-25      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware Inc                                | Restoration Hardware Inc Term Loan B                                             | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    306542 | PA      | $297449.66    | 0.06%             | 2028-10-20      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran Cavu 2021-1 Ltd                                                         | CUSIP: 89624NAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250989.05    | 0.05%             | 2037-07-23      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $412144.00    | 0.08%             | 2030-02-28      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $250025.00    | 0.05%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CENTRAL PAR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -238280 | PA      | $-238280.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1333000 | PA      | $1391318.75   | 0.26%             | 2028-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1020938.91   | 0.19%             | 2031-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    408000 | PA      | $399358.27    | 0.07%             | 2029-11-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    286000 | PA      | $292387.34    | 0.05%             | 2030-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions Inc                           | CCC Intelligent Solutions Inc Term Loan                                          | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   1493383 | PA      | $1493203.44   | 0.28%             | 2032-01-23      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| SWF HOLDINGS I CORP                                     | SWF Holdings I Corp                                                              | CUSIP: 78500CAA2<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |    209600 | PA      | $99558.78     | 0.02%             | 2029-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    381000 | PA      | $320645.79    | 0.06%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EOC Borrower LLC                                        | EOC Borrower LLC Term Loan B                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1882000 | PA      | $1882583.42   | 0.35%             | 2032-03-24      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARCHROCK PA                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -245531 | PA      | $-245531.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CVENT INC                                               | Cvent Inc 2025 Term Loan B                                                       | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |    724128 | PA      | $723208.78    | 0.13%             | 2030-06-17      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CLEARWAY EN                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -256680 | PA      | $-256680.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -671544 | PA      | $-671543.75   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    725865 | PA      | $698100.90    | 0.13%             | 2027-10-01      | Floating      | 8.40%                 | No            | 2                  | On Loan: No      |
| WHATABRANDS LLC                                         | Whatabrands LLC 2024 1st Lien Term Loan B                                        | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    586899 | PA      | $586928.17    | 0.11%             | 2028-08-03      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -354469 | PA      | $-354468.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -3510000 | PA      | $-3510000.00  | -0.65%            |  |  |  | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     79000 | PA      | $84325.39     | 0.02%             | 2031-01-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan B                                         | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    600007 | PA      | $497255.84    | 0.09%             | 2028-06-30      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP IRON MOUNTA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -372288 | PA      | $-372287.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    189000 | PA      | $177702.42    | 0.03%             | 2031-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DEALER TIRE FINANCIAL LLC                               | Dealer Tire Financial LLC 2024 1st Lien Term Loan B                              | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    689534 | PA      | $685224.48    | 0.13%             | 2031-07-02      | Floating      | 7.33%                 | No            | 3                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                   | eG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    298000 | PA      | $328954.45    | 0.06%             | 2028-11-30      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |   2237000 | PA      | $2371315.09   | 0.44%             | 2028-02-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119392.75    | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | 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        |    460719 | PA      | $449201.41    | 0.08%             | 2029-11-01      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| Veritiv Corporation                                     | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    291531 | PA      | $292333.03    | 0.05%             | 2030-11-30      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -845372 | PA      | $-845372.50   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    432000 | PA      | $425571.36    | 0.08%             | 2027-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    895000 | PA      | $918465.28    | 0.17%             | 2032-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294639.63    | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corporation 2024 Term Loan B                                        | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1362653 | PA      | $1363661.77   | 0.25%             | 2027-03-02      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FREEDOM MOR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -263250 | PA      | $-263250.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    456000 | PA      | $502900.06    | 0.09%             | 2030-11-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Kaman Corporation                                       | Kaman Corporation 2025 Term Loan B                                               | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    351790 | PA      | $351241.31    | 0.07%             | 2032-02-26      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $798003.92    | 0.15%             | 2039-06-15      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $222110.02    | 0.04%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-15559.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP APTIV PLC 4                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -178500 | PA      | $-178500.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| VIZIENT INC                                             | Vizient Inc 2024 Term Loan B                                                     | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    629549 | PA      | $630335.58    | 0.12%             | 2031-08-01      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP SERVICE PRO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -147400 | PA      | $-147400.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                     | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135233.94    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 2nd Lien Term Loan B3                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    364000 | PA      | $347165.00    | 0.06%             | 2028-01-31      | Floating      | 9.69%                 | No            | 2                  | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $133508.81    | 0.02%             | 2030-06-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    554000 | PA      | $542358.02    | 0.10%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                       | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    329000 | PA      | $328004.76    | 0.06%             | 2030-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145769 | PA      | $145723.74    | 0.03%             | 2038-10-15      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239254.92    | 0.04%             | 2030-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 USD Term Loan                                | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    326571 | PA      | $305344.27    | 0.06%             | 2027-11-24      | Floating      | 8.43%                 | No            | 3                  | On Loan: No      |
| COLT Funding LLC                                        | COLT 2022-7 Mortgage Loan Trust                                                  | CUSIP: 12663GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1631289 | PA      | $1623379.57   | 0.30%             | 2067-04-25      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1587537.65   | 0.29%             | 2028-09-15      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1469504.07   | 0.27%             | 2025-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Perrigo Investments, LLC                                | Perrigo Investments LLC 2024 Term Loan B                                         | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |    330523 | PA      | $330384.52    | 0.06%             | 2029-04-20      | Floating      | 6.33%                 | 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        |    845426 | PA      | $848030.26    | 0.16%             | 2031-01-31      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    938000 | PA      | $966903.53    | 0.18%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                             | RRP WYNN MACAU                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | Short            | RA               | CORP              | US        |   -680684 | PA      | $-680684.39   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ABBVIE INC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -968750 | PA      | $-968750.00   | -0.18%            |  |  |  | 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        |    133687 | PA      | $133798.06    | 0.02%             | 2030-10-04      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| MILLENNIUM CORP CLAIM                                   | MILLENNIUM CORP CLAIM CORPORATE TRUST CLAIMS                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    861100 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| SHIFT4 PAYMENTS INC                                     | Shift4 Payments Inc                                                              | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $219675.00    | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152460.13    | 0.03%             | 2032-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                                  | RR 24 Ltd                                                                        | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $250810.50    | 0.05%             | 2037-01-15      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP GARDA WORLD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -450205 | PA      | $-450205.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Option Care Health Inc                                  | Option Care Health Inc 2021 Term Loan B                                          | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    651098 | PA      | $654490.58    | 0.12%             | 2028-10-27      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1158333.00   | 0.21%             | 2028-11-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    199000 | PA      | $190814.85    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1239700 | PA      | $-1239700.00  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| SIRVA Worldwide Inc                                     | SIRVA Worldwide Inc 2024 Term Loan                                               | CUSIP: 000000000<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    247319 | PA      | $96454.53     | 0.02%             | 2029-08-20      | Floating      | 12.32%                | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1809357.25   | 0.34%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888459.36    | 0.16%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    327000 | PA      | $318179.80    | 0.06%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    266000 | PA      | $272347.03    | 0.05%             | 2029-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2021 USD 2nd Lien Term Loan                         | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    536206 | PA      | $510736.22    | 0.09%             | 2028-04-07      | Floating      | 11.31%                | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1368958 | PA      | $1332639.49   | 0.25%             | 2028-06-02      | Floating      | 8.29%                 | 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        |    471000 | PA      | $459351.93    | 0.09%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| OMNIA PARTNERS LLC                                      | OMNIA Partners LLC 2024 Term Loan B                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    338300 | PA      | $338793.92    | 0.06%             | 2030-07-25      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193697.15    | 0.04%             | 2029-09-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP TEVA PHARMA                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -103598 | PA      | $-103597.82   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    236000 | PA      | $245439.72    | 0.05%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies Inc                               | Minerals Technologies Inc 2024 Term Loan B                                       | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    497500 | PA      | $496878.13    | 0.09%             | 2031-11-26      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $63443.52     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP QUIKRETE HO                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1017450 | PA      | $-1017450.00  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| DAYFORCE INC                                            | Dayforce Inc 2025 Term Loan B                                                    | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1318713 | PA      | $1318713.30   | 0.24%             | 2031-03-01      | Floating      | 6.28%                 | No            | 3                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1286152 | PA      | $-1286152.50  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50066.47     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    251000 | PA      | $234753.02    | 0.04%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Extended Term Loan B2                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    417469 | PA      | $411795.23    | 0.08%             | 2030-04-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHURCHILL D                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -724274 | PA      | $-724273.75   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TWILIO INC                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -212095 | PA      | $-212095.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    515000 | PA      | $526473.01    | 0.10%             | 2030-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38211.92     | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    169000 | PA      | $174508.90    | 0.03%             | 2033-07-15      | Fixed         | 6.75%                 | 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        |    179000 | PA      | $173415.62    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $393150.73    | 0.07%             | 2030-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    238000 | PA      | $249532.73    | 0.05%             | 2031-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2022-VII Ltd                                                        | CUSIP: 12569GAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $504960.90    | 0.09%             | 2038-01-22      | Floating      | 9.62%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    372000 | PA      | $400845.04    | 0.07%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |    101008 | PA      | $99346.42     | 0.02%             | 2031-04-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    483000 | PA      | $461122.13    | 0.09%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $394190.37    | 0.07%             | 2031-03-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP SCIENTIFIC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -164350 | PA      | $-164350.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23849.73     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GYP HOLDING                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -321379 | PA      | $-321378.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAG4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $553440.25    | 0.10%             | 2037-04-21      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP SUNRISE FIN                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -180677 | PA      | $-180676.89   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98926.58     | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TEREX CORPO                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -96338 | PA      | $-96337.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559000 | PA      | $558959.04    | 0.10%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $259922.38    | 0.05%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.              | Axalta Coating Systems US Holdings Inc 2024 Term Loan B                          | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    716176 | PA      | $717930.23    | 0.13%             | 2029-12-20      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| WR Grace & Co-Conn                                      | WR Grace & Co-Conn 2021 Term Loan B                                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    801046 | PA      | $801382.77    | 0.15%             | 2028-09-22      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117188.18    | 0.02%             | 2027-11-04      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TK ELEVATOR                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -676103 | PA      | $-676103.22   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    557000 | PA      | $597761.82    | 0.11%             | 2031-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP UBS GROUP A                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -657869 | PA      | $-657868.80   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP ZOOMINFO TE                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -290030 | PA      | $-290030.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    121000 | PA      | $123282.91    | 0.02%             | 2030-05-15      | Fixed         | 6.63%                 | 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        |    339000 | PA      | $347451.95    | 0.06%             | 2029-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       568 | NC      | $427995.82    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NCL FINANCE                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -245823 | PA      | $-245822.63   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $703689.54    | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    778000 | PA      | $809235.92    | 0.15%             | 2029-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                       | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220768.66    | 0.04%             | 2030-09-09      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    343380 | PA      | $310758.90    | 0.06%             | 2030-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41281.79     | 0.01%             | 2035-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118803.39    | 0.02%             | 2030-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1537000 | PA      | $1591689.53   | 0.30%             | 2030-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476574 | PA      | $478627.96    | 0.09%             | 2030-10-26      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1562007 | PA      | $1561027.89   | 0.29%             | 2032-04-20      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ARDAGH META                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1311120 | PA      | $-1311120.00  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| Oxea Holding Drei GmbH                                  | Oxea Holding Drei GmbH 2017 USD Term Loan B2                                     | CUSIP: 000000000<br>LEI: 529900MSP24R2FE9U796 | Long             | LON              | CORP              | US        |    849372 | PA      | $796711.22    | 0.15%             | 2031-04-08      | Floating      | 7.35%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $690663.55    | 0.13%             | 2029-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP COMMSCOPE L                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -446296 | PA      | $-446296.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                      | WHITEWATER MATTERHORN HOLD LLC 2025 TERM LOAN B                                  | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    140000 | PA      | $139795.60    | 0.03%             | 2032-06-16      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    542000 | PA      | $537243.95    | 0.10%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UFC HOLDINGS LLC                                        | UFC Holdings LLC 2024 Term Loan B                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   1453099 | PA      | $1457865.16   | 0.27%             | 2031-11-21      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| WEX INC                                                 | WEX Inc 2024 Term Loan B2                                                        | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    169148 | PA      | $169053.14    | 0.03%             | 2028-03-31      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1381184.63   | 0.26%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $679230.51    | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    127000 | PA      | $140082.40    | 0.03%             | 2030-07-25      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                       | HERC HOLDINGS INC TERM LOAN B                                                    | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    156000 | PA      | $156455.52    | 0.03%             | 2032-06-02      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Jeld-Wen Inc                                            | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72312.26     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     15053 | PA      | $12870.32     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    108000 | PA      | $105198.33    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282000 | PA      | $282000.00    | 0.05%             | 2032-08-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    501000 | PA      | $499396.80    | 0.09%             | 2025-09-23      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fender Musical Instruments Corporation                  | Fender Musical Instruments Corporation 2021 Term Loan B                          | CUSIP: 000000000<br>LEI: 549300G8G1R16J8L5Q60 | Long             | LON              | CORP              | US        |     68420 | PA      | $61236.11     | 0.01%             | 2028-12-01      | Floating      | 8.43%                 | No            | 2                  | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $117115.00    | 0.02%             | 2029-09-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28500000 | PA      | $28703730.54  | 5.33%             | 2026-05-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    679000 | PA      | $674099.32    | 0.13%             | 2029-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WASTE PRO U                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -946286 | PA      | $-946286.25   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    515000 | PA      | $528376.61    | 0.10%             | 2030-04-30      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP HEALTHPEAK                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -867500 | PA      | $-867500.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $792810.69    | 0.15%             | 2033-11-10      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $127888.95    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200443.01    | 0.04%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Celestica Inc                                           | Celestica Inc 2024 Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300J3CG5T6RZWLN53 | Long             | LON              | CORP              | CA        |    227700 | PA      | $227700.00    | 0.04%             | 2031-06-20      | Floating      | 6.07%                 | No            | 3                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |         1 | NC      | $-1648.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM17 Trust                                                             | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |   1148202 | PA      | $1151374.72   | 0.21%             | 2064-11-25      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    411000 | PA      | $412592.63    | 0.08%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52543.04     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| AlixPartners LLP                                        | AlixPartners LLP 2021 USD Term Loan B                                            | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   1043678 | PA      | $1047205.62   | 0.19%             | 2028-02-04      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    125000 | PA      | $130154.63    | 0.02%             | 2030-10-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                    | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $407310.08    | 0.08%             | 2028-11-01      | Fixed         | 7.88%                 | 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        |   1605637 | PA      | $1605299.92   | 0.30%             | 2031-05-06      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    406000 | PA      | $397487.40    | 0.07%             | 2026-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    524000 | PA      | $382614.58    | 0.07%             | 2029-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $366447.68    | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    566000 | PA      | $585476.63    | 0.11%             | 2029-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109311.41    | 0.02%             | 2032-04-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ATHENAHEALT                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -394312 | PA      | $-394312.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    878000 | PA      | $923496.90    | 0.17%             | 2030-10-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FAIR ISAAC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -317715 | PA      | $-317715.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Gulfside Supply Inc                                     | Gulfside Supply Inc Term Loan B                                                  | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |    268373 | PA      | $268708.81    | 0.05%             | 2031-06-17      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| STAR HOLDING LLC                                        | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    256000 | PA      | $241245.90    | 0.04%             | 2031-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP STAR HOLDIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -215680 | PA      | $-215680.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |     30000 | OU      | $2777.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ENTEGRIS ES                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -684792 | PA      | $-684792.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP COLOMBIA (R                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -196182 | PA      | $-196182.39   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc      | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan            | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    336043 | PA      | $336322.02    | 0.06%             | 2029-07-06      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer (BC) Holdco B Sa rl 2024 USD Term Loan B                                  | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |    148625 | PA      | $148996.25    | 0.03%             | 2029-02-15      | Floating      | 9.56%                 | No            | 3                  | On Loan: No      |
| DRAKE SOFTWARE LLC                                      | Drake Software LLC 2024 Term Loan B                                              | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    417827 | PA      | $415738.09    | 0.08%             | 2031-06-26      | Floating      | 8.55%                 | No            | 3                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SS+C TECHNO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -514642 | PA      | $-514642.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32848.74     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1343110 | PA      | $-1343109.63  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $124298.28    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VIKING CRUI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -660711 | PA      | $-660711.01   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    391000 | PA      | $373719.98    | 0.07%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Corp.                       | Mavis Tire Express Services Corp 2025 Repriced Term Loan                         | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   1736308 | PA      | $1734380.71   | 0.32%             | 2028-05-04      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130986.11    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    200166 | PA      | $194411.23    | 0.04%             | 2029-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SABRE GLBL                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -81180 | PA      | $-81180.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP NORDEA BANK                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -456826 | PA      | $-456825.60   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    819000 | PA      | $857129.36    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    435000 | PA      | $433849.95    | 0.08%             | 2026-02-02      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    422000 | PA      | $395542.75    | 0.07%             | 2028-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Entegris Inc                                            | Entegris Inc 2023 Term Loan B                                                    | CUSIP: 29362LAM6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    392670 | PA      | $394523.53    | 0.07%             | 2029-07-06      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                   | CWABS Asset-Backed Certificates Trust 2006-25                                    | CUSIP: 12668HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424625 | PA      | $404392.14    | 0.08%             | 2037-06-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    162000 | PA      | $168706.31    | 0.03%             | 2032-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ENEL FINANC                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -844875 | PA      | $-844875.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP 1261229 BC                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -2578511 | PA      | $-2578511.25  | -0.48%            |  |  |  | No            | 2                  | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                                | Waystar Technologies Inc 2024 1st Lien Term Loan B                               | CUSIP: 000000000<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    256265 | PA      | $256746.46    | 0.05%             | 2029-10-22      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1577000 | PA      | $1561230.00   | 0.29%             | 2028-09-30      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    789028 | PA      | $787275.90    | 0.15%             | 2031-04-14      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| LIGADO NETWORKS LLC                                     | Ligado Networks LLC                                                              | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217453 | PA      | $72846.76     | 0.01%             | 2023-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     54286 | PA      | $64265.61     | 0.01%             | 2028-07-31      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     55000 | NS      | $1382150.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CABLEVISION LIGHTPATH                                   | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192762.42    | 0.04%             | 2027-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    169000 | PA      | $167815.06    | 0.03%             | 2027-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    160000 | PA      | $197968.24    | 0.04%             | 2030-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Packers Holdings LLC                                    | Packers Holdings LLC 2021 Term Loan                                              | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |    483101 | PA      | $258458.88    | 0.05%             | 2028-03-09      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CABLE ONE I                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -480510 | PA      | $-480510.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    151000 | PA      | $160146.99    | 0.03%             | 2029-08-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $314325.99    | 0.06%             | 2032-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP WEATHERFORD                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -259721 | PA      | $-259721.47   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP US ACUTE CA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -232785 | PA      | $-232785.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HEARTHSIDE EQUITY                                       | HEARTHSIDE EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4335 | NS      | $82798.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    606000 | PA      | $588223.11    | 0.11%             | 2029-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118546.81    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1038598 | PA      | $1033280.62   | 0.19%             | 2031-01-30      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                            | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $188250.00    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ALTICE FINA                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -320735 | PA      | $-320735.16   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -836875 | PA      | $-836875.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    172000 | PA      | $186189.14    | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104362.90    | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORPORATION                                    | Carnival Corporation 2025 Term Loan (2027)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    125954 | PA      | $125835.61    | 0.02%             | 2027-08-08      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP UBS GROUP A                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -429764 | PA      | $-429764.20   | -0.08%            |  |  |  | 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        |    513374 | PA      | $512414.28    | 0.10%             | 2031-04-23      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -216172 | PA      | $-216172.50   | -0.04%            |  |  |  | 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        |    744117 | PA      | $744876.04    | 0.14%             | 2031-07-01      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 2nd Lien Term Loan                                    | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    284000 | PA      | $289680.00    | 0.05%             | 2032-11-22      | Floating      | 9.08%                 | No            | 3                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1377394 | PA      | $-1377393.75  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $314119.01    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CAMELOT FINANCE SA                                      | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    157000 | PA      | $154590.69    | 0.03%             | 2026-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    259000 | PA      | $258368.25    | 0.05%             | 2028-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228275.00    | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                  | XPLR Infrastructure LP                                                           | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    396000 | PA      | $385110.07    | 0.07%             | 2025-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP NATIONSTAR                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -286650 | PA      | $-286650.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $505416.25    | 0.09%             | 2034-10-25      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $198497.34    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86382.24     | 0.02%             | 2030-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP II                                | Blue Owl Capital Corp II                                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110119.96    | 0.02%             | 2026-11-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP VIAVI SOLUT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -85115 | PA      | $-85115.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bright Horizons Family Solutions LLC                    | Bright Horizons Family Solutions LLC 2024 Term Loan B                            | CUSIP: 10919RAP4<br>LEI: 254900BHOU40CFNXWQ75 | Long             | LON              | CORP              | US        |    780109 | PA      | $781895.27    | 0.15%             | 2028-11-24      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP LLOYDS BANK                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -389308 | PA      | $-389308.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484884.94    | 0.09%             | 2030-07-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    528000 | PA      | $543020.02    | 0.10%             | 2032-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2020 USD Term Loan Q                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    607000 | PA      | $601069.61    | 0.11%             | 2029-01-31      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GATES CORP                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -189140 | PA      | $-189140.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Associated Materials Inc                                | Associated Materials Inc 2022 Term Loan B                                        | CUSIP: 88607CAB1<br>LEI: 254900KM84WNG9539P42 | Long             | LON              | CORP              | US        |    383969 | PA      | $347011.69    | 0.06%             | 2029-03-08      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP WAND NEWCO                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -490288 | PA      | $-490287.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -470940 | PA      | $-470940.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ATI INC 5.1                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -189738 | PA      | $-189737.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| TMK HAWK PARENT CORP                                    | TMK Hawk Parent Corp 2024 Term Loan B                                            | CUSIP: 87258WAV7<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |    778369 | PA      | $467021.68    | 0.09%             | 2029-06-30      | Floating      | 6.33%                 | No            | 3                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP IMOLA MERGE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -297412 | PA      | $-297412.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Skopima Merger Sub Inc                                  | Skopima Merger Sub Inc 2024 Repriced Term Loan                                   | CUSIP: 36171NAG1<br>LEI: 254900K3R60UMIODZD21 | Long             | LON              | CORP              | US        |    485922 | PA      | $478977.77    | 0.09%             | 2028-05-12      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                 | New Fortress Energy Inc 2025 Incremental Term Loan B                             | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    149238 | PA      | $80257.35     | 0.01%             | 2028-10-30      | Floating      | 9.81%                 | 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        |    488000 | PA      | $490947.52    | 0.09%             | 2032-05-27      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144568.11    | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4409000 | PA      | $4428699.10   | 0.82%             | 2026-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    237000 | PA      | $229351.70    | 0.04%             | 2031-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     14965 | PA      | $14675.05     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Calpine Corporation                                     | Calpine Corporation 2024 Term Loan B10                                           | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    410355 | PA      | $410047.23    | 0.08%             | 2031-01-31      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PART LP                                   | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $90679.05     | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP FORTRESS IN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -454740 | PA      | $-454740.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    483142 | PA      | $482176.22    | 0.09%             | 2030-02-06      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                              | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    224000 | PA      | $232226.62    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                              | Weber-Stephen Products LLC Term Loan B                                           | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    492258 | PA      | $488231.23    | 0.09%             | 2027-10-30      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| AMERIFORGE GROUP INC COMMON STOCK                       | AMERIFORGE GROUP INC COMMON STOCK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $0.01         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    554000 | PA      | $545010.85    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $138008.90    | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP WYNN RESORT                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -418200 | PA      | $-418200.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc Term Loan B4                                       | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    852077 | PA      | $851012.26    | 0.16%             | 2026-10-19      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PENNYMAC FI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -267651 | PA      | $-267651.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4640000 | PA      | $5365747.04   | 1.00%             | 2033-11-13      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93161.08     | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $225513.47    | 0.04%             | 2026-08-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235787.29    | 0.04%             | 2029-10-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185952.57    | 0.03%             | 2048-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP HEALTHEQUIT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -446644 | PA      | $-446643.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    209000 | PA      | $209268.53    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 2nd Lien Term Loan                           | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    247000 | PA      | $104152.49    | 0.02%             | 2029-11-01      | Floating      | 11.38%                | No            | 2                  | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                             | Creative Artists Agency LLC 2024 1st Lien Term Loan B                            | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |   1788591 | PA      | $1793045.00   | 0.33%             | 2031-10-01      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| CROWN FINANCE US INC                                    | Crown Finance US Inc 2024 Term Loan B                                            | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    418087 | PA      | $417564.42    | 0.08%             | 2031-12-02      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                 | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    560000 | PA      | $377210.40    | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | Cushman & Wakefield US Borrower LLC 2024 Tranche 2 Incremental Term Loan         | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    284250 | PA      | $285315.94    | 0.05%             | 2030-01-31      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19756.89     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    198000 | PA      | $202950.00    | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    353000 | PA      | $360931.91    | 0.07%             | 2032-05-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UWM HOLDING                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -357170 | PA      | $-357170.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP BELRON UK F                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -724368 | PA      | $-724367.96   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| 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        |    756212 | PA      | $755206.06    | 0.14%             | 2028-12-21      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     38783 | PA      | $50948.91     | 0.01%             | 2029-12-18      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1401987.09   | 0.26%             | 2028-09-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2390816 | PA      | $2362436.58   | 0.44%             | 2031-09-30      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197101.52    | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120900.24    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    640000 | PA      | $649458.56    | 0.12%             | 2028-08-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $158657.85    | 0.03%             | 2028-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5300000 | PA      | $5385451.05   | 1.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -44144 | PA      | $-44143.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Renewables, LLC                           | Constellation Renewables LLC 2020 Term Loan                                      | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    488161 | PA      | $489381.11    | 0.09%             | 2027-12-15      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    618000 | PA      | $649474.12    | 0.12%             | 2032-01-30      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2020 USD Term Loan B                                | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   1435829 | PA      | $1392912.27   | 0.26%             | 2027-04-09      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    142000 | PA      | $135090.82    | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP CVS HEALTH                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -892500 | PA      | $-892500.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP UNITEDHEALT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -228000 | PA      | $-228000.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108131.71    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Element Solutions Inc                                   | Element Solutions Inc 2023 Term Loan B                                           | CUSIP: 72766TAH2<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    809176 | PA      | $811029.03    | 0.15%             | 2030-12-18      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| MITCHELL INTERNATIONAL INC                              | Mitchell International Inc 2024 2nd Lien Term Loan                               | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    191000 | PA      | $187132.25    | 0.03%             | 2032-06-17      | Floating      | 9.58%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CENTRAL PAR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -71776 | PA      | $-71776.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1858.20      | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP LLOYDS BANK                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1122412 | PA      | $-1122412.50  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1256435 | PA      | $1222561.06   | 0.23%             | 2027-04-15      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1252447.46   | 0.23%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP SENSATA TEC                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -424436 | PA      | $-424436.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     22000 | OU      | $-4105.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      5361 | OU      | $418.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BPR Trust                                               | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $203944.60    | 0.04%             | 2039-11-05      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| CPT MORTGAGE TRUST                                      | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $218512.93    | 0.04%             | 2039-11-13      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ICAHN ENTER                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -77965 | PA      | $-77965.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119218.92    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    212000 | PA      | $212678.88    | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -232650 | PA      | $-232650.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1568659 | PA      | $-1568658.75  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| JetBlue Airways Corporation                             | JetBlue Airways Corporation 2024 Term Loan B                                     | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |    457817 | PA      | $427889.33    | 0.08%             | 2029-08-27      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293525 | PA      | $298484.90    | 0.06%             | 2054-07-30      | Fixed         | 6.03%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP OUTFRONT ME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -228470 | PA      | $-228470.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272000 | PA      | $272716.34    | 0.05%             | 2074-10-20      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70270.12     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XVIII-R                                                               | CUSIP: 03767NBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1353000 | PA      | $1355858.35   | 0.25%             | 2038-01-22      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWAP/CDSWAP/SCDS: (SESGFP)                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      8000 | OU      | $-332.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $127609.79    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2709798 | PA      | $2714404.98   | 0.50%             | 2031-02-28      | Floating      | 6.80%                 | 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        |   1830748 | PA      | $1823882.46   | 0.34%             | 2030-05-06      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    224000 | PA      | $230370.23    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -483502 | PA      | $-483502.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $878126.11    | 0.16%             | 2037-04-15      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP DUN + BRADS                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -402205 | PA      | $-402205.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CHOBANI HOLDCO II LLC                                   | Chobani Holdco II LLC                                                            | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1362881 | PA      | $1459469.74   | 0.27%             | 2029-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| AXALTA COATING SYSTEMS D                                | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    273000 | PA      | $287820.38    | 0.05%             | 2031-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Bleriot US Bidco Inc                                    | Bleriot US Bidco Inc 2023 Term Loan B                                            | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    659075 | PA      | $660314.27    | 0.12%             | 2030-10-31      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $184692.44    | 0.03%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    791000 | PA      | $872628.04    | 0.16%             | 2030-10-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120308.41    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP INTERPUBLIC                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -116621 | PA      | $-116621.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $989175.00    | 0.18%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    437000 | PA      | $430243.54    | 0.08%             | 2029-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GATES GLOBAL LLC                                        | Gates Global LLC 2024 Term Loan B5                                               | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   1282007 | PA      | $1280981.71   | 0.24%             | 2031-06-04      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123730.15    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118407.50    | 0.02%             | 2029-04-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2007-19                                                   | CUSIP: 02151AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530055 | PA      | $245255.72    | 0.05%             | 2037-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corporation                         | Discovery Purchaser Corporation Term Loan                                        | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     74625 | PA      | $74462.04     | 0.01%             | 2029-10-04      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| Pike Corporation                                        | Pike Corporation 2021 Incremental Term Loan B                                    | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    423463 | PA      | $425639.61    | 0.08%             | 2028-01-21      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $129200.65    | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVII LTD                    | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250033.03    | 0.05%             | 2031-01-25      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -348232 | PA      | $-348232.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Service Experts Issuer                                  | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179969 | PA      | $183190.76    | 0.03%             | 2035-11-20      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                      | Radiate Holdco LLC 2021 Term Loan B                                              | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   1586122 | PA      | $1377372.44   | 0.26%             | 2026-09-25      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| ARES LXVIII CLO Ltd                                     | Ares LXVIII CLO Ltd                                                              | CUSIP: 039942AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    620000 | PA      | $622023.62    | 0.12%             | 2035-04-25      | Floating      | 12.83%                | No            | 2                  | On Loan: No      |
| Standard Industries Inc                                 | Standard Industries Inc 2021 Term Loan B                                         | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    218386 | PA      | $218669.90    | 0.04%             | 2028-09-22      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CRESCENT EN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -327951 | PA      | $-327951.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| HOMES Trust                                             | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |    548330 | PA      | $550829.94    | 0.10%             | 2069-10-25      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    317000 | PA      | $323534.32    | 0.06%             | 2032-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $141117.66    | 0.03%             | 2032-08-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                                | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    300000 | PA      | $345300.00    | 0.06%             | 2027-06-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ROCKET MORT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -72885 | PA      | $-72885.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101560.43    | 0.02%             | 2029-07-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85747.90     | 0.02%             | 2030-09-01      | Fixed         | 4.25%                 | 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        |    255837 | PA      | $257315.64    | 0.05%             | 2028-07-03      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP GENERAL MOT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -997500 | PA      | $-997500.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $203376.00    | 0.04%             | 2029-09-20      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP BROADCOM IN                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -524125 | PA      | $-524125.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp 2024 Term Loan J                                            | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   1621711 | PA      | $1623235.41   | 0.30%             | 2031-01-24      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505426.92    | 0.09%             | 2055-04-01      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $452385.45    | 0.08%             | 2026-06-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Titan Acquisition Limited                               | Titan Acquisition Limited 2024 Term Loan B                                       | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   2149452 | PA      | $2153665.23   | 0.40%             | 2029-02-15      | Floating      | 8.80%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92284.30     | 0.02%             | 2031-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $189377.70    | 0.04%             | 2029-03-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP CELANESE US                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -155886 | PA      | $-155886.25   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $690160.95    | 0.13%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Realtruck Group Inc                                     | RealTruck Group Inc 2023 Incremental Term Loan                                   | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    234811 | PA      | $212973.65    | 0.04%             | 2028-01-31      | Floating      | 9.44%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    227000 | PA      | $233617.05    | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198109.73    | 0.04%             | 2028-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan C                                                         | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1026133 | PA      | $1022602.77   | 0.19%             | 2030-09-29      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    196000 | PA      | $203926.83    | 0.04%             | 2031-06-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -686171 | PA      | $-686171.25   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4391000 | PA      | $4594428.14   | 0.85%             | 2032-01-31      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MGM CHINA H                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -185598 | PA      | $-185597.98   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| AthenaHealth Group Inc                                  | Athenahealth Group Inc 2022 Term Loan B                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   3009023 | PA      | $3004328.61   | 0.56%             | 2029-02-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $357768.29    | 0.07%             | 2027-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Planet US Buyer LLC                                     | Planet US Buyer LLC 2024 Term Loan B                                             | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    236635 | PA      | $237462.76    | 0.04%             | 2031-02-07      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP GARRETT MOT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -86293 | PA      | $-86292.64    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                    | Baldwin Insurance Group Holdings LLC 2024 Repriced Term Loan B                   | CUSIP: 05825HAG9<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |    939084 | PA      | $938304.49    | 0.17%             | 2031-05-26      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255412.15    | 0.05%             | 2028-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mcdermott International Ltd                             | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |       382 | NS      | $4202.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVELIS CORPORATION                                     | Novelis Corporation 2025 Term Loan B                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   1373558 | PA      | $1375274.45   | 0.26%             | 2032-03-11      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| B&M EUROPEAN VALUE RET                                  | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $138160.44    | 0.03%             | 2031-11-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3179000 | PA      | $3295114.25   | 0.61%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| PUG LLC                                                 | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   2152595 | PA      | $2084422.78   | 0.39%             | 2030-03-15      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501056.55    | 0.09%             | 2037-10-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP VIRGIN MEDI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -413467 | PA      | $-413466.82   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3780978.24   | 0.70%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113425.64    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 1st Lien Term Loan B                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1596998 | PA      | $1602491.17   | 0.30%             | 2032-03-20      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $137887.07    | 0.03%             | 2030-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185388.89    | 0.03%             | 2026-10-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Concentra Health Services Inc                           | Concentra Health Services Inc 2025 Repriced Term Loan B                          | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    344621 | PA      | $345482.84    | 0.06%             | 2031-07-26      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LAMB WESTON                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -210750 | PA      | $-210750.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -324900 | PA      | $-324900.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    236000 | PA      | $236131.92    | 0.04%             | 2027-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2005-17                                          | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67637 | PA      | $67517.26     | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                  | XPLR Infrastructure LP                                                           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    632000 | PA      | $603559.08    | 0.11%             | 2026-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cayuga Park CLO, Ltd.                                   | Cayuga Park CLO Ltd                                                              | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250408.05    | 0.05%             | 2034-07-17      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Wireless PropCo Funding LLC                             | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $816415.81    | 0.15%             | 2055-06-25      | Fixed         | 4.30%                 | No            | 3                  | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118841.16    | 0.02%             | 2037-03-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                              | Sotera Health Holdings LLC 2024 Term Loan B                                      | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   1178098 | PA      | $1181784.95   | 0.22%             | 2031-05-30      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP NOBLE FINAN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -87495 | PA      | $-87495.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -876874 | PA      | $-876873.75   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -310800 | PA      | $-310800.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP AMERICAN AI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -350902 | PA      | $-350902.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -424315 | PA      | $-424315.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    169400 | PA      | $165228.44    | 0.03%             | 2029-05-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP ARDAGH PACK                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -556203 | PA      | $-556203.04   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $204452.14    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -307772 | PA      | $-307772.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    522000 | PA      | $531838.67    | 0.10%             | 2034-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BOMBARDIER                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -144158 | PA      | $-144157.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SIX FLAGS E                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -607058 | PA      | $-607057.50   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $1013991.72   | 0.19%             | 2033-08-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP NATWEST GRO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -717728 | PA      | $-717727.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| GYP Holdings III Corp                                   | GYP Holdings III Corp 2024 Term Loan                                             | CUSIP: 36249VAK2<br>LEI: 549300055I1KJWZH9690 | Long             | LON              | CORP              | US        |    338744 | PA      | $338744.11    | 0.06%             | 2030-05-12      | Floating      | 6.58%                 | 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        |   1044764 | PA      | $1045495.73   | 0.19%             | 2031-07-01      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    569000 | PA      | $587508.43    | 0.11%             | 2032-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORPORATION                                    | Carnival Corporation 2025 Term Loan (2028)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    340000 | PA      | $339680.40    | 0.06%             | 2028-10-18      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| QUARTZ ACQUIRECO LLC                                    | Quartz Acquireco LLC 2025 Term Loan B                                            | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1034277 | PA      | $1036862.39   | 0.19%             | 2030-06-28      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| SAZERAC COMPANY INC                                     | SAZERAC COMPANY INC TERM LOAN B                                                  | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    600000 | PA      | $599250.00    | 0.11%             | 2032-06-25      | Floating      | 6.81%                 | No            | 3                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ICAHN ENTER                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -467610 | PA      | $-467610.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CALPINE COR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -782825 | PA      | $-782825.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| KOBE US MIDCO 2 INC                                     | Kobe US Midco 2 Inc                                                              | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314815 | PA      | $281759.43    | 0.05%             | 2026-11-01      | Fixed         | 9.25%                 | 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        |   1042738 | PA      | $1038827.23   | 0.19%             | 2032-03-04      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1977.78      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                           | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200619.60    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    428000 | PA      | $456165.79    | 0.08%             | 2030-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118354.59    | 0.02%             | 2029-07-01      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1410300 | PA      | $-1410300.00  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| Learfield Communications, LLC                           | Learfield Communications LLC 2024 Term Loan B                                    | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    357684 | PA      | $359740.93    | 0.07%             | 2028-06-30      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GGAM FINANC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -193761 | PA      | $-193761.12   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc 2024 Term Loan B                                               | CUSIP: 18449EAH3<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    651355 | PA      | $656891.82    | 0.12%             | 2028-10-09      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1845505 | PA      | $1852000.99   | 0.34%             | 2031-02-10      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70041.56     | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TREASURY NO                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -29070000 | PA      | $-29070000.00 | -5.39%            |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $2062192.55   | 0.38%             | 2029-02-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc 2025 Term Loan B                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1629000 | PA      | $1645632.09   | 0.31%             | 2032-03-27      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| AqGen Island Holdings Inc                               | AqGen Island Holdings Inc 2024 Term Loan B                                       | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1028943 | PA      | $1030012.81   | 0.19%             | 2028-08-02      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (SESGFP)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |      8000 | OU      | $-332.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROOFPOINT INC                                          | Proofpoint Inc 2024 Term Loan                                                    | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1699479 | PA      | $1699666.31   | 0.32%             | 2028-08-31      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                               | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49882.74     | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $2805602.80   | 0.52%             | 2031-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126718.54    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119567.64    | 0.02%             | 2031-05-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PROOFPOINT INC                                          | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    187000 | PA      | $187020.57    | 0.03%             | 2028-08-31      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    364000 | PA      | $380897.97    | 0.07%             | 2031-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242420.45    | 0.04%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      5344 | PA      | $5240.46      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320230.26    | 0.06%             | 2032-07-31      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195039.50    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP CVS HEALTH                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2298912 | PA      | $-2298912.50  | -0.43%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP FIBERCOP SP                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -208164 | PA      | $-208163.56   | -0.04%            |  |  |  | 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        |   1039487 | PA      | $1038967.22   | 0.19%             | 2032-01-29      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| COVIA HOLDINGS CORPORATION                              | Covia Holdings Corporation 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    219000 | PA      | $219365.73    | 0.04%             | 2032-02-26      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Regatta 30 Funding Ltd.                                 | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1603508.00   | 0.30%             | 2038-01-25      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96608.99     | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497000 | PA      | $517163.74    | 0.10%             | 2036-09-22      | Fixed         | 9.02%                 | No            | 2                  | On Loan: No      |
| EPHIOS SUBCO SARL                                       | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $126689.06    | 0.02%             | 2031-01-31      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     16000 | PA      | $16116.00     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -333856 | PA      | $-333856.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                        | COLT 2022-9 Mortgage Loan Trust                                                  | CUSIP: 19688PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196290 | PA      | $196578.24    | 0.04%             | 2067-12-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -211331 | PA      | $-211331.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595000.00    | 0.11%             | 2029-08-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| NGL Energy Partners LP                                  | NGL Energy Partners LP 2024 Term Loan B                                          | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    138086 | PA      | $136828.52    | 0.03%             | 2031-02-03      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                   | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152006 | PA      | $152422.58    | 0.03%             | 2027-08-02      | Floating      | 9.54%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    211000 | PA      | $217537.30    | 0.04%             | 2030-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                         | Spruce Hill Mortgage Loan Trust 2022-SH1                                         | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503004 | PA      | $494455.91    | 0.09%             | 2057-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    846000 | PA      | $824837.82    | 0.15%             | 2028-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125157.26    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| VORTEX OPCO LLC                                         | Vortex Opco LLC Second Out Term Loan                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    442298 | PA      | $191957.15    | 0.04%             | 2028-12-17      | Floating      | 8.66%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $5500.00      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1874.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP CHOBANI HOL                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1253851 | PA      | $-1253850.52  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GENESEE + W                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -318325 | PA      | $-318325.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CALPINE COR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -94075 | PA      | $-94075.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -284309 | PA      | $-284308.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    288000 | PA      | $306098.93    | 0.06%             | 2031-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP NORTHROP GR                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -432000 | PA      | $-432000.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $230923.37    | 0.04%             | 2027-09-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                   | Neogen Food Safety Corp                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $190318.01    | 0.04%             | 2030-07-20      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    358000 | PA      | $370626.30    | 0.07%             | 2032-09-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP MCAFEE CORP                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -427461 | PA      | $-427461.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $91092.91     | 0.02%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375415.38    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BARNES GROUP INC                                        | Barnes Group Inc 2025 Term Loan B                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |    275310 | PA      | $275585.31    | 0.05%             | 2032-01-27      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    174000 | PA      | $180633.75    | 0.03%             | 2030-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    303000 | PA      | $296276.43    | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    358000 | PA      | $241202.50    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Anticimex International AB                              | Anticimex International AB 2024 Term Loan B6                                     | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    339144 | PA      | $340076.36    | 0.06%             | 2028-11-16      | Floating      | 7.66%                 | No            | 2                  | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874YAE7<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250854.35    | 0.05%             | 2037-07-20      | Floating      | 10.12%                | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                         | Naked Juice LLC 2025 FLFO Term Loan                                              | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   1002475 | PA      | $991949.34    | 0.18%             | 2029-01-24      | Floating      | 9.80%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    238000 | PA      | $240078.21    | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AHP HEALTH PARTN                                        | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    345000 | PA      | $336432.24    | 0.06%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $11000.00     | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HOWARD MIDS                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -107392 | PA      | $-107392.50   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AIMBRIDGE                                               | AIMBRIDGE                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9109 | NS      | $537454.60    | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    443000 | PA      | $430294.45    | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP PERMIAN RES                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -176524 | PA      | $-176523.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    247000 | PA      | $253681.60    | 0.05%             | 2029-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    763000 | PA      | $754538.71    | 0.14%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC               | Fanatics Commerce Intermediate Holdco LLC Term Loan B                            | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |    249860 | PA      | $249235.02    | 0.05%             | 2028-11-24      | Floating      | 7.69%                 | No            | 3                  | On Loan: No      |
| BERKLINE BENCHCRAFT EQ LLC                              | BERKLINE BENCHCRAFT EQ LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3155 | NS      | $0.03         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      7394 | OU      | $577.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199990.29    | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    935000 | PA      | $959561.38    | 0.18%             | 2032-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.IG.41.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  18410000 | OU      | $-405172.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    221000 | PA      | $229106.72    | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $458425.00    | 0.09%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $291963.32    | 0.05%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC 2025 Term Loan B                                                 | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    848000 | PA      | $849789.28    | 0.16%             | 2032-05-06      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    378000 | PA      | $397882.42    | 0.07%             | 2031-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                    | EyeCare Partners LLC 2024 Third Out Term Loan C                                  | CUSIP: 30233PAR1<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     14445 | PA      | $3611.15      | 0.00%             | 2028-11-30      | Floating      | 11.02%                | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254346.04    | 0.05%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    214000 | PA      | $192087.21    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PetSmart Inc                                            | PetSmart Inc 2021 Term Loan B                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    459307 | PA      | $453662.38    | 0.08%             | 2028-02-11      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2023 Incremental Term Loan                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    451950 | PA      | $451385.06    | 0.08%             | 2028-09-29      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CONSTELLIUM                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -285103 | PA      | $-285103.46   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $196437.87    | 0.04%             | 2030-02-28      | Fixed         | 5.13%                 | 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        |    359000 | PA      | $373283.53    | 0.07%             | 2030-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP LAMB WESTON                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -203351 | PA      | $-203351.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MOLINA HEAL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -119321 | PA      | $-119321.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TUI AG                                                  | TUI AG                                                                           | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122212.38    | 0.02%             | 2029-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    163000 | PA      | $176318.24    | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | 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        |    950129 | PA      | $949796.56    | 0.18%             | 2027-12-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     28000 | PA      | $29968.40     | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $219832.54    | 0.04%             | 2040-04-13      | Variable      | 7.29%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753000 | PA      | $752682.99    | 0.14%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Chemours Company (The)                                  | Chemours Company (The) 2023 USD Term Loan B                                      | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    356004 | PA      | $354669.12    | 0.07%             | 2028-08-18      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP CHARTER COM                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -342656 | PA      | $-342656.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VISTRA OPER                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -370078 | PA      | $-370077.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182879.87    | 0.03%             | 2033-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP US FOODS IN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -220838 | PA      | $-220837.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161834.61    | 0.03%             | 2029-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1785030 | PA      | $1785351.31   | 0.33%             | 2032-01-30      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $165250.00    | 0.03%             | 2029-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -743531 | PA      | $-743531.25   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    276000 | PA      | $282759.79    | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| COTIVITI CORPORATION                                    | Cotiviti Corporation 2024 Term Loan                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1641814 | PA      | $1632587.35   | 0.30%             | 2031-05-01      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121744.14    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts Inc                            | Wyndham Hotels & Resorts Inc 2024 Term Loan                                      | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    679851 | PA      | $682155.23    | 0.13%             | 2030-05-24      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| MILLENNIUM LENDER CLAIM T                               | MILLENNIUM LENDER CLAIM T 12/49 ZCP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    917752 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1395000 | PA      | $1458429.26   | 0.27%             | 2031-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $139866.92    | 0.03%             | 2028-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $429415.10    | 0.08%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    302000 | PA      | $312792.71    | 0.06%             | 2030-07-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $604019.41    | 0.11%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MAGENTA SECURITY HOLDINGS LLC                           | Magenta Security Holdings LLC 2024 Second Out Term Loan                          | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208643 | PA      | $96080.28     | 0.02%             | 2028-07-27      | Floating      | 11.54%                | No            | 2                  | On Loan: No      |
| PUBLIC POWER CORP                                       | Public Power Corp SA                                                             | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $120144.72    | 0.02%             | 2031-10-31      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    114000 | PA      | $116385.15    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111248.07    | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-INV2                                             | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317566 | PA      | $317429.15    | 0.06%             | 2067-10-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP HERENS HOLD                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -162975 | PA      | $-162975.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                           | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198250.00    | 0.04%             | 2027-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                      | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                             | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    238286 | PA      | $237690.42    | 0.04%             | 2031-12-04      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |   1192978 | PA      | $1209680.20   | 0.22%             | 2034-07-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $393270.23    | 0.07%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC                                                                    | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $277100.43    | 0.05%             | 2032-08-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    794000 | PA      | $769972.53    | 0.14%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CLYDESDALE                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -361475 | PA      | $-361475.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249329.48    | 0.05%             | 2035-10-15      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| OZLM Ltd                                                | OZLM XXI Ltd                                                                     | CUSIP: 67112EAA1<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226345.70    | 0.04%             | 2031-01-20      | Floating      | 10.07%                | No            | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    476000 | PA      | $485770.98    | 0.09%             | 2030-05-21      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -392062 | PA      | $-392062.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    306000 | PA      | $295060.16    | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Garrett LX I SARL                                       | Garrett LX I SARL 2025 Term Loan B                                               | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |     52868 | PA      | $53065.75     | 0.01%             | 2032-01-30      | Floating      | 6.53%                 | No            | 3                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     99000 | PA      | $99844.90     | 0.02%             | 2030-03-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    161000 | PA      | $153231.75    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP KAISER ALUM                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -534188 | PA      | $-534187.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $309877.54    | 0.06%             | 2029-11-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP LCPR SENIOR                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -339500 | PA      | $-339500.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| JELD-WEN INC                                            | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    394000 | PA      | $308482.30    | 0.06%             | 2032-09-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    657000 | PA      | $678184.31    | 0.13%             | 2030-04-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHOBANI LLC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -422154 | PA      | $-422153.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    396000 | PA      | $414010.87    | 0.08%             | 2032-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -221781 | PA      | $-221781.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UBS AG (STA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1170000 | PA      | $-1170000.00  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    273000 | PA      | $250921.48    | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $831434.50    | 0.15%             | 2029-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GCAT                                                    | GCAT 2024-INV4 Trust                                                             | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921223 | PA      | $915537.63    | 0.17%             | 2054-12-25      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP                                      | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    133000 | PA      | $133665.00    | 0.02%             | 2030-07-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55613.43     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    208000 | PA      | $209181.23    | 0.04%             | 2034-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ELLUCIAN HO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -391318 | PA      | $-391317.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1635023.47   | 0.30%             | 2031-03-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    397000 | PA      | $389510.44    | 0.07%             | 2026-09-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -177012 | PA      | $-177012.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP COLT 24 INV                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1060137 | PA      | $-1060136.58  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Emrld Borrower LP                                       | EMRLD Borrower LP Term Loan B                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1012314 | PA      | $1010906.70   | 0.19%             | 2030-05-31      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Incora Top Holdco LLC                                   | Incora Top Holdco LLC                                                            | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9437 | NS      | $217805.96    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50449.76     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | 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        |   1069104 | PA      | $1065362.14   | 0.20%             | 2031-05-19      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $5500.00      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    302000 | PA      | $295171.21    | 0.05%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SPX FLOW INC                                            | SPX Flow Inc 2024 1st Lien Term Loan B                                           | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1001635 | PA      | $1004599.48   | 0.19%             | 2029-04-05      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP CONNECT FIN                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -322237 | PA      | $-322236.60   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Fleet Midco I Limited                                   | Fleet Midco I Limited 2024 1st Lien Term Loan B                                  | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201478 | PA      | $201729.35    | 0.04%             | 2031-02-21      | Floating      | 7.06%                 | No            | 3                  | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                   | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    413000 | PA      | $422372.62    | 0.08%             | 2029-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YAS1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400328.80    | 0.07%             | 2035-01-20      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                          | Raven Acquisition Holdings LLC Term Loan B                                       | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299116 | PA      | $298742.56    | 0.06%             | 2031-11-19      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ANHEUSER BU                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -635897 | PA      | $-635896.56   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $219418.94    | 0.04%             | 2031-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CF-B L2 (D), LLC                                        | CF-B L2 (D), LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1853 | NS      | $0.02         | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP 1011778 BC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -122610 | PA      | $-122610.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LORCA TELECOM BONDCO                                    | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $122989.24    | 0.02%             | 2029-04-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204491.18    | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CARVANA CO                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -716943 | PA      | $-716943.44   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $72523.59     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11729.05     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    279000 | PA      | $275676.02    | 0.05%             | 2028-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP AT+T INC 4.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1272375 | PA      | $-1272375.00  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1794815 | PA      | $1782358.98   | 0.33%             | 2031-07-30      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148784.66    | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer Inc                                   | BCPE Pequod Buyer Inc USD Term Loan B                                            | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |    678300 | PA      | $678978.30    | 0.13%             | 2031-11-25      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    741000 | PA      | $774751.06    | 0.14%             | 2029-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| RAND PARENT LLC                                         | Rand Parent LLC                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $234973.44    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    258000 | PA      | $238443.60    | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199247.30    | 0.04%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Veritas US Inc                                          | Veritas US Inc 2024 Priority Term Loan                                           | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |      2917 | PA      | $2916.84      | 0.00%             | 2029-12-09      | Floating      | 16.80%                | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    452000 | PA      | $446309.14    | 0.08%             | 2033-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOTHEBY'S                                               | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    691000 | PA      | $683045.33    | 0.13%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc 2024 Term Loan                                                    | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    780582 | PA      | $781557.26    | 0.15%             | 2031-04-16      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379531 | PA      | $379056.54    | 0.07%             | 2041-03-15      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP EDISON INTE                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -3225000 | PA      | $-3225000.00  | -0.60%            |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     37000 | PA      | $43922.39     | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    286000 | PA      | $276660.27    | 0.05%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Air Canada                                              | Air Canada 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    828934 | PA      | $828677.18    | 0.15%             | 2031-03-21      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $149046.51    | 0.03%             | 2032-12-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195691.77    | 0.04%             | 2029-08-15      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP GCAT 22 NQM                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1126517 | PA      | $-1126517.03  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    659687 | PA      | $652027.70    | 0.12%             | 2028-08-19      | Floating      | 8.68%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp                                   | Playtika Holding Corp 2021 Term Loan B1                                          | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    417350 | PA      | $409708.27    | 0.08%             | 2028-03-13      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $116077.41    | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLYDESDALE                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -632205 | PA      | $-632205.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XV Ltd                      | Octagon Investment Partners XV Ltd                                               | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    226010 | PA      | $226235.99    | 0.04%             | 2030-07-19      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -505890 | PA      | $-505890.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp                                    | TMK Hawk Parent Corp 2024 PIK Term Loan                                          | CUSIP: 87258WAW5<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |     25368 | PA      | $0.00         | 0.00%             | 2031-12-15      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    218000 | PA      | $204207.92    | 0.04%             | 2031-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| EDELMAN FINANCIAL CENTER LLC                            | Edelman Financial Center LLC 2024 Term Loan                                      | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    760933 | PA      | $761252.24    | 0.14%             | 2028-04-07      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    655000 | PA      | $661691.74    | 0.12%             | 2033-02-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    196000 | PA      | $203519.93    | 0.04%             | 2029-07-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP K HOVNANIAN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -782000 | PA      | $-782000.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP ORGANON + C                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -167750 | PA      | $-167750.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| H-Food Holdings LLC                                     | H-Food Holdings LLC 2025 Exit Term Loan                                          | CUSIP: 000000000<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |     75223 | PA      | $75913.06     | 0.01%             | 2030-03-29      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   1287000 | PA      | $1354242.06   | 0.25%             | 2032-02-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    867031 | PA      | $867507.39    | 0.16%             | 2029-02-01      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125850.08    | 0.02%             | 2029-07-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123611.23    | 0.02%             | 2034-05-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1146509 | PA      | $1096309.22   | 0.20%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -283969 | PA      | $-283968.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $121798.36    | 0.02%             | 2029-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                      | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58456.84     | 0.01%             | 2025-12-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1478678.76   | 0.27%             | 2032-05-20      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    157000 | PA      | $153204.49    | 0.03%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -778556 | PA      | $-778555.75   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    966000 | PA      | $992283.89    | 0.18%             | 2032-11-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                                 | GSR Mortgage Loan Trust 2005-AR5                                                 | CUSIP: 362341MC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291279 | PA      | $148003.52    | 0.03%             | 2035-10-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Spring Education Group Inc                              | Spring Education Group Inc Term Loan                                             | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787629 | PA      | $790070.34    | 0.15%             | 2030-10-04      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                        | Altice France SA 2023 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1164262 | PA      | $1052038.91   | 0.20%             | 2028-08-15      | Floating      | 9.76%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   2000000 | OU      | $11438.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SHIFT4 PAYM                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -568459 | PA      | $-568458.75   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $346735.04    | 0.06%             | 2034-05-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    343000 | PA      | $349267.70    | 0.06%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WOOF HOLDINGS INC                                       | WOOF Holdings Inc 2025 First Out Exchange Term Loan                              | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107372 | PA      | $89923.78     | 0.02%             | 2029-12-31      | Floating      | 8.28%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP SIRIUS XM R                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -294772 | PA      | $-294772.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP CAMELOT FIN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -100485 | PA      | $-100485.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP UNITEDHEALT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1185412 | PA      | $-1185412.50  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                  | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $235269.30    | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP TRIUMPH GRO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -856000 | PA      | $-856000.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (SESGFP)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |      7000 | OU      | $-389.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                            | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    490358 | PA      | $490426.45    | 0.09%             | 2031-10-31      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216204.41    | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP COMSTOCK RE                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -302270 | PA      | $-302270.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $117360.97    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                            | SOMNIGROUP INTERNATIONAL INC TERM LOAN B                                         | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     60000 | PA      | $60100.20     | 0.01%             | 2031-10-24      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -638951 | PA      | $-638951.25   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ATHENAHEALT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1921500 | PA      | $-1921500.00  | -0.36%            |  |  |  | No            | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    392000 | PA      | $402906.22    | 0.07%             | 2031-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    284000 | PA      | $276165.80    | 0.05%             | 2027-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |         1 | NC      | $-7933.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54105.03     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $510437.59    | 0.09%             | 2032-09-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $46421.61     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                                | Zelis Payments Buyer Inc 5th Amendment Term Loan                                 | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   1191015 | PA      | $1183404.41   | 0.22%             | 2031-11-26      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    142000 | PA      | $133891.80    | 0.02%             | 2031-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1470349.48   | 0.27%             | 2029-07-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MEDLINE BOR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1108664 | PA      | $-1108663.75  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc 2024 Term Loan                                                     | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    488310 | PA      | $488964.34    | 0.09%             | 2032-01-19      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-2 Ltd                                                    | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500982.05    | 0.09%             | 2029-10-15      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    226000 | PA      | $215947.78    | 0.04%             | 2029-07-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                 | RHP Hotel Properties LP 2024 1st Lien Term Loan B                                | CUSIP: 74958NAL0<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              |  | US        |    246460 | PA      | $245690.78    | 0.05%             | 2030-05-20      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP BLUE OWL CA                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -104542 | PA      | $-104542.50   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186804.72    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    286000 | PA      | $255281.35    | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127110.74    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $107110.29    | 0.02%             | 2028-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC 2024 Term Loan B                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    851132 | PA      | $854230.51    | 0.16%             | 2029-08-01      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1160270.62   | 0.22%             | 2033-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                         | Murphy Oil Corp                                                                  | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $23544.02     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp Term Loan C                                                 | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     36475 | PA      | $36520.97     | 0.01%             | 2028-11-30      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                               | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2576114 | PA      | $2577866.22   | 0.48%             | 2029-03-29      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    277000 | PA      | $287078.65    | 0.05%             | 2030-11-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    145000 | PA      | $173051.09    | 0.03%             | 2032-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ENPRO INC                                               | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    161000 | PA      | $164593.79    | 0.03%             | 2033-06-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1897502 | PA      | $1893953.24   | 0.35%             | 2031-02-06      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199537.50    | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP HILTON DOME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -157579 | PA      | $-157578.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    959000 | PA      | $994017.89    | 0.18%             | 2033-07-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $966517.99    | 0.18%             | 2029-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BLUE OWL CR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -194784 | PA      | $-194783.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     23000 | PA      | $22784.38     | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118384.04    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 28 Ltd                                                             | CUSIP: 05876HAE2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751084.35    | 0.14%             | 2038-01-20      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SINCLAIR TE                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -503531 | PA      | $-503531.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Asplundh Tree Expert LLC                                | Asplundh Tree Expert LLC 2021 Term Loan B                                        | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    987904 | PA      | $989574.02    | 0.18%             | 2027-09-07      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $346201.27    | 0.06%             | 2031-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP VITAL ENERG                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -389675 | PA      | $-389675.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1270022.14   | 0.24%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38484.32     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                 | EFESTO BIDCO SPA/US LLC                                                          | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    952000 | PA      | $963905.83    | 0.18%             | 2032-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| GARRETT MOTION HLD/SARL                                 | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $116606.56    | 0.02%             | 2032-05-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP BIG RIVER S                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -659912 | PA      | $-659912.50   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Sterling Bank Trust                                     | Sterling COOFS Trust 2004-2                                                      | CUSIP: 859245AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413054 | PA      | $0.04         | 0.00%             | 2030-03-30      | Fixed         | 2.08%                 | No            | 3                  | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    680000 | PA      | $696751.12    | 0.13%             | 2032-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Avantor Funding Inc                                     | Avantor Funding Inc 2024 Term Loan                                               | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     78425 | PA      | $78685.90     | 0.01%             | 2027-11-08      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MGM RESORTS                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -335625 | PA      | $-335625.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $79723.62     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2700647.92   | 0.50%             | 2030-04-18      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Howden Group Holdings Ltd                               | Howden Group Holdings Ltd 2024 USD Term Loan B                                   | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |     95755 | PA      | $96207.06     | 0.02%             | 2030-04-18      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -427500 | PA      | $-427500.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205062.00    | 0.04%             | 2033-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    347000 | PA      | $336272.46    | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP AMERICAN WA                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -810000 | PA      | $-810000.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    209000 | PA      | $203332.19    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    152000 | PA      | $158955.28    | 0.03%             | 2029-07-15      | Fixed         | 12.63%                | No            | 2                  | On Loan: No      |
| Grant Thornton Advisors LLC                             | Grant Thornton Advisors LLC 2025 Delayed Draw Term Loan                          | CUSIP: 38821UAE0<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |      7622 | PA      | $7609.04      | 0.00%             | 2031-06-02      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| Advisor Group Inc                                       | Advisor Group Inc 2024 Term Loan B                                               | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    667117 | PA      | $668144.83    | 0.12%             | 2028-08-17      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ALBERTSONS                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -307510 | PA      | $-307510.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $194916.63    | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1012559.94   | 0.19%             | 2027-03-15      | Fixed         | 5.63%                 | 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        |    906533 | PA      | $906460.22    | 0.17%             | 2031-01-27      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549333.65    | 0.10%             | 2028-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP PETROLEOS M                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -121943 | PA      | $-121943.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BRAND INDUS                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1337130 | PA      | $-1337130.00  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HILTON DOME                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -379102 | PA      | $-379102.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2024 Term Loan B7                                           | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    383187 | PA      | $383393.70    | 0.07%             | 2028-04-06      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAG9<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $805237.04    | 0.15%             | 2037-04-15      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    638000 | PA      | $602576.84    | 0.11%             | 2029-02-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2021 Term Loan B2                                                 | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     65373 | PA      | $64112.28     | 0.01%             | 2027-12-17      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85688.04     | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    353000 | PA      | $316568.99    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     66048 | PA      | $67088.70     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                    | EyeCare Partners LLC 2024 Superpriority New Money 1st Out Term Loan A            | CUSIP: 30233PAQ3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    298803 | PA      | $303284.66    | 0.06%             | 2028-08-31      | Floating      | 9.88%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    435000 | PA      | $516251.60    | 0.10%             | 2032-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GRYPHON DEBT MERGER SUB INC                             | GRYPHON DEBT MERGER SUB INC TERM LOAN B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    414000 | PA      | $413656.38    | 0.08%             | 2032-06-18      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-INV4 Mortgage Loan Trust                                               | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   1171916 | PA      | $1176266.23   | 0.22%             | 2069-05-25      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    771500 | PA      | $720388.13    | 0.13%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ALBERTSONS                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -278258 | PA      | $-278257.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451582 | PA      | $452569.66    | 0.08%             | 2039-02-15      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350862.32    | 0.07%             | 2033-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TruGreen Limited Partnership                            | TruGreen Limited Partnership 2020 Term Loan                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    319313 | PA      | $302351.07    | 0.06%             | 2027-11-02      | Floating      | 8.43%                 | No            | 2                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122955.67    | 0.02%             | 2030-02-21      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                  | Krung Thai Bank PCL/Cayman Islands                                               | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    202000 | PA      | $198869.00    | 0.04%             | 2026-03-25      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Berkline Benchcraft Sub No                              | Berkline Benchcraft Sub No                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $0.02         | 0.00%             | 2022-06-01      | Fixed         | 4.50%                 | No            | 3                  | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280200.68    | 0.05%             | 2034-10-20      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VISTRA OPER                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -281520 | PA      | $-281520.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| TCI-Flatiron CLO Ltd                                    | TCI-Flatiron Clo 2018-1 Ltd                                                      | CUSIP: 87232AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601651.68    | 0.11%             | 2032-01-29      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1378418.68   | 0.26%             | 2030-08-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| ODEON FINCO PLC                                         | Odeon Finco PLC                                                                  | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208977.20    | 0.04%             | 2027-11-01      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WINDSTREAM                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1125329 | PA      | $-1125328.75  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| CIENA CORPORATION                                       | Ciena Corporation 2025 Repriced Term Loan B                                      | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    824908 | PA      | $828001.79    | 0.15%             | 2030-10-24      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP FERTITTA EN                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -103190 | PA      | $-103190.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Core & Main LP                                          | Core & Main LP 2024 Term Loan E                                                  | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    375264 | PA      | $375421.85    | 0.07%             | 2031-02-09      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     89000 | PA      | $80560.61     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1661408 | PA      | $-1661407.50  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    904000 | PA      | $924929.41    | 0.17%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP JONES DESLA                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -553945 | PA      | $-553945.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER NEX US INC                                      | Charter NEX US Inc 2024 Term Loan B1                                             | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   1880669 | PA      | $1886555.11   | 0.35%             | 2030-11-29      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARSENAL AIC                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -788022 | PA      | $-788022.50   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -680344 | PA      | $-680343.89   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| GRUENENTHAL GMBH                                        | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118533.66    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Organon & Co                                            | Organon & Co 2024 USD Term Loan                                                  | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    287653 | PA      | $282138.92    | 0.05%             | 2031-05-19      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59889.20     | 0.01%             | 2028-08-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP QUALCOMM IN                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -468000 | PA      | $-468000.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1892179.98   | 0.35%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2022-NQM9 Trust                                                              | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70550 | PA      | $70543.57     | 0.01%             | 2062-09-25      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003015.00   | 0.19%             | 2038-01-21      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HA SUSTAINA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -180958 | PA      | $-180957.93   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GENESIS ENE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -158000 | PA      | $-158000.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    599000 | PA      | $614695.60    | 0.11%             | 2032-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ARES STRATE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -309324 | PA      | $-309324.26   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189183.44    | 0.04%             | 2028-05-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6210000 | OU      | $-477132.65   | -0.09%            |  |  |  | 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        |   1312909 | PA      | $1314221.59   | 0.24%             | 2029-08-17      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP ZIGGO BV 4.                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -140640 | PA      | $-140640.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CQP HOLDCO                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1255196 | PA      | $-1255196.25  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE KING (CARNELIAN POINT)                          | SERVICE KING (CARNELIAN POINT)                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1315 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NGL ENERGY                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -187518 | PA      | $-187517.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201012.47    | 0.04%             | 2034-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -450097 | PA      | $-450097.38   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MEDLINE BOR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -546244 | PA      | $-546243.75   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| EXCELERATE ENERGY LP                                    | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    189000 | PA      | $199235.95    | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $699722.94    | 0.13%             | 2028-07-01      | Fixed         | 3.88%                 | 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        |    104734 | PA      | $103588.39    | 0.02%             | 2030-08-01      | Floating      | 8.55%                 | 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        |   2084798 | PA      | $2091323.22   | 0.39%             | 2031-07-31      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1253356.25   | 0.23%             | 2025-09-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    740000 | PA      | $736017.25    | 0.14%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Peraton Corp                                            | Peraton Corp 2nd Lien Term Loan B1                                               | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    222943 | PA      | $154945.14    | 0.03%             | 2029-02-01      | Floating      | 12.18%                | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    249000 | PA      | $252717.32    | 0.05%             | 2030-07-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CLARIOS US                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -685882 | PA      | $-685882.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $391976.40    | 0.07%             | 2029-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP POST HOLDIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -98088 | PA      | $-98087.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP AXALTA COAT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -270925 | PA      | $-270925.20   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118725.87    | 0.02%             | 2030-05-01      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2024 USD Term Loan                          | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1211765 | PA      | $1196206.40   | 0.22%             | 2031-06-20      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| AZZ Inc                                                 | AZZ Inc Term Loan B                                                              | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     59473 | PA      | $59751.69     | 0.01%             | 2029-05-13      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Regatta XXV Funding Ltd.                                | Regatta XXV Funding Ltd                                                          | CUSIP: 758979AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.09%             | 2036-07-15      | Floating      | 12.67%                | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    369000 | PA      | $392314.53    | 0.07%             | 2031-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    572000 | PA      | $489071.84    | 0.09%             | 2032-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    198000 | PA      | $185166.89    | 0.03%             | 2030-08-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                    | EyeCare Partners LLC 2024 Second Out Term Loan B                                 | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    304219 | PA      | $238811.80    | 0.04%             | 2028-11-30      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| SVP SINGER                                              | SVP SINGER                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4245 | NS      | $20163.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP VENTAS REAL                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -615875 | PA      | $-615875.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -912770 | PA      | $-912770.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377607.76    | 0.07%             | 2028-05-15      | 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        |   1014532 | PA      | $1015344.11   | 0.19%             | 2031-06-24      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP JONES DESLA                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -384130 | PA      | $-384130.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $188641.16    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    264000 | PA      | $291549.98    | 0.05%             | 2031-05-01      | Fixed         | 8.75%                 | 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        |    207987 | PA      | $208679.49    | 0.04%             | 2032-03-04      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69196.92     | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    158000 | PA      | $142452.80    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| UNDER ARMOUR INC                                        | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122537.38    | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CRESCENT EN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -103935 | PA      | $-103935.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Primo Brands Corporation                                | Primo Brands Corporation 2025 Term Loan B                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    503790 | PA      | $505372.23    | 0.09%             | 2028-03-31      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $980750.00    | 0.18%             | 2028-08-26      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCE LLC                                   | Jefferies Finance LLC 2024 Term Loan                                             | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    398995 | PA      | $399493.74    | 0.07%             | 2031-10-21      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| ORION US FINCO INC.                                     | Orion US Finco Inc 1st Lien Term Loan                                            | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    521000 | PA      | $522563.00    | 0.10%             | 2032-05-20      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    378000 | PA      | $372961.07    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    307000 | PA      | $264932.96    | 0.05%             | 2028-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -19 | NC      | $-107526.15   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CARNIVAL CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -836527 | PA      | $-836527.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP SURGERY CEN                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -482812 | PA      | $-482812.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corporation (The)                      | Dun & Bradstreet Corporation (The) 2024 Term Loan                                | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   2559800 | PA      | $2557598.84   | 0.47%             | 2029-01-18      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP VAIL RESORT                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -342615 | PA      | $-342615.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP HOWDEN UK R                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1557088 | PA      | $-1557088.00  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    200186 | PA      | $195181.35    | 0.04%             | 2030-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   2388919 | PA      | $2399477.55   | 0.45%             | 2028-05-12      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HUB INTERNA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -4242804 | PA      | $-4242803.75  | -0.79%            |  |  |  | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                              | Cobham Ultra SeniorCo Sarl USD Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    651637 | PA      | $651871.12    | 0.12%             | 2029-08-03      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    660000 | PA      | $677243.14    | 0.13%             | 2033-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    730643 | PA      | $768160.36    | 0.14%             | 2030-06-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WILLIAMS SC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -361430 | PA      | $-361430.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213798.04    | 0.04%             | 2032-07-06      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    261000 | PA      | $265245.95    | 0.05%             | 2028-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP HERC HOLDIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -119600 | PA      | $-119600.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC 2024-1 Incremental Term Loan                             | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    336310 | PA      | $336992.71    | 0.06%             | 2031-12-15      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1840942 | PA      | $-1840942.50  | -0.34%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CAPITAL ONE                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -419100 | PA      | $-419100.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $173100.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1222304.58   | 0.23%             | 2028-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     90000 | PA      | $91029.87     | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122852.15    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $318612.49    | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     39200 | PA      | $40311.08     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                               | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $118089.55    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    443534 | PA      | $443533.98    | 0.08%             | 2030-10-13      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| FLUTTER FINANCING BV                                    | FLUTTER FINANCING BV 2025 TERM LOAN B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    307000 | PA      | $306616.25    | 0.06%             | 2032-06-04      | Floating      | 6.30%                 | No            | 3                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CONSTELLIUM                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -544708 | PA      | $-544708.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $303012.75    | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205561 | PA      | $192043.68    | 0.04%             | 2030-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    692961 | PA      | $630282.69    | 0.12%             | 2028-07-03      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| WEX INC                                                 | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    339000 | PA      | $342017.78    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    456000 | PA      | $315957.40    | 0.06%             | 2031-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ROCKCLIFF E                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -250732 | PA      | $-250732.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -394546 | PA      | $-394546.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    912000 | PA      | $943381.92    | 0.18%             | 2031-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $90885.00     | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39017.82     | 0.01%             | 2027-05-13      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TK Elevator Holdco GmbH                                 | TK Elevator Holdco GmbH                                                          | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    128700 | PA      | $151981.25    | 0.03%             | 2028-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $98685.09     | 0.02%             | 2028-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ONESKY FLIGHT LLC                                       | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260310.25    | 0.05%             | 2029-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233153.14    | 0.04%             | 2028-06-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $319975.55    | 0.06%             | 2027-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $443732.40    | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                        | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    367000 | PA      | $379768.30    | 0.07%             | 2030-03-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233461.64    | 0.04%             | 2026-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP LAMB WESTON                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -275730 | PA      | $-275730.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -971250 | PA      | $-971250.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SERVICE PRO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -257029 | PA      | $-257028.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296000 | PA      | $240547.42    | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2250822.74   | 0.42%             | 2030-12-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49222.18     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP STAGWELL GL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -89511 | PA      | $-89511.25    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TRANSURBAN                                                                   | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -412162 | PA      | $-412162.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1027640 | PA      | $-1027640.00  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| Tempur Sealy International Inc                          | Tempur Sealy International Inc 2024 Term Loan B                                  | CUSIP: 88025BAN1<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    283305 | PA      | $283778.12    | 0.05%             | 2031-10-24      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    354000 | PA      | $371181.04    | 0.07%             | 2029-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500503.92    | 0.09%             | 2065-08-03      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1600000 | PA      | $1460603.20   | 0.27%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $550687.39    | 0.10%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    197000 | PA      | $206416.85    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |     12175 | OU      | $951.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $183095.12    | 0.03%             | 2030-03-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $190000.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP JEFFERIES F                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -239281 | PA      | $-239281.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| FOUR SEASONS HOTELS LIMITED                             | Four Seasons Hotels Limited 2024 1st Lien Term Loan B                            | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   1300405 | PA      | $1306907.30   | 0.24%             | 2029-11-30      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1520000 | PA      | $1524598.46   | 0.28%             | 2038-01-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193219.32    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52155.00     | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71585.25     | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $264301.11    | 0.05%             | 2029-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -107690 | PA      | $-107690.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARDONAGH FI                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1088956 | PA      | $-1088955.70  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    172375 | PA      | $172097.48    | 0.03%             | 2029-06-04      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| OPAL BIDCO SAS                                          | Opal Bidco SAS USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    980000 | PA      | $983371.20    | 0.18%             | 2032-04-28      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $58256.52     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125367.24    | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    221443 | PA      | $226148.66    | 0.04%             | 2032-10-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP BAT CAPITAL                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -525150 | PA      | $-525150.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                             | Fortress Intermediate 3 Inc Term Loan B                                          | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    309660 | PA      | $310047.08    | 0.06%             | 2031-06-27      | Floating      | 7.83%                 | No            | 3                  | On Loan: No      |
| SELF Commercial Mortgage Trust                          | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $272093.85    | 0.05%             | 2034-11-15      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959297.65    | 0.18%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XVIII-R                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2255000 | PA      | $2260653.29   | 0.42%             | 2038-01-22      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    747000 | PA      | $791766.22    | 0.15%             | 2030-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $314169.67    | 0.06%             | 2028-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EG GLOBAL F                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -316831 | PA      | $-316830.62   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $86094.84     | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP STANDARD BU                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -290342 | PA      | $-290342.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $207653.36    | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CRESCENT EN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -207212 | PA      | $-207212.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    298000 | PA      | $266297.03    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                     | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                             | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $227945.16    | 0.04%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MELCO RESOR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -230005 | PA      | $-230004.60   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     16000 | PA      | $16281.92     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644000 | PA      | $550620.00    | 0.10%             | 2026-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RHP HOTEL P                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -144180 | PA      | $-144180.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    742000 | PA      | $786421.31    | 0.15%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $214386.80    | 0.04%             | 2031-01-15      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $112451.44    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NEP Group Inc                                           | NEP Group Inc 2023 Term Loan B                                                   | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345437 | PA      | $317587.88    | 0.06%             | 2026-08-19      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     62000 | PA      | $61922.50     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    448000 | PA      | $479728.70    | 0.09%             | 2033-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP ACURIS FINA                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -327438 | PA      | $-327437.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121270.02    | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    560000 | PA      | $502918.86    | 0.09%             | 2029-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP CONSTELLIUM                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -405625 | PA      | $-405625.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1727787.76   | 0.32%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503118.30    | 0.09%             | 2037-04-16      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc 2025 Term Loan B                                                 | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    273000 | PA      | $272385.75    | 0.05%             | 2032-04-16      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -541190 | PA      | $-541190.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127796.68    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                         | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    450046 | PA      | $357035.37    | 0.07%             | 2029-01-24      | Floating      | 7.65%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                 | TK Elevator Holdco GmbH                                                          | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    822000 | PA      | $822853.29    | 0.15%             | 2028-07-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| CAPSTONE BORROWER INC                                   | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    488000 | PA      | $509156.26    | 0.09%             | 2030-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SBA COMMUNI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -452182 | PA      | $-452182.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XXXII Ltd                                                           | CUSIP: 87168NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    300000 | PA      | $300393.69    | 0.06%             | 2035-04-23      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP HOWARD MIDS                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -81310 | PA      | $-81310.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $290929.53    | 0.05%             | 2032-06-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $384708.80    | 0.07%             | 2028-04-30      | Fixed         | 4.13%                 | 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        |    896360 | PA      | $896583.83    | 0.17%             | 2031-09-30      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    406000 | PA      | $413664.47    | 0.08%             | 2033-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    446000 | PA      | $461133.20    | 0.09%             | 2030-01-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $225062.00    | 0.04%             | 2031-09-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -333988 | PA      | $-333987.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $338253.36    | 0.06%             | 2033-11-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-3 Ltd                                               | CUSIP: 05683NAG7<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248232.80    | 0.05%             | 2034-07-24      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| SPRINGS WINDOWS FASHIONS LLC                            | Springs Windows Fashions LLC 2024 First Lien Second Out TL A2                    | CUSIP: 000000000<br>LEI: 549300VWKC5NLVJ7YX57 | Long             | LON              | CORP              | US        |    392143 | PA      | $298844.62    | 0.06%             | 2028-10-06      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -825550 | PA      | $-825550.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87929.06     | 0.02%             | 2027-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    206000 | PA      | $213457.41    | 0.04%             | 2033-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    499000 | PA      | $502742.50    | 0.09%             | 2031-06-04      | Fixed         | 5.88%                 | 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        |   1789925 | PA      | $1777395.60   | 0.33%             | 2029-10-19      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| CPG INTERNATIONAL INC                                   | CPG International Inc 2024 Term Loan B                                           | CUSIP: 05478EAC5<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |    459690 | PA      | $459115.39    | 0.09%             | 2031-09-26      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                         | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1508312 | PA      | $1505250.29   | 0.28%             | 2029-11-21      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLYDESDALE                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -403631 | PA      | $-403631.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Vestis Corporation                                      | Vestis Corporation Term Loan                                                     | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    432288 | PA      | $413374.92    | 0.08%             | 2031-02-22      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2020-2 Ltd                                               | CUSIP: 05683EAU6<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $297993.24    | 0.06%             | 2034-07-19      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $178128.02    | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -322 | NC      | $-782543.38   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    524000 | PA      | $555969.76    | 0.10%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1078076.66   | 0.20%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2020 Term Loan B8                                                    | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    628653 | PA      | $610108.06    | 0.11%             | 2026-12-23      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP NATWEST GRO                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1056878 | PA      | $-1056877.80  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1594316.67   | 0.30%             | 2029-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    390000 | PA      | $407940.00    | 0.08%             | 2030-07-15      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                     | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1395338 | PA      | $1397025.86   | 0.26%             | 2031-03-14      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                            | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $201250.00    | 0.04%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1533147 | PA      | $1536029.64   | 0.28%             | 2029-10-09      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1732815.19   | 0.32%             | 2029-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    359000 | PA      | $368423.75    | 0.07%             | 2027-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298360 | PA      | $305082.04    | 0.06%             | 2049-02-20      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| OVG Business Services LLC                               | OVG Business Services LLC 2024 Term Loan B                                       | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175442 | PA      | $174126.57    | 0.03%             | 2031-06-25      | Floating      | 7.33%                 | No            | 3                  | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVIII Ltd                                                 | CUSIP: 55821KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250624.98    | 0.05%             | 2034-07-17      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -832320 | PA      | $-832320.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    163000 | PA      | $187117.55    | 0.03%             | 2027-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP VMED O2 UK                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -279952 | PA      | $-279952.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    534000 | PA      | $554353.94    | 0.10%             | 2032-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OLA Netherlands BV                                      | OLA Netherlands BV Term Loan                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    614237 | PA      | $609630.39    | 0.11%             | 2026-12-15      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                   | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $407936.37    | 0.08%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $165783.00    | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                           | Citrin Cooperman Advisors LLC 2025 Term Loan B                                   | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    424710 | PA      | $424001.08    | 0.08%             | 2032-04-01      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1223881.29   | 0.23%             | 2028-09-01      | Fixed         | 3.88%                 | 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        |   1029269 | PA      | $1024287.75   | 0.19%             | 2028-08-31      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    584000 | PA      | $590373.18    | 0.11%             | 2030-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    178000 | PA      | $178360.63    | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115492.71    | 0.02%             | 2031-11-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CELESTIAL S                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -937154 | PA      | $-937153.75   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    356000 | PA      | $376745.54    | 0.07%             | 2032-08-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC 2023 Term Loan B4                           | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    635970 | PA      | $635461.27    | 0.12%             | 2030-12-07      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    168000 | PA      | $159781.58    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP VERTIV GROU                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -413182 | PA      | $-413182.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| STERLING COOFS TR                                       | STERLING COOFS TR                                                                | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    606848 | PA      | $0.06         | 0.00%             | 2029-04-15      | Variable      | 2.36%                 | No            | 3                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    258000 | PA      | $273965.81    | 0.05%             | 2029-12-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $201624.24    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP OPTION CARE                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -177931 | PA      | $-177931.25   | -0.03%            |  |  |  | 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        |    648589 | PA      | $651021.01    | 0.12%             | 2028-04-03      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    496000 | PA      | $510015.97    | 0.09%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    134000 | PA      | $131407.15    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    562000 | PA      | $560466.86    | 0.10%             | 2027-06-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1155519.82   | 0.21%             | 2029-01-18      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    258000 | PA      | $265521.47    | 0.05%             | 2032-08-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC 2024 USD Term Loan                                   | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     39483 | PA      | $38988.99     | 0.01%             | 2027-12-09      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122194.00    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    380048 | PA      | $379382.42    | 0.07%             | 2032-02-10      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                          | Halliburton Co                                                                   | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2988.50      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    282000 | PA      | $279477.88    | 0.05%             | 2027-05-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $417608.04    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    723000 | PA      | $772239.19    | 0.14%             | 2031-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                   | Clover Holdings 2 LLC Term Loan B                                                | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2345000 | PA      | $2345726.95   | 0.44%             | 2031-12-09      | Floating      | 8.31%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2304116.86   | 0.43%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15277.95     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TRANS UNION LLC                                         | Trans Union LLC 2024 Term Loan B9                                                | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1051634 | PA      | $1052296.38   | 0.20%             | 2031-06-24      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    749000 | PA      | $727033.48    | 0.13%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Extended Term Loan B1                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    538313 | PA      | $531115.40    | 0.10%             | 2029-04-16      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ING GROEP N                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1488655 | PA      | $-1488655.00  | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122711.55    | 0.02%             | 2029-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP KODIAK GAS                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -538408 | PA      | $-538407.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14639.59     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                             | Ziggo Financing Partnership USD Term Loan I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    510000 | PA      | $497831.40    | 0.09%             | 2028-04-30      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CLARIVATE S                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -628712 | PA      | $-628712.50   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP MORGAN STAN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2554500 | PA      | $-2554500.00  | -0.47%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $141891.55    | 0.03%             | 2029-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP COMPASS GRO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -142578 | PA      | $-142577.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Hunter Douglas Inc.                                     | Hunter Douglas Inc 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   1391074 | PA      | $1384702.69   | 0.26%             | 2032-01-20      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119890.61    | 0.02%             | 2028-08-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2024-INV1                                                 | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932368 | PA      | $927219.64    | 0.17%             | 2054-10-25      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $268913.36    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249085.83    | 0.05%             | 2031-04-18      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    684000 | PA      | $521552.02    | 0.10%             | 2028-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ARCHROCK PA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -462799 | PA      | $-462798.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81214.73     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8H20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791513 | PA      | $779016.60    | 0.14%             | 2039-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 3 SARL                                 | Albion Financing 3 SARL 2025 USD Term Loan B                                     | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   1008668 | PA      | $1009303.23   | 0.19%             | 2029-08-16      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126751.73    | 0.02%             | 2033-07-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    121000 | PA      | $127555.90    | 0.02%             | 2029-01-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP ADVANCED DR                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -198300 | PA      | $-198300.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Second Lien Term Loan                                          | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    347000 | PA      | $313386.11    | 0.06%             | 2029-10-08      | Floating      | 10.43%                | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc 2024 1st Lien Term Loan B                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    611585 | PA      | $611841.91    | 0.11%             | 2031-02-22      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $205438.28    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    451000 | PA      | $420272.74    | 0.08%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85677.86     | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $112667.68    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                                           | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $938350.00    | 0.17%             | 2033-10-17      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    411000 | PA      | $423757.85    | 0.08%             | 2027-02-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1433734.52   | 0.27%             | 2031-10-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    364000 | PA      | $376102.64    | 0.07%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDG                                   | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     59000 | PA      | $60162.07     | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH                                   | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386422.28    | 0.07%             | 2028-09-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $69355.18     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                 | Belron Finance 2019 LLC 2024 USD Term Loan B                                     | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1915601 | PA      | $1922267.73   | 0.36%             | 2031-10-16      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    272000 | PA      | $279818.91    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CARVANA CO                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -830052 | PA      | $-830052.50   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CIVITAS RES                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -164232 | PA      | $-164232.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Bally's Corporation                                     | Bally's Corporation 2021 Term Loan B                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    814766 | PA      | $718012.11    | 0.13%             | 2028-10-02      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| Flexera Software LLC                                    | Flexera Software LLC 2024 1st Lien Term Loan                                     | CUSIP: 33937KAX2<br>LEI: FHBIRN3K4PSRU4ZOQQ49 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-03-03      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP CLEVELAND C                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -287088 | PA      | $-287087.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    488131 | PA      | $484391.70    | 0.09%             | 2028-04-20      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO LLC                            | M6 ETX Holdings II Midco LLC 2025 Term Loan B                                    | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328000 | PA      | $329170.96    | 0.06%             | 2032-04-01      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP BAUSCH + LO                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1186370 | PA      | $-1186370.00  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| Murphy USA Inc                                          | Murphy USA Inc Term Loan B                                                       | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |    173000 | PA      | $174204.08    | 0.03%             | 2032-04-07      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RR DONNELLE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -518579 | PA      | $-518578.75   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MATADOR RES                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -267398 | PA      | $-267397.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    808000 | PA      | $816052.53    | 0.15%             | 2033-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MAGENTA SECURITY HOLDINGS LLC                           | Magenta Security Holdings LLC 2024 First Out Term Loan                           | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201768 | PA      | $168252.50    | 0.03%             | 2028-07-27      | Floating      | 11.29%                | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP 2025 Term Loan B2                                            | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    169575 | PA      | $169646.22    | 0.03%             | 2030-11-22      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP WABASH NATI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -143750 | PA      | $-143750.00   | -0.03%            |  |  |  | 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        |     63742 | PA      | $64110.47     | 0.01%             | 2028-07-03      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $64768.64     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP ITT HOLDING                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -250819 | PA      | $-250818.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| APEX GROUP TREASURY LLC                                 | Apex Group Treasury LLC 2025 USD Term Loan B                                     | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    839000 | PA      | $835333.57    | 0.15%             | 2032-02-27      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91037.84     | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ATS CORP                                                | ATS Corp                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $103269.80    | 0.02%             | 2028-12-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $188946.00    | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201757.75    | 0.04%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Roper Industrial Products Investment Company LLC        | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B   | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    414748 | PA      | $413582.45    | 0.08%             | 2029-11-22      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $412231.06    | 0.08%             | 2029-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2021-3 Ltd                                                    | CUSIP: 77341NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2976600 | PA      | $2989128.51   | 0.55%             | 2038-01-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    318000 | PA      | $328120.67    | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -337669 | PA      | $-337668.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $871665.04    | 0.16%             | 2030-06-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501424.25    | 0.09%             | 2032-10-17      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118799.84    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -312375 | PA      | $-312375.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC BANK PLC                                           | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |   -784350 | PA      | $-784350.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP PERMIAN RES                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -301840 | PA      | $-301840.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23337.18     | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $233779.61    | 0.04%             | 2029-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168305.94    | 0.03%             | 2030-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UNIVISION C                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -397750 | PA      | $-397750.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ILIAD HOLDI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -466939 | PA      | $-466938.78   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    347000 | PA      | $346197.56    | 0.06%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                               | Atlas CC Acquisition Corp Term Loan B                                            | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   1941059 | PA      | $1005196.78   | 0.19%             | 2028-05-25      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP BOMBARDIER                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -246380 | PA      | $-246380.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $189006.64    | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan C                                         | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    117790 | PA      | $97618.05     | 0.02%             | 2028-06-30      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66159.83     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    186000 | PA      | $193194.48    | 0.04%             | 2029-02-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                              | Avis Budget Car Rental LLC 2020 Term Loan B                                      | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    351049 | PA      | $347538.87    | 0.06%             | 2027-08-06      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -762005 | PA      | $-762005.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -718242 | PA      | $-718242.19   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2730834 | PA      | $-2730833.81  | -0.51%            |  |  |  | No            | 2                  | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   1278795 | PA      | $1284396.12   | 0.24%             | 2031-12-10      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    323000 | PA      | $327264.89    | 0.06%             | 2030-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $127198.88    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117686.10    | 0.02%             | 2032-07-01      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2024 Term Loan B8                                           | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1042657 | PA      | $1043959.97   | 0.19%             | 2030-06-22      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2441000 | PA      | $2451691.58   | 0.45%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    249000 | PA      | $265320.48    | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Foundation Building Materials Holding Company LLC       | Foundation Building Materials Holding Company LLC 2024 Term Loan B2              | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   1254250 | PA      | $1225578.22   | 0.23%             | 2031-01-29      | Floating      | 8.28%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1418000 | PA      | $1522325.10   | 0.28%             | 2031-11-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $172464.59    | 0.03%             | 2033-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $126274.88    | 0.02%             | 2029-09-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $264511.79    | 0.05%             | 2032-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARDONAGH GR                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1218146 | PA      | $-1218145.50  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| STITCH AQUISITION CORPORATION                           | Stitch Aquisition Corporation 2024 2nd Out Term Loan                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55917 | PA      | $46411.04     | 0.01%             | 2029-12-31      | Floating      | 12.06%                | No            | 2                  | On Loan: No      |
| AAR ESCROW ISSUER LLC                                   | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $283951.13    | 0.05%             | 2029-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    129782 | PA      | $134140.08    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HESS MIDSTR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -247362 | PA      | $-247362.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $119901.42    | 0.02%             | 2030-04-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP USA COMPRES                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -310609 | PA      | $-310608.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MPLX LP 4.2                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -177138 | PA      | $-177137.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GARDA WORLD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -297882 | PA      | $-297882.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP XPLR INFRAS                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -582919 | PA      | $-582918.75   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $247147.11    | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CAPSTONE BO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -472140 | PA      | $-472140.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP 1011778 BC                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -382222 | PA      | $-382222.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TRANSOCEAN                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -37365 | PA      | $-37364.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $237753.75    | 0.04%             | 2028-03-01      | Fixed         | 4.63%                 | 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        |   1867891 | PA      | $1876259.13   | 0.35%             | 2031-05-09      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP RHP HOTEL P                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -469260 | PA      | $-469260.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $925522.18    | 0.17%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Intrado Corporation                                     | Intrado Corporation 2023 Term Loan B                                             | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |    179016 | PA      | $178121.15    | 0.03%             | 2030-01-31      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -355355 | PA      | $-355355.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP WHITE CAP B                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1715538 | PA      | $-1715537.50  | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2812000 | PA      | $2938638.42   | 0.55%             | 2030-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2002039 | PA      | $-2002038.75  | -0.37%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP PG+E CORPOR                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1675388 | PA      | $-1675387.50  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    677000 | PA      | $671200.63    | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    449000 | PA      | $478184.10    | 0.09%             | 2029-12-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP QUALCOMM IN                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1369830 | PA      | $-1369830.00  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ARDAGH META                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -375352 | PA      | $-375352.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59321.82     | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -573795 | PA      | $-573795.34   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48123KAE6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $297337.35    | 0.06%             | 2037-02-02      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2024 Term Loan B6                              | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   3471984 | PA      | $3472365.96   | 0.64%             | 2031-09-19      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SABRE GLBL                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -77788 | PA      | $-77787.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP BLACK HILLS                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -282125 | PA      | $-282125.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PERFORMANCE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -357148 | PA      | $-357147.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC BANK PLC                                           | RRP MPT OPERATI                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |   -756551 | PA      | $-756551.25   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $981447.71    | 0.18%             | 2032-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    156000 | PA      | $152866.52    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    238000 | PA      | $248135.48    | 0.05%             | 2033-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP DEUTSCHE BA                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1061324 | PA      | $-1061324.00  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MATCH GROUP                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -123739 | PA      | $-123738.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (VMED)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $243.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP UNIVISION C                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -595200 | PA      | $-595200.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Crash Champions LLC                                     | Crash Champions LLC 2024 Term Loan B                                             | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |    238832 | PA      | $222576.73    | 0.04%             | 2029-02-23      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP GARDA WORLD                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -731269 | PA      | $-731268.75   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL, INC.                                  | RRP ORACLE CORP                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -470000 | PA      | $-470000.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $124909.84    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ENDO FINANC                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -93515 | PA      | $-93515.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $125618.82    | 0.02%             | 2035-06-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAJ2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250917.43    | 0.05%             | 2043-07-15      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282598.40    | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FORTRESS INTERMEDIATE                                   | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    598000 | PA      | $626474.97    | 0.12%             | 2031-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CAPSTONE BORROWER INC                                   | Capstone Borrower Inc                                                            | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    276000 | PA      | $287213.68    | 0.05%             | 2030-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    358000 | PA      | $364138.19    | 0.07%             | 2029-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   4000000 | OU      | $88433.72     | 0.02%             |  |  |  | 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        |   1350363 | PA      | $1354373.56   | 0.25%             | 2030-11-08      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    362000 | PA      | $362810.52    | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Term Loan A                                          | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     45746 | PA      | $46870.52     | 0.01%             | 2028-06-01      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $382394.79    | 0.07%             | 2030-02-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| HSBC BANK PLC                                           | RRP COMMSCOPE L                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |   -269528 | PA      | $-269527.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    148000 | PA      | $141973.88    | 0.03%             | 2032-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DERBY BUYER LLC                                         | Derby Buyer LLC 2024 Repriced Term Loan B                                        | CUSIP: 24968CAE3<br>LEI: 2549003XRO7JUBUWQX87 | Long             | LON              | CORP              | US        |    843654 | PA      | $839528.18    | 0.16%             | 2030-11-01      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| Voyage Australia Pty Limited                            | Voyage Australia Pty Limited USD Term Loan B                                     | CUSIP: 000000000<br>LEI: 984500552F00VE5LE453 | Long             | LON              | CORP              | AU        |    131211 | PA      | $131430.21    | 0.02%             | 2028-07-20      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $147130.80    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| USI INC/NY                                              | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    465000 | PA      | $490648.94    | 0.09%             | 2032-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $401228.80    | 0.07%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $453912.76    | 0.08%             | 2034-02-01      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2447216.27   | 0.45%             | 2033-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                               | SUNOCO LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    254000 | PA      | $258241.50    | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARES CAPITA                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -224400 | PA      | $-224400.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP UBS GROUP A                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -4135840 | PA      | $-4135840.00  | -0.77%            |  |  |  | No            | 2                  | On Loan: No      |
| LEARFIELD COMMUNICATIONS LLC                            | LEARFIELD COMMUNICATIONS LLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2888 | NS      | $257032.00    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CONSTRUCTION PARTNERS INC                               | Construction Partners Inc Term Loan B                                            | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    163180 | PA      | $163587.95    | 0.03%             | 2031-11-03      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1733238 | PA      | $-1733237.50  | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    902000 | PA      | $799846.25    | 0.15%             | 2030-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP MEDLINE BOR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -312112 | PA      | $-312112.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $485360.21    | 0.09%             | 2044-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    542000 | PA      | $545263.15    | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ORBCOMM Inc                                             | Orbcomm Inc Term Loan B                                                          | CUSIP: 68558RAB9<br>LEI: 529900PSC8WVCY267I23 | Long             | LON              | CORP              | US        |    306313 | PA      | $275375.24    | 0.05%             | 2028-09-01      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP DIRECTV FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -630080 | PA      | $-630080.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $135549.71    | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1995638 | PA      | $-1995637.50  | -0.37%            |  |  |  | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $125501.00    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1825688 | PA      | $-1825687.50  | -0.34%            |  |  |  | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                                 | BANCO ESPIRITO SANTO SA                                                          | CUSIP: 000000000<br>LEI: UBGVXZLX4SCS302CM391 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $25914.91     | 0.00%             | 2022-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                   | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    248000 | PA      | $221376.75    | 0.04%             | 2031-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1417697 | PA      | $1679392.03   | 0.31%             | 2031-06-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 54 Ltd                      | Octagon 54 Ltd                                                                   | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250161.35    | 0.05%             | 2034-07-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                             | Surgery Center Holdings Inc 2024 Term Loan B                                     | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    859719 | PA      | $862143.57    | 0.16%             | 2030-12-19      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Star Parent Inc                                         | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    528842 | PA      | $523389.31    | 0.10%             | 2030-09-27      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ANYWHERE RE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -229164 | PA      | $-229164.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    545000 | PA      | $548725.08    | 0.10%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120150.97    | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UNITI GROUP                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -490201 | PA      | $-490201.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                                 | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64723.10     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2022-DSC1                                             | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310385 | PA      | $303236.86    | 0.06%             | 2063-01-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    232000 | PA      | $237547.35    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.             | Jones DesLauriers Insurance Management Inc 2025 Term Loan B                      | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    581148 | PA      | $577516.15    | 0.11%             | 2030-03-15      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| Invesco Senior Loan ETF                                 | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     80000 | NS      | $1673600.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-J8                                                   | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1758104 | PA      | $685597.44    | 0.13%             | 2037-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J9V73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1516028 | PA      | $1501199.09   | 0.28%             | 2044-06-01      | Fixed         | 4.50%                 | 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        |    441892 | PA      | $441892.50    | 0.08%             | 2030-02-11      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 USD Term Loan                                      | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1479461 | PA      | $1481651.06   | 0.27%             | 2031-03-21      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP BLOCK INC 2                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -297902 | PA      | $-297902.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (ZEGLN)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      7057 | OU      | $1078.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryan LLC                                                | Ryan LLC Term Loan                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     46412 | PA      | $46456.13     | 0.01%             | 2030-11-14      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30352.86     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    297000 | PA      | $302585.98    | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP UNITED AIRL                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -440108 | PA      | $-440107.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| X AI CORP                                               | X AI CORP TERM LOAN                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $333228.00    | 0.06%             | 2030-06-28      | Floating      | 11.58%                | No            | 2                  | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    287168 | PA      | $276040.69    | 0.05%             | 2031-07-01      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc 2024 Term Loan B                                                 | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1755441 | PA      | $1752157.86   | 0.33%             | 2029-09-12      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP BOOST NEWCO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -761000 | PA      | $-761000.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49182.28     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1656827.20   | 0.31%             | 2031-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FGOLD 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -748379 | PA      | $-748379.26   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    490000 | PA      | $500597.96    | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    311000 | PA      | $366320.13    | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    395000 | PA      | $406141.37    | 0.08%             | 2033-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PointClickCare Technologies, Inc.                       | PointClickCare Technologies Inc 2024 USD Term Loan B                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    520341 | PA      | $521969.88    | 0.10%             | 2031-11-03      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    627000 | PA      | $615463.89    | 0.11%             | 2027-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2019-16 Ltd                                                              | CUSIP: 67570QAR2<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248564.10    | 0.05%             | 2033-04-10      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    349000 | PA      | $339385.29    | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178948.06    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | 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        |    929575 | PA      | $925448.13    | 0.17%             | 2032-04-01      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                    | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $888566.76    | 0.16%             | 2027-05-25      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -301901 | PA      | $-301901.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2307639.40   | 0.43%             | 2029-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                            | Aimbridge Acquisition Co Inc 2025 First Out Term Loan                            | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    117431 | PA      | $116403.31    | 0.02%             | 2030-03-11      | Floating      | 9.93%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1345608.07   | 0.25%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MH SUB I LLC                                            | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    321750 | PA      | $278851.43    | 0.05%             | 2031-12-31      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    615000 | PA      | $597953.92    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CPI HOLDCO B LLC                                        | CPI Holdco B LLC 2024 Incremental Term Loan B                                    | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430000 | PA      | $429462.50    | 0.08%             | 2031-05-17      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    551000 | PA      | $509332.39    | 0.09%             | 2028-11-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31732.47     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1762124 | PA      | $1467144.22   | 0.27%             | 2029-07-06      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $114550.00    | 0.02%             | 2029-12-23      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159476.98    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3061065.71   | 0.57%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| QXO INC                                                 | QXO Inc Term Loan B                                                              | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    244800 | PA      | $246259.01    | 0.05%             | 2032-04-30      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP ATI INC 7.2                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -455625 | PA      | $-455625.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117559.47    | 0.02%             | 2025-11-01      | Fixed         | 2.63%                 | 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        |   1733158 | PA      | $1728686.20   | 0.32%             | 2031-09-23      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services Inc                           | Brand Industrial Services Inc 2024 Term Loan B                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   2123011 | PA      | $1768468.54   | 0.33%             | 2030-08-01      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    136900 | PA      | $139466.88    | 0.03%             | 2033-04-24      | Fixed         | 6.75%                 | 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        |    173771 | PA      | $145092.89    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc 2024 Term Loan B2                                                 | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    159038 | PA      | $150092.33    | 0.03%             | 2029-11-15      | Floating      | 10.43%                | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SCIENCE APP                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -102265 | PA      | $-102265.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Black Hills Corp                                        | Black Hills Corp                                                                 | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298238.84    | 0.06%             | 2027-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    362000 | PA      | $350554.75    | 0.07%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Momentive Performance Materials Inc                     | Momentive Performance Materials Inc 2023 Term Loan                               | CUSIP: 60877JAG7<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | LON              | CORP              | US        |   1047420 | PA      | $1049598.89   | 0.19%             | 2028-03-29      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1157135.00   | 0.21%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Grant Thornton Advisors LLC                             | Grant Thornton Advisors LLC 2025 Term Loan B                                     | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    244813 | PA      | $244384.87    | 0.05%             | 2031-06-02      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $849212.00    | 0.16%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CreekSource (Dunes Creek) CLO Ltd                       | Creeksource 2024-1 Dunes Creek Clo Ltd                                           | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501500.00    | 0.09%             | 2038-01-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Oscar Acquisitionco LLC                                 | Oscar AcquisitionCo LLC Term Loan B                                              | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    409482 | PA      | $376125.78    | 0.07%             | 2029-04-29      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Howden Group Holdings Ltd                               | Howden Group Holdings Ltd 2024 USD 1st Lien Term Loan B                          | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   1123868 | PA      | $1126801.35   | 0.21%             | 2031-02-15      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120975.53    | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118548.95    | 0.02%             | 2030-06-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SEAGATE HDD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -560721 | PA      | $-560720.67   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6077782 | PA      | $5702918.26   | 1.06%             | 2042-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       194 | NC      | $242103.32    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ENCOMPASS H                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -92242 | PA      | $-92242.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -110410 | PA      | $-110410.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    789000 | PA      | $811271.21    | 0.15%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                        | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |   1397175 | PA      | $1401075.39   | 0.26%             | 2069-12-26      | Variable      | 5.54%                 | No            | 2                  | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    123000 | PA      | $123660.88    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP BLOCK INC                                                                    | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1666744 | PA      | $-1666743.75  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    211000 | PA      | $208706.09    | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -245140 | PA      | $-245140.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    219000 | PA      | $220554.90    | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239100.00    | 0.04%             | 2041-02-15      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| PAINT INTERMEDIATE III LLC                              | Paint Intermediate III LLC 2024 Term Loan B                                      | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    276308 | PA      | $273544.43    | 0.05%             | 2031-10-09      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ARCOSA INC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -249178 | PA      | $-249177.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    474000 | PA      | $488564.70    | 0.09%             | 2030-04-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                                 | BANCO ESPIRITO SANTO SA SR UNSECURED REGS 01/18 4.75                             | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $25914.91     | 0.00%             | 2022-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                             | ASURION LLC 2025 TERM LOAN B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    792493 | PA      | $769114.45    | 0.14%             | 2030-09-19      | Floating      | 8.56%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    226000 | PA      | $231454.51    | 0.04%             | 2032-04-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -449449 | PA      | $-449448.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP UKG INC 6.8                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2387438 | PA      | $-2387437.50  | -0.44%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ILIAD HOLDI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -264419 | PA      | $-264418.70   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2455000 | PA      | $2285211.95   | 0.42%             | 2028-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    727000 | PA      | $771356.45    | 0.14%             | 2030-12-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP VERUS 22 7                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1200078 | PA      | $-1200077.79  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP BANGKOK BAN                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -454354 | PA      | $-454353.67   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP ATI INC 5.8                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -117634 | PA      | $-117633.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    875000 | PA      | $948552.50    | 0.18%             | 2029-09-30      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    211000 | PA      | $216186.59    | 0.04%             | 2032-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| STONEPEAK NILE PARENT                                   | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    114000 | PA      | $120846.38    | 0.02%             | 2032-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008912.90   | 0.19%             | 2037-04-28      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    137000 | PA      | $144184.67    | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LTD                           | INEOS Quattro Holdings UK Ltd 2024 USD Term Loan B                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297255 | PA      | $270502.05    | 0.05%             | 2031-10-07      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    143000 | PA      | $151707.99    | 0.03%             | 2030-03-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -289272 | PA      | $-289272.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32172.42     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280949.88    | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    212000 | PA      | $215445.00    | 0.04%             | 2032-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2024 Term Loan B1                                          | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    697200 | PA      | $696663.24    | 0.13%             | 2029-03-19      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corporation                           | Columbus McKinnon Corporation 2024 Term Loan                                     | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    120995 | PA      | $120692.93    | 0.02%             | 2028-05-14      | Floating      | 6.80%                 | No            | 3                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $221645.30    | 0.04%             | 2030-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TML HOLDINGS PTE LTD                                    | TML Holdings Pte Ltd                                                             | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $198280.00    | 0.04%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   2255000 | PA      | $2258276.97   | 0.42%             | 2038-01-18      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| VALLOUREC SACA                                          | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    517000 | PA      | $541950.42    | 0.10%             | 2032-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SMYRNA READ                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -226695 | PA      | $-226695.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 1st Lien Term Loan                                      | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1921590 | PA      | $1928796.32   | 0.36%             | 2031-02-24      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP PRIME SECUR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -97631 | PA      | $-97631.25    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    641000 | PA      | $647536.92    | 0.12%             | 2032-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP WYNN MACAU                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -342623 | PA      | $-342623.33   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                   | Clover Holdings 2 LLC Fixed Term Loan B                                          | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1023000 | PA      | $1030672.50   | 0.19%             | 2031-12-09      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Calpine Construction Finance Company LP                 | Calpine Construction Finance Company LP 2023 Refinancing Term Loan B             | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    930941 | PA      | $930344.81    | 0.17%             | 2030-07-31      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1959800.32   | 0.36%             | 2054-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1319067.31   | 0.24%             | 2031-06-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117959.98    | 0.02%             | 2032-06-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120493.14    | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HB FULLER COMPANY                                       | HB Fuller Company 2025 Term Loan B                                               | CUSIP: 40409VAW4<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |    312509 | PA      | $313487.25    | 0.06%             | 2030-02-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| GYP HOLDINGS III CORP                                   | GYP Holdings III Corp                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    371000 | PA      | $371863.11    | 0.07%             | 2029-05-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $64027.74     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    630000 | PA      | $602910.00    | 0.11%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     77000 | PA      | $81872.79     | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP OCP 24 38A                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -912348 | PA      | $-912347.80   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                | Clearwater Analytics LLC 2025 Term Loan B                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    517000 | PA      | $516353.75    | 0.10%             | 2032-04-21      | Floating      | 6.53%                 | No            | 3                  | On Loan: No      |
| American Airlines Inc                                   | American Airlines Inc 2023 1st Lien Term Loan                                    | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    340560 | PA      | $337154.40    | 0.06%             | 2029-06-04      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| WHITE CAP BUYER LLC                                     | White Cap Buyer LLC                                                              | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1961881.74   | 0.36%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HILCORP ENE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -285658 | PA      | $-285657.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    289155 | PA      | $283371.90    | 0.05%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1293898 | PA      | $-1293897.50  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| GCAT                                                    | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259945 | PA      | $1255488.56   | 0.23%             | 2067-04-25      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    330000 | PA      | $311850.00    | 0.06%             | 2028-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PAI Holdco Inc                                          | PAI Holdco Inc 2020 Term Loan B                                                  | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    429957 | PA      | $328917.34    | 0.06%             | 2027-10-28      | Floating      | 8.29%                 | 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        |   1206766 | PA      | $1204751.04   | 0.22%             | 2031-09-15      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| JANE STREET GROUP LLC                                   | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1222875 | PA      | $1221297.53   | 0.23%             | 2031-12-15      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9449.63      | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP INTESA SANP                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -163068 | PA      | $-163068.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202631.50    | 0.04%             | 2031-07-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2022 Term Loan B6                                               | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    222587 | PA      | $219250.42    | 0.04%             | 2028-01-18      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RAKUTEN GRO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -545236 | PA      | $-545235.90   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    654000 | PA      | $633680.94    | 0.12%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611035 | PA      | $269806.09    | 0.05%             | 2036-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20415.02     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $56791.58     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1465984 | PA      | $1681613.61   | 0.31%             | 2029-11-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    242000 | PA      | $217171.09    | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    114000 | PA      | $98895.00     | 0.02%             | 2030-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2466760.97   | 0.46%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SENSATA TEC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -206570 | PA      | $-206570.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    511336 | PA      | $579727.19    | 0.11%             | 2030-12-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP BROADCOM IN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1154250 | PA      | $-1154250.00  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66157.20     | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CLYDESDALE                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -361800 | PA      | $-361800.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| INGEVITY CORP                                           | Ingevity Corp                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80109.44     | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117010.42    | 0.02%             | 2028-11-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    174000 | PA      | $179717.64    | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184265.38    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    521383 | PA      | $519036.83    | 0.10%             | 2029-11-15      | Floating      | 10.43%                | No            | 2                  | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500337.20    | 0.09%             | 2037-10-24      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| Light and Wonder International, Inc.                    | Light and Wonder International Inc 2024 Term Loan B2                             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    657470 | PA      | $657141.40    | 0.12%             | 2029-04-14      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                         | Madison IAQ LLC Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1793760 | PA      | $1794226.09   | 0.33%             | 2028-06-21      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1022022 | PA      | $1014152.19   | 0.19%             | 2028-04-24      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    434000 | PA      | $442137.50    | 0.08%             | 2031-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $368861.97    | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    172000 | PA      | $177093.80    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-7                                                | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333246 | PA      | $1342064.58   | 0.25%             | 2067-07-25      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    112000 | PA      | $118290.93    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -210971 | PA      | $-210971.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP MADISON IAQ                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -451510 | PA      | $-451510.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Electron BidCo Inc                                      | Electron BidCo Inc 2021 Term Loan                                                | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1214772 | PA      | $1217420.58   | 0.23%             | 2028-11-01      | Floating      | 7.08%                 | 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        |    654512 | PA      | $654760.57    | 0.12%             | 2029-11-09      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                   | CMG Media Corp                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $177220.71    | 0.03%             | 2029-06-18      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2006-FX1                                           | CUSIP: 17309YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298409 | PA      | $172102.86    | 0.03%             | 2036-10-25      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385504.26    | 0.07%             | 2029-04-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $165169.31    | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $636382.76    | 0.12%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    388000 | PA      | $405210.65    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $524698.81    | 0.10%             | 2031-02-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1625886.85   | 0.30%             | 2027-05-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR F                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1437150 | PA      | $-1437149.70  | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| SPRINGS WINDOWS FASHIONS LLC                            | Springs Windows Fashions LLC 2024 FLFO A1 Term Loan                              | CUSIP: 000000000<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |    128626 | PA      | $128143.60    | 0.02%             | 2029-12-19      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236981.12    | 0.04%             | 2029-06-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ARDONAGH MIDCO 3 PLC                                    | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   1148122 | PA      | $1138076.43   | 0.21%             | 2031-02-15      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP OUTFRONT ME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -249238 | PA      | $-249237.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90309.21     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BROOKFIELD                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -178200 | PA      | $-178200.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                  | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |   2392898 | PA      | $2391126.89   | 0.44%             | 2032-01-30      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462964 | PA      | $469279.91    | 0.09%             | 2045-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                               | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     89000 | PA      | $96794.53     | 0.02%             | 2031-01-31      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                             | Epicor Software Corporation 2024 Term Loan E                                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1702265 | PA      | $1705686.43   | 0.32%             | 2031-05-30      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| EMRLD BORROWER LP                                       | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    901190 | PA      | $899108.25    | 0.17%             | 2031-08-04      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $146572.68    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                              | Cube Industrials Buyer Inc 2024 Term Loan                                        | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    147000 | PA      | $147596.82    | 0.03%             | 2031-10-17      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185298.75    | 0.03%             | 2027-06-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $165219.02    | 0.03%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | ABS-O            | CORP              | GB        |     20293 | PA      | $29154.85     | 0.01%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| MAGENTA SECURITY HOLDINGS LLC                           | Magenta Security Holdings LLC 2024 Third Out Term Loan                           | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    558448 | PA      | $129375.71    | 0.02%             | 2028-07-27      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SPIRIT AERO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -321345 | PA      | $-321345.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FIBERCOP SP                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -177188 | PA      | $-177188.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RIZAL COMMERCIAL BANKING                                | Rizal Commercial Banking Corp                                                    | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $199500.00    | 0.04%             | 2025-08-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2016-11 Ltd                                                              | CUSIP: 67110DBJ5<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $802254.08    | 0.15%             | 2036-04-26      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    463000 | PA      | $501234.08    | 0.09%             | 2030-11-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   1000000 | PA      | $911891.05    | 0.17%             | 2031-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fortrea Holdings Inc                                    | Fortrea Holdings Inc Term Loan B                                                 | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     56369 | PA      | $50027.37     | 0.01%             | 2030-07-01      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -365445 | PA      | $-365444.87   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| FINCO I LLC                                             | FinCo I LLC 2024 Term Loan B                                                     | CUSIP: 31774BAG9<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |     75576 | PA      | $75812.43     | 0.01%             | 2029-06-27      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP WYNN RESORT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -503309 | PA      | $-503308.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NATIONSTAR                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -188100 | PA      | $-188100.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96756.12     | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $181917.19    | 0.03%             | 2029-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $166214.57    | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $448540.98    | 0.08%             | 2028-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    232000 | PA      | $233824.91    | 0.04%             | 2032-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     24000 | PA      | $23460.00     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                     | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122461.92    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| INEOS US Finance LLC                                    | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    293547 | PA      | $280862.61    | 0.05%             | 2030-02-18      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $81384.35     | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    460000 | PA      | $502078.04    | 0.09%             | 2028-11-13      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113430.76    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP ELEVANCE HE                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -933750 | PA      | $-933750.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    260000 | PA      | $313770.71    | 0.06%             | 2032-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                | Kimmeridge Texas Gas LLC                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    623000 | PA      | $644768.87    | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    535000 | PA      | $560105.41    | 0.10%             | 2030-01-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     16000 | PA      | $15961.76     | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    195000 | PA      | $230582.43    | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP MATADOR RES                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -223215 | PA      | $-223215.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179552 | PA      | $181343.93    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180988.53    | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    269000 | PA      | $211310.04    | 0.04%             | 2029-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| STAPLES INC                                             | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175088.64    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1902636 | PA      | $1736403.38   | 0.32%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    354248 | PA      | $350096.33    | 0.06%             | 2031-05-19      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    726000 | PA      | $739802.76    | 0.14%             | 2032-04-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352023.64    | 0.07%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                             | CHG Healthcare Services Inc 2024 Term Loan B1                                    | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    452481 | PA      | $453865.34    | 0.08%             | 2028-09-29      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    249000 | PA      | $235491.75    | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP AXALTA COAT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -255791 | PA      | $-255791.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179954.33    | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1017765 | PA      | $-1017765.00  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102491.97    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | RRP BANK OF AME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -3988425 | PA      | $-3988425.00  | -0.74%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** BlackRock Ltd Duration Income Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer