# EDGAR Filing Document

**Accession Number:** 0001139819
**File Stem:** 0001410368-25-012517
**Filing Date:** 2025-9
**Character Count:** 323302
**Document Hash:** 2bde558c06d7abb5ad7339abca22cd40
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012517.hdr.sgml**: 20250929

**ACCESSION NUMBER**: 0001410368-25-012517

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250929

**DATE AS OF CHANGE**: 20250929

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT TRUST I
- **CENTRAL INDEX KEY:** 0001139819

**ORGANIZATION NAME:**
- **EIN:** 223805271
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10371
- **FILM NUMBER:** 251352265

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT EQUITY TRUST
- **DATE OF NAME CHANGE:** 20110729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT BLEND TRUST
- **DATE OF NAME CHANGE:** 20010502

## Series and Classes Contracts Data

### Lord Abbett Short Duration High Yield Fund (Series ID: S000068467)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000218932 | Class R6     | LSYUX           |
| C000218933 | Class R5     | LSYTX           |
| C000218934 | Class R4     | LSYSX           |
| C000218935 | Class R3     | LSYQX           |
| C000218936 | Class A      | LSYAX           |
| C000218937 | Class I      | LSYIX           |
| C000218938 | Class F3     | LSYNX           |
| C000218939 | Class F      | LSYFX           |
| C000218940 | Class C      | LSYCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT TRUST I

- **b. Investment Company Act file number:** 811-10371

- **c. CIK number of Registrant:** 0001139819

- **d. LEI of Registrant:** 549300XXOBNDWQ1JMK89

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Lord Abbett Short Duration High Yield Fund

- **b. EDGAR series identifier (if any):** S000068467

- **c. LEI of Series:** 549300PE25FMO4K2B320

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9155544766.02

**Total Liabilities:** $591879817.66

**Net Assets:** $8563664948.36

**Delayed Delivery Securities:** $232593165.19

**Cash Not Reported:** $23491208.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -457.86000000 | **1-Year:** -20613.79000000 | **5-Year:** -75936.35000000 | **10-Year:** -24060.64000000 | **30-Year:** -36474.13000000

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

- **3-Month:** -43479.82000000 | **1-Year:** -747865.46000000 | **5-Year:** -1094424.12000000 | **10-Year:** -56985.64000000 | **30-Year:** -7527.08000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218937 | 2.50%                | 2.00%                | 0.56%                |
| Class ID C000218939 | 2.49%                | 2.00%                | 0.56%                |
| Class ID C000218934 | 2.36%                | 2.09%                | 0.54%                |
| Class ID C000218935 | 2.34%                | 2.06%                | 0.52%                |
| Class ID C000218933 | 2.39%                | 2.11%                | 0.56%                |
| Class ID C000218940 | 2.30%                | 2.03%                | 0.48%                |
| Class ID C000218936 | 2.47%                | 1.98%                | 0.54%                |
| Class ID C000218932 | 2.39%                | 2.11%                | 0.57%                |
| Class ID C000218938 | 2.39%                | 2.01%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23944730.90            | $156809425.58                              |
| Month 2  | $7763030.72              | $113234809.31                              |
| Month 3  | $20555782.34             | $-32936933.20                              |

**Designated Index Information**

- **Index Name:** BoFAML U.S. High Yield Constrained

- **Index Identifier:** VWA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7610720.00   | 0.09%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                         | X.AI LLC / X.AI Co Issuer Corp                                                                                             | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16029000 | PA      | $16218641.18  | 0.19%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| SWAP MORGAN STANLEY BOC                         | SWAP MORGAN STANLEY BOC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -50000 | NS      | $-50000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALGOMA STEEL INC                                | Algoma Steel Inc                                                                                                           | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |  24824000 | PA      | $22537371.99  | 0.26%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                        | VF Ukraine PAT via VFU Funding PLC                                                                                         | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |   6575723 | PA      | $6289883.75   | 0.07%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                                       | IMAX Corp                                                                                                                  | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |   7248000 | PA      | $7736867.60   | 0.09%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                         | Studio City Finance Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |  17900000 | PA      | $16562442.19  | 0.19%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  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        |  14550000 | PA      | $13828306.91  | 0.16%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TALOS PRODUCTION INC                            | Talos Production Inc                                                                                                       | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6596551.43   | 0.08%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                   | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29693000 | PA      | $29832586.79  | 0.35%             | 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        |  19579000 | PA      | $18517462.45  | 0.22%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |  24833000 | PA      | $26002375.29  | 0.30%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                               | Tank Holding Corp 2023 Incremental Term Loan                                                                               | CUSIP: 87583FAQ1<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |   2712712 | PA      | $2599117.05   | 0.03%             | 2028-03-31      | Floating      | 10.46%                | 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        |  18083866 | PA      | $18115513.27  | 0.21%             | 2031-09-29      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |  16250000 | PA      | $15742187.50  | 0.18%             | 2029-04-15      | Fixed         | 9.29%                 | 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        |   6070000 | PA      | $5830197.37   | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                        | ION Trading Technologies Sarl                                                                                              | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |  16390000 | PA      | $17065825.26  | 0.20%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                        | Regatta XVI Funding Ltd                                                                                                    | CUSIP: 75888TAQ8<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   8235000 | PA      | $8253215.82   | 0.10%             | 2033-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                        | ION Trading Technologies Sarl                                                                                              | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |   4808000 | PA      | $4654543.54   | 0.05%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                              | Advance Auto Parts Inc                                                                                                     | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |  17004000 | PA      | $17101161.54  | 0.20%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc       | Dermatology Intermediate Holdings III Inc 2023 Incremental Term Loan B                                                     | CUSIP: 24982LAE5<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   7261088 | PA      | $6462367.88   | 0.08%             | 2029-03-30      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12900000 | PA      | $12474583.80  | 0.15%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anastasia Parent LLC                            | Anastasia Parent LLC 2018 Term Loan B                                                                                      | CUSIP: 03275UAB1<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |   8962547 | PA      | $7842228.98   | 0.09%             | 2025-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVI Ltd                                                                                                      | CUSIP: 89642MAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3000000 | PA      | $3031875.00   | 0.04%             | 2038-07-20      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                            | ZF Europe Finance BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |  10700000 | PA      | $12360802.90  | 0.14%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| RFNA LP                                         | Rfna LP                                                                                                                    | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $8158438.74   | 0.10%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                     | EnQuest PLC                                                                                                                | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |  13670000 | PA      | $14064529.87  | 0.16%             | 2027-11-01      | Fixed         | 11.62%                | No            |                  2 | On Loan: —       |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                                                                   | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |  12225000 | PA      | $12324988.28  | 0.14%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                        | Hughes Satellite Systems Corp                                                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7552000 | PA      | $6968523.49   | 0.08%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                               | Redwood Trust Inc                                                                                                          | CUSIP: 758075AF2<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              |  | US        |   8575000 | PA      | $8574415.19   | 0.10%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                        | Wildfire Intermediate Holdings LLC                                                                                         | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |  34632000 | PA      | $34546834.02  | 0.40%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                                                              | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |  10500000 | PA      | $12380259.35  | 0.14%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA LTD                                        | Nova Ltd                                                                                                                   | CUSIP: 66980MAB2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |   1249000 | PA      | $4390859.50   | 0.05%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BIOCON BIOLOGICS GLOBAL                         | Biocon Biologics Global PLC                                                                                                | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |  13075000 | PA      | $12316482.64  | 0.14%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                            | IHO Verwaltungs GmbH                                                                                                       | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |  12000000 | PA      | $12024612.00  | 0.14%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                | Aretec Group Inc                                                                                                           | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $4274975.80   | 0.05%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                           | SS&C Technologies Inc                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |  14635000 | PA      | $14650186.74  | 0.17%             | 2027-09-30      | Fixed         | 5.50%                 | 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        |   1158000 | PA      | $1369310.86   | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | 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        |   1700000 | PA      | $1552136.21   | 0.02%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                        | PetSmart Inc / PetSmart Finance Corp                                                                                       | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38308000 | PA      | $37537534.18  | 0.44%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                                                          | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   7375000 | PA      | $7387249.88   | 0.09%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                       | Arko Corp                                                                                                                  | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7581000 | PA      | $6225154.83   | 0.07%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUR REAL                         | Kennedy Wilson Europe Real Estate Ltd                                                                                      | CUSIP: 000000000<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |   2968421 | PA      | $3380160.86   | 0.04%             | 2025-11-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  14980000 | PA      | $14565054.00  | 0.17%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                   | LGI Homes Inc                                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |  20263000 | PA      | $21264964.82  | 0.25%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                          | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $38791.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                        | Genting New York LLC / GENNY Capital Inc                                                                                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9740000 | PA      | $10035042.52  | 0.12%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $47721.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                            | Vermilion Energy Inc                                                                                                       | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |  28270000 | PA      | $27451697.71  | 0.32%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                     | Tenneco Inc                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |  18865000 | PA      | $18738431.32  | 0.22%             | 2028-11-17      | Fixed         | 8.00%                 | 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      | $285117.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                            | Matador Resources Co                                                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1348879.56   | 0.02%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-11197.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                               | Ivanhoe Mines Ltd                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |  16811000 | PA      | $16907848.17  | 0.20%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                         | United Rentals North America Inc                                                                                           | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  11392000 | PA      | $11403038.85  | 0.13%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                              | Pinnacle Bidco PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $6287210.30   | 0.07%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                            | 888 Acquisitions Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |   2726000 | PA      | $3140160.74   | 0.04%             | 2027-07-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                         | Borr IHC Ltd / Borr Finance LLC                                                                                            | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  36281890 | PA      | $34848328.43  | 0.41%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |  18308000 | PA      | $18502852.04  | 0.22%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                           | Heartland Dental LLC / Heartland Dental Finance Corp                                                                       | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32720000 | PA      | $34532066.32  | 0.40%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                            | Signal Peak CLO 7 Ltd                                                                                                      | CUSIP: 82671EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3524216.50   | 0.04%             | 2037-10-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                        | VF Ukraine PAT via VFU Funding PLC                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |    747224 | PA      | $714743.17    | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11598000 | PA      | $11510300.33  | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                  | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  45531000 | PA      | $46713166.88  | 0.55%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Genesee & Wyoming Inc (New)                     | Genesee & Wyoming Inc (New) 2024 Term Loan                                                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |  16408668 | PA      | $16392505.80  | 0.19%             | 2031-04-10      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                 | OHA Credit Partners XVI                                                                                                    | CUSIP: 67115LAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3913022.10   | 0.05%             | 2037-10-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                       | Forvia SE                                                                                                                  | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |  16506000 | PA      | $17212832.97  | 0.20%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| RANGE RESOURCES CORP                            | Range Resources Corp                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   9165000 | PA      | $9404261.49   | 0.11%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                       | TEGNA Inc                                                                                                                  | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |  10762000 | PA      | $10487209.76  | 0.12%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GPS HOSPITALITY HOLDING                         | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12121000 | PA      | $7084239.66   | 0.08%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC BANK OF AMERICA COC                   | SWAP CCPC BANK OF AMERICA COC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2402147 | NS      | $2402147.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                                                                     | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  23213000 | PA      | $24048286.38  | 0.28%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4407639.78   | 0.05%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                             | Guardant Health Inc                                                                                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7624282.13   | 0.09%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                          | EquipmentShare.com Inc                                                                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |  35224000 | PA      | $37167519.42  | 0.43%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   8568000 | PA      | $8840573.78   | 0.10%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                              | Vivion Investments Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |   7200000 | PA      | $8129755.52   | 0.09%             | 2028-08-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                              | SunCoke Energy Inc                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |  35039000 | PA      | $32075930.47  | 0.37%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                        | Benteler International AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |   3757000 | PA      | $4557201.46   | 0.05%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                          | Harvest Midstream I LP                                                                                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |  11236000 | PA      | $11382753.40  | 0.13%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                        | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  14752000 | PA      | $15651296.67  | 0.18%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                                                             | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $11478786.85  | 0.13%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                              | Czechoslovak Group AS                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |  26707000 | PA      | $27089748.70  | 0.32%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                              | Kennedy-Wilson Inc                                                                                                         | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  18200000 | PA      | $16606934.34  | 0.19%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ADAPTHEALTH LLC                                 | AdaptHealth LLC                                                                                                            | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8350000 | PA      | $7856441.77   | 0.09%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds           | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   3750000 | PA      | $3515041.13   | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Stonepeak Taurus Lower Holdings LLC             | Stonepeak Taurus Lower Holdings LLC 2022 2nd Lien Term Loan                                                                | CUSIP: 86185BAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9795000 | PA      | $8684932.65   | 0.10%             | 2030-01-28      | Floating      | 11.40%                | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                           | Transocean Aquila Ltd                                                                                                      | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5185031 | PA      | $5255355.34   | 0.06%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                        | TerraForm Power Operating LLC                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |  15573000 | PA      | $15375450.27  | 0.18%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                             | Xerox Holdings Corp                                                                                                        | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |  11132000 | PA      | $11148302.81  | 0.13%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                                                              | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   2987000 | PA      | $3493429.93   | 0.04%             | 2031-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                 | Mercer International Inc                                                                                                   | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |  13634000 | PA      | $10995308.36  | 0.13%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-63976.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                              | Eldorado Gold Corp                                                                                                         | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |  23477000 | PA      | $23529619.00  | 0.27%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                            | Dye & Durham Ltd                                                                                                           | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  13340000 | PA      | $13912107.64  | 0.16%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                                                           | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4107681.38   | 0.05%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $91936.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                | Kronos Acquisition Holdings Inc 2024 Term Loan                                                                             | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18197233 | PA      | $15588932.73  | 0.18%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| United FP Holdings LLC                          | United FP Holdings LLC 2019 1st Lien Term Loan                                                                             | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |  17483207 | PA      | $16945597.99  | 0.20%             | 2026-12-30      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DESIGNATED                          | ASG Finance Designated Activity Co                                                                                         | CUSIP: 000000000<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |   1446000 | PA      | $1361027.98   | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  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        |  12051506 | PA      | $12112727.79  | 0.14%             | 2028-05-05      | None          | 0.00%                 | 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        |  18693000 | PA      | $18517583.02  | 0.22%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                              | Ahlstrom Holding 3 Oy                                                                                                      | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |  21746000 | PA      | $20956191.59  | 0.24%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                            | Alta Equipment Group Inc                                                                                                   | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |  32827000 | PA      | $31167201.23  | 0.36%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                                                                      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  22319000 | PA      | $22545729.57  | 0.26%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                               | State Street Corp                                                                                                          | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   9091000 | PA      | $9259938.05   | 0.11%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                          | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                 | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9674000 | PA      | $10076283.62  | 0.12%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                        | Bellis Acquisition Co PLC                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |   4788000 | PA      | $6029444.69   | 0.07%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                                                                         | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $4962036.00   | 0.06%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                        | Kraken Oil & Gas Partners LLC                                                                                              | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |  34534000 | PA      | $33891622.71  | 0.40%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                            | Stillwater Mining Co                                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |  14300000 | PA      | $13107289.62  | 0.15%             | 2029-11-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| ALLIANCE RES OP/FINANCE                         | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp                                                   | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23686000 | PA      | $25110736.59  | 0.29%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                           | CPI Property Group SA                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |   7310000 | PA      | $8033585.48   | 0.09%             | 2031-03-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                              | Scripps Escrow Inc                                                                                                         | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $452851.14    | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | 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        |   9883000 | PA      | $10024573.98  | 0.12%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  24300000 | PA      | $25625686.50  | 0.30%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED CHF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $6707.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   7192000 | PA      | $7599375.88   | 0.09%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                                                             | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   7738000 | PA      | $7998925.36   | 0.09%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   7074000 | PA      | $7305404.69   | 0.09%             | 2029-04-15      | Fixed         | 6.88%                 | 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        |   2150000 | PA      | $2229470.45   | 0.03%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15656226.72  | 0.18%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                 | Gen Digital Inc                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   6431000 | PA      | $6542641.32   | 0.08%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                    | Calpine Corp                                                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $8335071.74   | 0.10%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                                                          | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |  16519000 | PA      | $16247292.51  | 0.19%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                          | Nationstar Mortgage Holdings Inc                                                                                           | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5784000 | PA      | $5920325.18   | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                                                                  | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |  26567000 | PA      | $26485003.61  | 0.31%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc       | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                                                                 | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   2309705 | PA      | $2046976.22   | 0.02%             | 2029-03-30      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                | Pitney Bowes Inc                                                                                                           | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |  31935000 | PA      | $31918579.02  | 0.37%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                        | C&S Group Enterprises LLC                                                                                                  | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9600000 | PA      | $8595126.72   | 0.10%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                | AMC Entertainment Holdings Inc 2024 Term Loan                                                                              | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   6795776 | PA      | $6854185.46   | 0.08%             | 2029-01-04      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                     | Gategroup Fin Luxembourg SA USD Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | LON              | CORP              | US        |   4476000 | PA      | $4499789.94   | 0.05%             | 2032-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                                                                       | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  57967000 | PA      | $59392737.78  | 0.69%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-42650.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATI INC                                         | ATI Inc                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1634475.99   | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                              | Kennedy-Wilson Inc                                                                                                         | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  22878000 | PA      | $21102667.20  | 0.25%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                 | MEG Energy Corp                                                                                                            | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |  17498000 | PA      | $17547764.31  | 0.20%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                                                            | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |  10850000 | PA      | $9956671.76   | 0.12%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                            | Alpha Generation LLC Term Loan B                                                                                           | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |  13995746 | PA      | $13994836.51  | 0.16%             | 2031-09-30      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8938017.99   | 0.10%             | 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        |   5000000 | PA      | $4915702.50   | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                          | JB Poindexter & Co Inc                                                                                                     | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   6599000 | PA      | $6757293.58   | 0.08%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  20704000 | PA      | $19379234.48  | 0.23%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TWITTER INC                                     | Twitter Inc Term Loan                                                                                                      | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15624605 | PA      | $15252270.70  | 0.18%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| American Trailer World Corp                     | American Trailer World Corp Term Loan B                                                                                    | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |  20325000 | PA      | $17022187.50  | 0.20%             | 2028-03-03      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| SWAP TD COC USD                                 | SWAP TD COC USD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |    300000 | NS      | $300000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                               | Rakuten Group Inc                                                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |  12050000 | PA      | $13078504.49  | 0.15%             | 2027-02-15      | Fixed         | 11.25%                | 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        |  16293957 | PA      | $16326789.61  | 0.19%             | 2028-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                        | HLF Financing Sarl LLC / Herbalife International Inc                                                                       | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17426000 | PA      | $18971719.48  | 0.22%             | 2029-04-15      | Fixed         | 12.25%                | 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        |   6250000 | PA      | $6232705.00   | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARADIGM PARENT LLC                             | PARADIGM PARENT LLC 2025 TERM LOAN B                                                                                       | CUSIP: 000000000<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |  17205000 | PA      | $15678056.25  | 0.18%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                  | Wynn Macau Ltd                                                                                                             | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   8241000 | PA      | $8219772.83   | 0.10%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                         | ATI Inc                                                                                                                    | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   7818000 | PA      | $7596294.03   | 0.09%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                            | Wabash National Corp                                                                                                       | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |  32401000 | PA      | $29041440.75  | 0.34%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                                                              | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8080434.05   | 0.09%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD CHF                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-97444.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Long: S83643547 CDS USD R F  1.00000 283643549 CCPCORPORATE / Short: S83643547 CDS USD P V 03MEVENT 283643548 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3000000 | OU      | $39972.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                                                                        | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  28920000 | PA      | $26602399.21  | 0.31%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                                                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4689000 | PA      | $4733512.68   | 0.06%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                                                          | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10467294.60  | 0.12%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| TWITTER INC                                     | Twitter Inc 2025 Fixed Term Loan                                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14367000 | PA      | $13958977.20  | 0.16%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                        | JW Aluminum Continuous Cast Co                                                                                             | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |  15892000 | PA      | $16389361.75  | 0.19%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                  | AA Bond Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    414848 | PA      | $547772.58    | 0.01%             | 2026-01-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $53494.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                         | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                                                          | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26610000 | PA      | $24870278.12  | 0.29%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| PETSMART INC/PETSMART FI                        | PetSmart Inc / PetSmart Finance Corp                                                                                       | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7368291.00   | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $3830757.51   | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                 | Hecla Mining Co                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |  31658000 | PA      | $32038370.87  | 0.37%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                       | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                                                           | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  10476000 | PA      | $10371240.00  | 0.12%             | 2032-07-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks Inc                                                                                                           | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3980573.64   | 0.05%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                             | Conair Holdings LLC Term Loan B                                                                                            | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |  26492453 | PA      | $19703762.07  | 0.23%             | 2028-05-17      | Floating      | 8.22%                 | 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        |  21300000 | PA      | $20557715.66  | 0.24%             | 2031-02-15      | Fixed         | 10.00%                | 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      | $1471.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                                                              | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   8986000 | PA      | $8730545.99   | 0.10%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLPATH HLDING/CORRECTIONS                     | WELLPATH HLDING/CORRECTIONS                                                                                                | CUSIP: 000000000<br>LEI: 5493007TTBKNU18GKU86 | Long             | EC               | CORP              | US        |     30430 | NS      | $182580.36    | 0.00%             |  |  |  | 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        |  24289000 | PA      | $24170675.89  | 0.28%             | 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        |  33279000 | PA      | $36634097.26  | 0.43%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   7568000 | PA      | $7662932.46   | 0.09%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                         | WE Soda Investments Holding PLC                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |  11575000 | PA      | $12079877.31  | 0.14%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                                                                                | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |  10130000 | PA      | $11003996.14  | 0.13%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                  | Transocean Inc                                                                                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |  24134000 | PA      | $22816667.33  | 0.27%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                     | Asurion LLC 2021 Second Lien Term Loan B4                                                                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  13898000 | PA      | $13103242.87  | 0.15%             | 2029-01-20      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| LACKAWANNA ENERGY CENTER LLC                    | LACKAWANNA ENERGY CENTER LLC 2025 TERM LOAN                                                                                | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |  10339000 | PA      | $10403618.75  | 0.12%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | FRONERI LUX FINCO SARL 2025 USD TERM LOAN                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4494000 | PA      | $4490359.86   | 0.05%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                           | Xiaomi Best Time International Ltd                                                                                         | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |   6600000 | PA      | $9614550.00   | 0.11%             | 2027-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                                                                | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4694653.92   | 0.05%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  10475000 | PA      | $9914901.75   | 0.12%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                           | Williams Scotsman Inc                                                                                                      | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |  11828000 | PA      | $12204432.01  | 0.14%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                          | Nationstar Mortgage Holdings Inc                                                                                           | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10980000 | PA      | $10973173.73  | 0.13%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                   | PRA Group Inc                                                                                                              | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   9225000 | PA      | $8531374.10   | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                   | Citigroup Inc                                                                                                              | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  25102000 | PA      | $25368131.40  | 0.30%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3630000 | PA      | $3623919.75   | 0.04%             | 2026-07-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $84640.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                        | Restoration Hardware Inc Term Loan B                                                                                       | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |  17392922 | PA      | $16853828.65  | 0.20%             | 2028-10-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                        | ContourGlobal Power Holdings SA                                                                                            | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |  20376000 | PA      | $20910870.00  | 0.24%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Esdec Solar Group BV                            | Esdec Solar Group BV Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 724500UTJRTIU7878U15 | Long             | LON              | CORP              | NL        |         0 | PA      | $0.01         | 0.00%             | 2028-08-30      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                    | DoorDash Inc                                                                                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   3972000 | PA      | $4321536.00   | 0.05%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                 | Ocado Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   8199000 | PA      | $11032297.79  | 0.13%             | 2029-08-08      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   6228000 | PA      | $6501097.80   | 0.08%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |  38419000 | PA      | $38641865.55  | 0.45%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                          | Energizer Holdings Inc                                                                                                     | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7921758.00   | 0.09%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                         | Valley National Bancorp                                                                                                    | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |  22885000 | PA      | $20460983.73  | 0.24%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point Clo 2024-6 Ltd                                                                                                 | CUSIP: 83617JAG4<br>LEI: 254900XHQ73AT2SOPY37 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4011712.00   | 0.05%             | 2038-01-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                          | Mauser Packaging Solutions Holding Co                                                                                      | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   6236000 | PA      | $6209466.44   | 0.07%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                   | Synthomer PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |   3120000 | PA      | $3311772.24   | 0.04%             | 2029-05-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                                                                        | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4251431.80   | 0.05%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                          | Sunoco LP / Sunoco Finance Corp                                                                                            | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4278114.65   | 0.05%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                  | Wynn Macau Ltd                                                                                                             | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   8230000 | PA      | $8524436.48   | 0.10%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                     | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                     | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1005020 | PA      | $969301.59    | 0.01%             | 2028-01-31      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                     | Gap Inc/The                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   9201000 | PA      | $8222608.90   | 0.10%             | 2031-10-01      | Fixed         | 3.88%                 | 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        |  19300000 | PA      | $18734280.33  | 0.22%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                        | Compass Minerals International Inc                                                                                         | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |  28038000 | PA      | $29065811.68  | 0.34%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $54081.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings LLC                     | RVR Dealership Holdings LLC Term Loan B                                                                                    | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16080237 | PA      | $15477227.68  | 0.18%             | 2028-02-08      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                                                              | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |  23332000 | PA      | $24488683.90  | 0.29%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                      | FIXED INC CLEARING CORP.REPO                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  18737757 | PA      | $18737756.94  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                                                                | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   6104232 | PA      | $4300212.30   | 0.05%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Operating Corp                                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |  14177000 | PA      | $14425219.28  | 0.17%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                               | INEOS Finance PLC                                                                                                          | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |  10300000 | PA      | $10153185.86  | 0.12%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                        | Jacobs Entertainment Inc                                                                                                   | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2460740.68   | 0.03%             | 2029-02-15      | 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        |   8094000 | PA      | $7696816.98   | 0.09%             | 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        |  11665000 | PA      | $12290150.68  | 0.14%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1694832.68   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                              | ASTORIA ENERGY LLC 2025 TERM LOAN B                                                                                        | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   8314000 | PA      | $8349043.51   | 0.10%             | 2032-06-23      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                            | BCP V Modular Services Finance II PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $9557150.13   | 0.11%             | 2028-11-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                                                                        | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  21310000 | PA      | $21998673.99  | 0.26%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                         | ATI Inc                                                                                                                    | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   6708000 | PA      | $6564309.27   | 0.08%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                         | US Acute Care Solutions LLC                                                                                                | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8290000 | PA      | $8480429.59   | 0.10%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  17266000 | PA      | $17943634.04  | 0.21%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTLINE EAST LLC                             | Brightline East LLC                                                                                                        | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10665000 | PA      | $6942861.68   | 0.08%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| USA COM PART/USA COM FIN                        | USA Compression Partners LP / USA Compression Finance Corp                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14605000 | PA      | $14939867.68  | 0.17%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                 | Waga Bondco Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |   6800000 | PA      | $8782849.51   | 0.10%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4402 | NC      | $-2702608.63  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  11988000 | PA      | $5619100.47   | 0.07%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                            | CITGO Petroleum Corp                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  21556000 | PA      | $22407612.89  | 0.26%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                         | Park River Holdings Inc Term Loan                                                                                          | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |  14106633 | PA      | $13931781.61  | 0.16%             | 2027-12-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                           | Maxim Crane Works Holdings Capital LLC                                                                                     | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28700000 | PA      | $30444929.58  | 0.36%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  24530000 | PA      | $25112822.50  | 0.29%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                        | Brandywine Operating Partnership LP                                                                                        | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   4150000 | PA      | $3905242.05   | 0.05%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| GRINDING MEDIA INC                              | Grinding Media Inc 2024 Term Loan B                                                                                        | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |  12529428 | PA      | $12529428.28  | 0.15%             | 2028-10-12      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| KODIAK BUILDING PARTNERS INC                    | Kodiak Building Partners Inc 2024 Term Loan B                                                                              | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |   4830880 | PA      | $4682933.94   | 0.05%             | 2031-12-04      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                    | JELD-WEN Inc                                                                                                               | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13009423.28  | 0.15%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                          | ILFC E-Capital Trust I                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21756000 | PA      | $18246881.21  | 0.21%             | 2065-12-21      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                              | Empire Resorts Inc                                                                                                         | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |  15799000 | PA      | $15614892.67  | 0.18%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  17304000 | PA      | $17332724.64  | 0.20%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                     | Valaris Ltd                                                                                                                | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  31836000 | PA      | $32912064.76  | 0.38%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                                                                          | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   3601000 | PA      | $3095023.85   | 0.04%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| DIAMOND FRGN/DIAMOND FIN                        | Diamond Foreign Asset Co / Diamond Finance LLC                                                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  15253000 | PA      | $15911975.36  | 0.19%             | 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        |  16387000 | PA      | $17111354.56  | 0.20%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                         | Borr IHC Ltd / Borr Finance LLC                                                                                            | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   8808253 | PA      | $8321817.09   | 0.10%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| DTI HOLDCO INC                                  | DTI Holdco Inc 2025 Term Loan B                                                                                            | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   8602000 | PA      | $8503421.08   | 0.10%             | 2029-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6323928.80   | 0.07%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ENERSYS                                         | EnerSys                                                                                                                    | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   7803000 | PA      | $7674018.75   | 0.09%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                                                                    | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |  12273000 | PA      | $12580573.65  | 0.15%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                         | Sphere Entertainment Co                                                                                                    | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $4440750.00   | 0.05%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                | Star Holding LLC                                                                                                           | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9075862.18   | 0.11%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                        | Great Outdoors Group LLC 2025 Term Loan B                                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |  12558446 | PA      | $12586702.62  | 0.15%             | 2032-01-23      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                              | Ally Financial Inc                                                                                                         | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  18529000 | PA      | $18044527.80  | 0.21%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                         | ILFC E-Capital Trust II                                                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |  13901000 | PA      | $11860230.75  | 0.14%             | 2065-12-21      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| ESC GCB HERTZ CORP                              | ESC GCB HERTZ CORP                                                                                                         | CUSIP: 428ESCAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $145.00       | 0.00%             | 2022-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                  | Hertz Corp/The                                                                                                             | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  13545000 | PA      | $12261903.82  | 0.14%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES LTD                           | Nabors Industries Ltd                                                                                                      | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |  12898000 | PA      | $11914403.68  | 0.14%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Mavis Tire Express Services Corp.               | Mavis Tire Express Services Corp 2025 Repriced Term Loan                                                                   | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   2402978 | PA      | $2408732.63   | 0.03%             | 2028-05-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9779000 | PA      | $9803251.92   | 0.11%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                                                            | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   4462000 | PA      | $4101474.86   | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                               | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   8747000 | PA      | $8606723.49   | 0.10%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ANGI GROUP LLC                                  | ANGI Group LLC                                                                                                             | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15953000 | PA      | $14875693.91  | 0.17%             | 2028-08-15      | 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        |  21098000 | PA      | $20901693.66  | 0.24%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $96466.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks Inc                                                                                                           | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3214094.65   | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DESIGNATED                          | ASG Finance Designated Activity Co                                                                                         | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |  10949000 | PA      | $10305598.44  | 0.12%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                   | DISH DBS Corp                                                                                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2938000 | PA      | $2614041.43   | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                    | New Gold Inc                                                                                                               | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |  15535000 | PA      | $15956841.43  | 0.19%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                           | NESCO Holdings II Inc                                                                                                      | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |  35936000 | PA      | $35066113.78  | 0.41%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                     | Datadog Inc                                                                                                                | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   8811000 | PA      | $8595518.54   | 0.10%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                  | WisdomTree Inc                                                                                                             | CUSIP: 97717PAG9<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   7460000 | PA      | $9362300.00   | 0.11%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                                                               | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  12615000 | PA      | $12703771.76  | 0.15%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                               | Kosmos Energy Ltd                                                                                                          | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   3572000 | PA      | $3514715.48   | 0.04%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                          | Cushman & Wakefield US Borrower LLC                                                                                        | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |  23576000 | PA      | $23775075.51  | 0.28%             | 2028-05-15      | Fixed         | 6.75%                 | 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      | $118691.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $8812869.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PHYSICIAN RECOVERY SOLUTIONS                    | PHYSICIAN RECOVERY SOLUTIONS                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65196 | NS      | $1010534.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                        | Smyrna Ready Mix Concrete LLC                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |  35678000 | PA      | $35589803.98  | 0.42%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LIMITED                            | GDS Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |   7050000 | PA      | $12104850.00  | 0.14%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                          | Arsenal AIC Parent LLC                                                                                                     | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15400000 | PA      | $16343373.20  | 0.19%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                   | Synthomer PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |   2235000 | PA      | $2372375.30   | 0.03%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                             | Axon Enterprise Inc                                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |  25283000 | PA      | $25884770.29  | 0.30%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                     | Enviri Corp                                                                                                                | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $20675785.20  | 0.24%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                        | SGUS LLC                                                                                                                   | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10017818 | PA      | $9416748.92   | 0.11%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                        | ASP Unifrax Holdings Inc                                                                                                   | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  18188466 | PA      | $9503473.49   | 0.11%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                | CPM Holdings Inc 2023 Term Loan                                                                                            | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |  25939812 | PA      | $25553049.71  | 0.30%             | 2028-09-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                         | Barrow Hanley CLO I Ltd                                                                                                    | CUSIP: 068751AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7293079.50   | 0.09%             | 2038-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                   | Sinclair Television Group Inc 2025 Term Loan B6                                                                            | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |  14397960 | PA      | $13447694.56  | 0.16%             | 2029-12-31      | Floating      | 7.87%                 | 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        |   9715000 | PA      | $9613283.95   | 0.11%             | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11090000 | PA      | $11138884.72  | 0.13%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                            | Samarco Mineracao SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |  16817494 | PA      | $16665805.42  | 0.19%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                       | Caesars Entertainment Inc Term Loan B                                                                                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |  15951220 | PA      | $15962863.90  | 0.19%             | 2030-02-06      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                                  | Astronics Corp                                                                                                             | CUSIP: 046433AC2<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $4471561.90   | 0.05%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                               | Newmark Group Inc                                                                                                          | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6581000 | PA      | $6990689.82   | 0.08%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRUPO-ANTOLIN IRAUSA SA                         | Grupo Antolin-Irausa SA                                                                                                    | CUSIP: 000000000<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |   6256000 | PA      | $4604698.32   | 0.05%             | 2030-01-30      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                                                                      | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   9776000 | PA      | $9984375.44   | 0.12%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CURALEAF HOLDING INC                            | Curaleaf Holdings Inc                                                                                                      | CUSIP: 23126MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  22821000 | PA      | $20710057.50  | 0.24%             | 2026-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                                                              | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  22326000 | PA      | $22437295.11  | 0.26%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CoreLogic Inc                                   | CoreLogic Inc 2nd Lien Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   8430000 | PA      | $8293012.50   | 0.10%             | 2029-06-04      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                                                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  36195000 | PA      | $37214323.59  | 0.43%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 27 Ltd                                                                                                            | CUSIP: 00173UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16220000 | PA      | $16227477.42  | 0.19%             | 2037-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                          | SierraCol Energy Andina LLC                                                                                                | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18300000 | PA      | $17185440.33  | 0.20%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |  15577000 | PA      | $16506432.86  | 0.19%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                   | 1988 CLO 2 Ltd                                                                                                             | CUSIP: 653947AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3504406.50   | 0.04%             | 2038-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2080.58     | -0.00%            |  |  |  | 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      | $-2593.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                   | FirstCash Inc                                                                                                              | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $9638815.51   | 0.11%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                        | Sinclair Television Group Inc                                                                                              | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8443155.88   | 0.10%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                             | Lightning Power LLC Term Loan B                                                                                            | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |  15443219 | PA      | $15472175.48  | 0.18%             | 2031-08-18      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                              | Pinewood Finco PLC                                                                                                         | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |  12391000 | PA      | $15814791.73  | 0.18%             | 2027-11-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SUNRISE HOLDCO IV BV                            | Sunrise HoldCo IV BV                                                                                                       | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |  14680000 | PA      | $14602176.92  | 0.17%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                         | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5838000 | PA      | $4437362.80   | 0.05%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| MITCHELL INTERNATIONAL INC                      | Mitchell International Inc 2024 2nd Lien Term Loan                                                                         | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   4942000 | PA      | $4900833.14   | 0.06%             | 2032-06-17      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                               | MC Brazil Downstream Trading SARL                                                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   5032999 | PA      | $4111959.87   | 0.05%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                                                                        | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5308000 | PA      | $5694385.24   | 0.07%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                     | JetBlue Airways Corporation 2024 Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |   9651259 | PA      | $9132503.76   | 0.11%             | 2029-08-27      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                  | Cloudflare Inc                                                                                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   7099000 | PA      | $8737094.25   | 0.10%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                              | Canacol Energy Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |   7465000 | PA      | $2255872.39   | 0.03%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                        | USA Compression Partners LP / USA Compression Finance Corp                                                                 | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32668000 | PA      | $32686921.31  | 0.38%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $3231819.41   | 0.04%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                          | Blackstone Mortgage Trust Inc                                                                                              | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |  10255000 | PA      | $10849554.14  | 0.13%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                     | Deuce Finco Plc                                                                                                            | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |  20875000 | PA      | $27525213.27  | 0.32%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                                        | LABL Inc                                                                                                                   | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   4702000 | PA      | $4437108.60   | 0.05%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                | Aris Mining Corp                                                                                                           | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |  11222000 | PA      | $11549233.52  | 0.13%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                                                                       | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   8521000 | PA      | $8532733.42   | 0.10%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                          | Victoria's Secret & Co                                                                                                     | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |  18303000 | PA      | $17055028.25  | 0.20%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| 888 ACQUISITIONS LTD                            | 888 Acquisitions Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |  10578000 | PA      | $14468382.16  | 0.17%             | 2030-05-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                        | BCPE Ulysses Intermediate Inc                                                                                              | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20840000 | PA      | $20854744.30  | 0.24%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                     | Kedrion SpA                                                                                                                | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |  29876000 | PA      | $28933266.11  | 0.34%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                        | Saks Global Enterprises LLC                                                                                                | CUSIP: 79380MAA3<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |  36732000 | PA      | $17998680.00  | 0.21%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                                                           | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  29650000 | PA      | $27006527.57  | 0.32%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                        | Camelot Return Merger Sub Inc                                                                                              | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19235000 | PA      | $17643688.45  | 0.21%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                        | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7421000 | PA      | $7280497.46   | 0.09%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                           | Bracelet Holdings Inc                                                                                                      | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13450000 | PA      | $12936210.00  | 0.15%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                        | Aston Martin Capital Holdings Ltd                                                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |  21966000 | PA      | $20967701.09  | 0.24%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $120298.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                        | Sixth Street Lending Partners                                                                                              | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   6553000 | PA      | $6755793.27   | 0.08%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWAP GOLDMAN SACHS COC                          | SWAP GOLDMAN SACHS COC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1400000 | NS      | $1400000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Investments                            | Fidelity Investments Money Market Government Portfolio                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        | 254779761 | NS      | $254779760.70 | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB INDUSTRIES                                  | LSB Industries Inc                                                                                                         | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |  29032000 | PA      | $28566939.30  | 0.33%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                        | Midcap Financial Issuer Trust                                                                                              | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24495000 | PA      | $24304273.60  | 0.28%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR FINANCIAL INC                          | Flagstar Financial Inc                                                                                                     | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |   8091000 | PA      | $7643084.42   | 0.09%             | 2028-11-06      | Variable      | 7.30%                 | No            |                  2 | On Loan: —       |
| HOWARD HUGHES CORP                              | Howard Hughes Corp/The                                                                                                     | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  11078000 | PA      | $11019562.44  | 0.13%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                              | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $67271.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT COS INC                                    | Hunt Cos Inc                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |  21166000 | PA      | $20693763.26  | 0.24%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                          | Millennium Escrow Corp                                                                                                     | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21420000 | PA      | $20226261.26  | 0.24%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-74861.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Marine Inc                               | Global Marine Inc                                                                                                          | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29526000 | PA      | $27427705.58  | 0.32%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                               | Lithia Motors Inc                                                                                                          | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $3991154.40   | 0.05%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ASHTON WOODS USA/FINANCE                        | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                             | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4567496.01   | 0.05%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4607059.71   | 0.05%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                         | INEOS Quattro Finance 2 Plc                                                                                                | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   8250000 | PA      | $8410627.50   | 0.10%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| FREEDOM MORTGAGE CORP                           | Freedom Mortgage Corp                                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $17408518.50  | 0.20%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                              | Viking Cruises Ltd                                                                                                         | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |  13133000 | PA      | $13133191.74  | 0.15%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A HERTZ CORP                          | ESC GCB144A HERTZ CORP                                                                                                     | CUSIP: 428ESCAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $1375.00      | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                        | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32820000 | PA      | $32606597.80  | 0.38%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                          | Market Bidco Finco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |  13539000 | PA      | $17779701.26  | 0.21%             | 2031-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-165014.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co                                    | SM Energy Co                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  10132000 | PA      | $10162841.81  | 0.12%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                 | Danske Bank A/S                                                                                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8000000 | PA      | $7905200.00   | 0.09%             | 2026-05-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   8419000 | PA      | $8334004.30   | 0.10%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                               | Kernel Holding SA                                                                                                          | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |  12786000 | PA      | $11442063.54  | 0.13%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                               | Barclay Investments REPO 4.36%                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                               | Owens & Minor Inc                                                                                                          | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4020255.86   | 0.05%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| KOBE US MIDCO 2 INC                             | Kobe US Midco 2 Inc                                                                                                        | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16091161 | PA      | $14461930.95  | 0.17%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                           | Shea Homes LP / Shea Homes Funding Corp                                                                                    | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4242000 | PA      | $4144603.68   | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                    | ams-OSRAM AG                                                                                                               | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   7525000 | PA      | $8119440.61   | 0.09%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| POPULAR INC                                     | Popular Inc                                                                                                                | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |   8530000 | PA      | $8928594.36   | 0.10%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                                                                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   9965000 | PA      | $10074118.24  | 0.12%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MHP Lux SA                                      | MHP Lux SA                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |   8500000 | PA      | $7991742.50   | 0.09%             | 2026-04-03      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  40755000 | PA      | $44472019.02  | 0.52%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                            | Amkor Technology Inc                                                                                                       | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   7284000 | PA      | $7282465.33   | 0.09%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                               | Punch Finance PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |   7468000 | PA      | $10095467.41  | 0.12%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                                                                                                     | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3091484.00   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                          | Rackspace Finance, LLC 2024 First Lien Second Out Term Loan                                                                | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |  17604120 | PA      | $9235913.41   | 0.11%             | 2028-05-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |  14387000 | PA      | $14339804.45  | 0.17%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                          | RR Donnelley & Sons Co                                                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |  30302000 | PA      | $30990764.46  | 0.36%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                    | Storable Inc 2025 Term Loan B                                                                                              | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |   7960050 | PA      | $8000686.06   | 0.09%             | 2032-06-16      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Torrid LLC                                      | Torrid LLC 2021 Term Loan B                                                                                                | CUSIP: 89142DAB9<br>LEI: 254900PHLV1YJ5P5SQ69 | Long             | LON              | CORP              | US        |  18356298 | PA      | $16355461.16  | 0.19%             | 2028-06-14      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                          | Carriage Purchaser Inc                                                                                                     | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13899000 | PA      | $12901190.79  | 0.15%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                                                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8131960.00   | 0.09%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                    | SM Energy Co                                                                                                               | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  17731000 | PA      | $17706534.77  | 0.21%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                          | Comstock Resources Inc                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  10975000 | PA      | $10369015.38  | 0.12%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                                                                   | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   3888000 | PA      | $3910297.68   | 0.05%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Alloy Finco Limited                             | Alloy Finco Limited USD Holdco PIK Term Loan                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   5389655 | PA      | $9182624.84   | 0.11%             | 2028-03-06      | Floating      | 13.50%                | 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        |   7800000 | PA      | $7805132.63   | 0.09%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc                 | Advantage Sales & Marketing Inc 2024 Term Loan                                                                             | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |   6018489 | PA      | $4711122.70   | 0.06%             | 2027-10-28      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 6 Ltd                                                                                                      | CUSIP: 09077FAS4<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5021035.00   | 0.06%             | 2038-07-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   5805000 | PA      | $5439488.18   | 0.06%             | 2031-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                          | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |         1 | NC      | $-1513092.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                 | OSI Systems Inc                                                                                                            | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   6541000 | PA      | $8742281.78   | 0.10%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                                                                  | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3560000 | PA      | $3672691.80   | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $79581.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2021-4 Ltd                                                                                               | CUSIP: 69702EAQ8<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4262750.00   | 0.05%             | 2038-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                                                               | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8660806.50   | 0.10%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17006000 | PA      | $16999226.51  | 0.20%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                               | General Motors Co                                                                                                          | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  19375000 | PA      | $19884705.29  | 0.23%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                              | CA Magnum Holdings                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |  15200000 | PA      | $15141761.20  | 0.18%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                        | Park-Ohio Industries Inc                                                                                                   | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |  15143000 | PA      | $14552195.86  | 0.17%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |  21468000 | PA      | $21964565.79  | 0.26%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                         | Champions Financing Inc                                                                                                    | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4506289.76   | 0.05%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES/AADVAN                        | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  16225000 | PA      | $16229616.01  | 0.19%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                          | EquipmentShare.com Inc                                                                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4899000 | PA      | $5220496.88   | 0.06%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                        | Moss Creek Resources Holdings Inc                                                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |  25369000 | PA      | $24788326.42  | 0.29%             | 2031-09-01      | Fixed         | 8.25%                 | 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        |  21497000 | PA      | $22180303.64  | 0.26%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                          | Helix Energy Solutions Group Inc                                                                                           | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |  12326000 | PA      | $12882346.34  | 0.15%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Limited                        | 888 Acquisitions Limited USD Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6144234 | PA      | $5892719.76   | 0.07%             | 2028-07-01      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                         | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12180000 | PA      | $12165487.41  | 0.14%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ENERGIZER HOLDINGS INC                          | Energizer Holdings Inc                                                                                                     | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3642895.57   | 0.04%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                          | SCIH Salt Holdings Inc                                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4859243.50   | 0.06%             | 2028-05-01      | Fixed         | 4.88%                 | 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        |   8265000 | PA      | $8501998.88   | 0.10%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  30905000 | PA      | $30236187.68  | 0.35%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                         | SPIE SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |   4800000 | PA      | $8765250.13   | 0.10%             | 2028-01-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Claros Mortgage Trust Inc                       | Claros Mortgage Trust Inc 2021 Term Loan B                                                                                 | CUSIP: 18269PAC6<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | LON              |  | US        |   9671345 | PA      | $9405382.64   | 0.11%             | 2026-08-09      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks Inc                                                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  45614000 | PA      | $36560077.14  | 0.43%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF Holding Co LLC / PBF Finance Corp                                                                                      | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19888000 | PA      | $19156507.43  | 0.22%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                                                                   | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   8190000 | PA      | $8023810.16   | 0.09%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                    | IAMGOLD Corp                                                                                                               | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |  12629000 | PA      | $12501676.95  | 0.15%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                          | Miller Homes Group Finco PLC                                                                                               | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |  10203000 | PA      | $13620963.16  | 0.16%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           |                  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        |  12576000 | PA      | $12841949.95  | 0.15%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                           | American Airlines Inc                                                                                                      | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  24233000 | PA      | $24750581.02  | 0.29%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CRACKER BARREL OLD COUNT                        | Cracker Barrel Old Country Store Inc                                                                                       | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |   7447000 | PA      | $8071599.77   | 0.09%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                        | Advantage Sales & Marketing Inc                                                                                            | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |  25962000 | PA      | $19494865.80  | 0.23%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRULIEVE CANNABIS CORP                          | Trulieve Cannabis Corp                                                                                                     | CUSIP: 89788CAD6<br>LEI: 549300122MBOJDGEZ014 | Long             | DBT              | CORP              | CA        |  23172000 | PA      | $22672759.26  | 0.26%             | 2026-10-06      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REKEEP SPA                                      | Rekeep SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 8156008737CA044FCB79 | Long             | DBT              | CORP              | IT        |   9134000 | PA      | $10617278.10  | 0.12%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  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        |  36825000 | PA      | $38047074.45  | 0.44%             | 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        |  30829000 | PA      | $31031731.50  | 0.36%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| GRANITE CONSTRUCTION INC                        | Granite Construction Inc                                                                                                   | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   4006000 | PA      | $8418609.00   | 0.10%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                       | Sotheby's                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |  34835000 | PA      | $34307092.30  | 0.40%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | Penn Entertainment Inc                                                                                                     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12613000 | PA      | $11699824.22  | 0.14%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MIWD HLDCO II/MIWD FIN                          | MIWD Holdco II LLC / MIWD Finance Corp                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4854000 | PA      | $4632378.98   | 0.05%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Recovery Solutions Parent LLC                   | Recovery Solutions Parent LLC Term Loan                                                                                    | CUSIP: 75627HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1188344 | PA      | $1188344.37   | 0.01%             | 2030-01-28      | Floating      | 11.80%                | No            |                  2 | On Loan: No      |
| Citibank NA                                     | CITIBANK NA DDCA                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  28308862 | NS      | $28308862.30  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI CG INC                                      | CPI CG Inc                                                                                                                 | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |  18786000 | PA      | $19541055.37  | 0.23%             | 2029-07-15      | Fixed         | 10.00%                | 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        |  19560000 | PA      | $19433004.74  | 0.23%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FMC CORP                                        | FMC Corp                                                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   8484000 | PA      | $8792240.69   | 0.10%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                            | Noble Finance II LLC                                                                                                       | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25299000 | PA      | $25826281.76  | 0.30%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                        | Jefferson Capital Holdings LLC                                                                                             | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8491000 | PA      | $8495060.40   | 0.10%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                              | Kontoor Brands Inc                                                                                                         | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   8856000 | PA      | $8253230.53   | 0.10%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds          | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  10350000 | PA      | $10652389.22  | 0.12%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                  | Aruba Investments Holdings LLC 2020 2nd Lien Term Loan                                                                     | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4722500.00   | 0.06%             | 2028-11-24      | Floating      | 12.21%                | 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      | $74415.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                                                             | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7487500.00   | 0.09%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                               | Iliad Holding SASU                                                                                                         | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |  11800000 | PA      | $11988092.00  | 0.14%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| P&L DEV LLC/PLD FIN CORP                        | P&L Development LLC / PLD Finance Corp                                                                                     | CUSIP: 69306RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14402286 | PA      | $14854877.84  | 0.17%             | 2029-05-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                        | Telenet Finance Luxembourg Notes Sarl                                                                                      | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |  20800000 | PA      | $20642166.48  | 0.24%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED GBP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | GB        |         1 | NC      | $-591058.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                          | Blackstone Mortgage Trust Inc                                                                                              | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |   4250000 | PA      | $4144252.78   | 0.05%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-217328.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW WPCC PARENT LLC                             | New WPCC Parent LLC Term Loan                                                                                              | CUSIP: 64929VAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    806074 | PA      | $745618.27    | 0.01%             | 2030-05-09      | Floating      | 13.80%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers CLO 55 Ltd                                                                                  | CUSIP: 640969AC5<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6013944.00   | 0.07%             | 2038-04-22      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ATI INC                                         | ATI Inc                                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  10551000 | PA      | $10538006.44  | 0.12%             | 2027-12-01      | Fixed         | 5.88%                 | 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        |  23017000 | PA      | $23082368.28  | 0.27%             | 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        |  23775000 | PA      | $24530046.45  | 0.29%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                       | Caesars Entertainment Inc 2024 Term Loan B1                                                                                | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |  15000000 | PA      | $15001875.00  | 0.18%             | 2031-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                        | NEXSTAR BROADCASTING INC 2025 TERM LOAN B5                                                                                 | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |  19364000 | PA      | $19419671.50  | 0.23%             | 2032-06-28      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR NOTE (CBT)SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       643 | NC      | $107930.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                 | AdaptHealth LLC                                                                                                            | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11550000 | PA      | $11488095.47  | 0.13%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                 | Spin Holdco Inc 2021 Term Loan                                                                                             | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |  26983996 | PA      | $23931431.38  | 0.28%             | 2028-03-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                  | SNF Group SACA                                                                                                             | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   7150000 | PA      | $6911706.23   | 0.08%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                                                                             | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5500000 | PA      | $5512375.00   | 0.06%             | 2025-08-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                               | Teva Pharmaceutical Finance Netherlands IV BV                                                                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   8170000 | PA      | $8295017.34   | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUNDA HOLDING INV                               | Yunda Holding Investment Ltd                                                                                               | CUSIP: 000000000<br>LEI: 300300YSHTUKQFZYWD77 | Long             | DBT              | CORP              | VG        |   4750000 | PA      | $4744186.10   | 0.06%             | 2025-08-19      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                           | Bread Financial Holdings Inc                                                                                               | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |  22675000 | PA      | $24346669.03  | 0.28%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                              | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-318225.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  22150000 | PA      | $23316697.65  | 0.27%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $1057490.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                        | Weekley Homes LLC / Weekley Finance Corp                                                                                   | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5022000 | PA      | $4836975.96   | 0.06%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                          | BCP V Modular Services Finance PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |   6300000 | PA      | $6296029.86   | 0.07%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tosca Services LLC                              | Tosca Services LLC 2024 Second Out Superpriority PIK Term Loan B                                                           | CUSIP: 000000000<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |   7370158 | PA      | $6596291.38   | 0.08%             | 2028-11-30      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                        | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   7965000 | PA      | $7984155.83   | 0.09%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| TGNR INTERMEDIATE HOLDIN                        | TGNR Intermediate Holdings LLC                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |  26220000 | PA      | $25562205.75  | 0.30%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   9838000 | PA      | $9520036.82   | 0.11%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                                                           | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  14761000 | PA      | $14793459.44  | 0.17%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                            | M&T Bank Corp                                                                                                              | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  15674000 | PA      | $15102911.54  | 0.18%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                           | Shea Homes LP / Shea Homes Funding Corp                                                                                    | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7625000 | PA      | $7396967.51   | 0.09%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                 | Ocado Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   3692000 | PA      | $4967830.63   | 0.06%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Tank Holding Corp                               | Tank Holding Corp 2023 Incremental Delayed Draw Term Loan                                                                  | CUSIP: 87583FAP3<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |   1150261 | PA      | $1102093.42   | 0.01%             | 2028-03-31      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                    | TruGreen Limited Partnership 2020 Term Loan                                                                                | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   7768987 | PA      | $7506783.73   | 0.09%             | 2027-11-02      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                        | AmeriTex HoldCo Intermediate LLC                                                                                           | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14766000 | PA      | $15679262.33  | 0.18%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                                                              | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |  24074000 | PA      | $21880927.93  | 0.26%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-175307.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust | FORTIVA RETAIL PRIME MASTER                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18200000 | PA      | $18240040.00  | 0.21%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| SEADRILL FINANCE LTD                            | Seadrill Finance Ltd                                                                                                       | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |  15393000 | PA      | $15738619.03  | 0.18%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                                                                       | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  17086000 | PA      | $17071504.24  | 0.20%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC             | LSF12 Crown US Commercial Bidco LLC Term Loan B                                                                            | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |  16944000 | PA      | $17067606.48  | 0.20%             | 2031-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                                                              | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9529000 | PA      | $9225516.02   | 0.11%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                        | Coronado Finance Pty Ltd                                                                                                   | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |  30784000 | PA      | $23549760.00  | 0.27%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                                                               | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |  28987000 | PA      | $27627277.80  | 0.32%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-76000.94    | -0.00%            |  |  |  | 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        |  13000000 | PA      | $13030680.00  | 0.15%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                           | Melco Resorts Finance Ltd                                                                                                  | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |  17750000 | PA      | $17423238.30  | 0.20%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                        | FTAI Aviation Investors LLC                                                                                                | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |  12347000 | PA      | $12326515.09  | 0.14%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                   | ZF North America Capital Inc                                                                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |  13056000 | PA      | $12665301.81  | 0.15%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                               | Stonegate Pub Co Financing 2019 PLC                                                                                        | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |  19462000 | PA      | $26190833.90  | 0.31%             | 2029-07-31      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                              | Baytex Energy Corp                                                                                                         | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |  30030000 | PA      | $30585804.25  | 0.36%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                        | Primo Brands Corporation 2025 Term Loan B                                                                                  | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |  24131368 | PA      | $24215224.93  | 0.28%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  18730000 | PA      | $18705355.07  | 0.22%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                        | California Resources Corp                                                                                                  | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |  36318000 | PA      | $37339812.74  | 0.44%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  54200000 | PA      | $54237181.20  | 0.63%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                          | Blackstone Mortgage Trust Inc                                                                                              | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |   7034000 | PA      | $6921456.00   | 0.08%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                         | Precision Drilling Corp                                                                                                    | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |   6592000 | PA      | $6593350.04   | 0.08%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                         | Mirion Technologies Inc                                                                                                    | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   8880000 | PA      | $10500600.00  | 0.12%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                 | NCL Finance Ltd                                                                                                            | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  16460000 | PA      | $16669025.54  | 0.19%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REKEEP SPA                                      | Rekeep SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 8156008737CA044FCB79 | Long             | DBT              | CORP              | IT        |   2963000 | PA      | $3444164.11   | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | 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        |   9652747 | PA      | $9686676.28   | 0.11%             | 2031-12-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                            | Flutter Financing BV 2025 Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   2585000 | PA      | $2589304.03   | 0.03%             | 2032-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                        | Western Alliance Bancorp                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   8380000 | PA      | $7937117.00   | 0.09%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                  | Lonza Group AG USD Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |  14843925 | PA      | $13309137.39  | 0.16%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                  | Transocean Inc                                                                                                             | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |  10802000 | PA      | $12238666.00  | 0.14%             | 2029-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                             | Star Leasing Co LLC                                                                                                        | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |  21450000 | PA      | $21178794.78  | 0.25%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                         | Howard Midstream Energy Partners LLC                                                                                       | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8277000 | PA      | $8637877.20   | 0.10%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                   | Sinclair Television Group Inc 2025 Term Loan B7                                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |  13402941 | PA      | $12518346.59  | 0.15%             | 2030-12-31      | Floating      | 8.56%                 | 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        |  22846000 | PA      | $18857708.67  | 0.22%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2022-1 Ltd                                                                                                     | CUSIP: 29246AAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6007134.00   | 0.07%             | 2037-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                           | American Airlines Inc                                                                                                      | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  11669000 | PA      | $12202856.75  | 0.14%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                | Mobico Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |  10674000 | PA      | $8765284.77   | 0.10%             | 2025-11-26      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                          | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |         1 | NC      | $-36733.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                             | Rocket Software Inc                                                                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |  14328000 | PA      | $13945247.54  | 0.16%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20043000 | PA      | $20494686.44  | 0.24%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   8280000 | PA      | $7079400.00   | 0.08%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| OCEANEERING INTL INC                            | Oceaneering International Inc                                                                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2833685.97   | 0.03%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  20820000 | PA      | $20844047.10  | 0.24%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                              | Cerdia Finanz GmbH                                                                                                         | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |  27962000 | PA      | $29333220.13  | 0.34%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                             | Hudbay Minerals Inc                                                                                                        | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |  11638000 | PA      | $11552529.36  | 0.13%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                 | Alumina Pty Ltd                                                                                                            | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |  36498000 | PA      | $36933348.14  | 0.43%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                        | Jefferson Capital Holdings LLC                                                                                             | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7655000 | PA      | $7993450.52   | 0.09%             | 2030-05-15      | Fixed         | 8.25%                 | 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        |  35714000 | PA      | $34474392.06  | 0.40%             | 2028-08-15      | Fixed         | 5.00%                 | 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        |  17101000 | PA      | $16285990.28  | 0.19%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                               | GEO Group Inc/The                                                                                                          | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |  12035000 | PA      | $12786763.87  | 0.15%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                     | GATEGROUP FIN LUXEMBOURG SA EUR TERM LOAN B                                                                                | CUSIP: 000000000<br>LEI: 5299006HGCSTED8GE975 | Long             | LON              | CORP              | LU        |   3274000 | PA      | $3766644.39   | 0.04%             | 2032-06-10      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                                                               | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |  14139000 | PA      | $14858123.68  | 0.17%             | 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        |  22950000 | PA      | $23187945.60  | 0.27%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3985208.40   | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                | Cinemark USA Inc                                                                                                           | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   7816000 | PA      | $7766830.33   | 0.09%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8248120.24   | 0.10%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                        | Hughes Satellite Systems Corp                                                                                              | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15822000 | PA      | $11985337.46  | 0.14%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | Penn Entertainment Inc                                                                                                     | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6963316.50   | 0.08%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                         | Virgin Media Vendor Financing Notes III DAC                                                                                | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |   4925000 | PA      | $6301757.10   | 0.07%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                         | Aris Water Holdings LLC                                                                                                    | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |  17161000 | PA      | $17613844.47  | 0.21%             | 2030-04-01      | Fixed         | 7.25%                 | 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        |  10000000 | PA      | $10016650.00  | 0.12%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |  41626000 | PA      | $42921026.49  | 0.50%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                        | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  19948000 | PA      | $18579573.18  | 0.22%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WELLTEC INTERNATIONAL                           | Welltec International ApS                                                                                                  | CUSIP: 000000000<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | DK        |  14250000 | PA      | $14323701.00  | 0.17%             | 2026-10-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| EMBECTA CORP                                    | Embecta Corp                                                                                                               | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |  16175000 | PA      | $14684805.66  | 0.17%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7775000 | PA      | $7851708.15   | 0.09%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                            | Stillwater Mining Co                                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $7951100.00   | 0.09%             | 2028-11-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $84152.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2017-3 Ltd                                                                                                        | CUSIP: 92915QBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9650000 | PA      | $9667321.75   | 0.11%             | 2034-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds           | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   5000000 | PA      | $4852965.10   | 0.06%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ASP UNIFRAX HLDGS INC                           | ASP UNIFRAX HLDGS INC                                                                                                      | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  10567461 | PA      | $9782087.30   | 0.11%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF HOLDING CO LLC                                                                                                         | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8384000 | PA      | $8318580.49   | 0.10%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                               | Tank Holding Corp 2022 Term Loan                                                                                           | CUSIP: 87583FAN8<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |  15058776 | PA      | $14406279.68  | 0.17%             | 2028-03-31      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                             | CSN Inova Ventures                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |  21575000 | PA      | $20560332.07  | 0.24%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| AA BOND CO LTD                                  | AA Bond Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    207857 | PA      | $274457.95    | 0.00%             | 2026-01-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                        | Standard Industries Inc/NY                                                                                                 | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |  12445000 | PA      | $12446467.27  | 0.15%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                 | Shake Shack Inc                                                                                                            | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   7840000 | PA      | $7913500.00   | 0.09%             | 2028-03-01      | None          | 0.00%                 | 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        |   8762000 | PA      | $8192470.00   | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                           | Emergent BioSolutions Inc                                                                                                  | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |  11220000 | PA      | $8619008.77   | 0.10%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Dexko Global Inc                                | DexKo Global Inc 2021 USD Term Loan B                                                                                      | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |  22249143 | PA      | $21268177.91  | 0.25%             | 2028-10-04      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                             | LBM Acquisition LLC Term Loan B                                                                                            | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   2902000 | PA      | $2897052.09   | 0.03%             | 2027-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSF12 Badger Bidco LLC                          | LSF12 Badger Bidco LLC Term Loan B                                                                                         | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |   6461221 | PA      | $6364302.45   | 0.07%             | 2030-08-30      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc 2025 Term Loan B                                                                                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |  16294162 | PA      | $16300272.81  | 0.19%             | 2032-02-10      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                                                                      | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4656503.38   | 0.05%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                                                              | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21188000 | PA      | $16282978.00  | 0.19%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                           | Freedom Mortgage Corp                                                                                                      | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |  23214000 | PA      | $24846222.77  | 0.29%             | 2028-10-01      | Fixed         | 12.00%                | 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        |  22757416 | PA      | $22668548.47  | 0.26%             | 2029-04-16      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                              | Howard Hughes Corp/The                                                                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  10040000 | PA      | $9594948.89   | 0.11%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                            | OI European Group BV                                                                                                       | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |  17240000 | PA      | $16353183.71  | 0.19%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| KeyCorp                                         | KeyCorp                                                                                                                    | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6771947.10   | 0.08%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NEW ENTERPRISE STONE & L                        | New Enterprise Stone & Lime Co Inc                                                                                         | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6955789.40   | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-481071.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-45321.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp 2023 Term Loan B5                                                                                                | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   8720000 | PA      | $8462760.00   | 0.10%             | 2027-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2534000 | PA      | $2663816.82   | 0.03%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $225.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                            | Talos Production Inc                                                                                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |  25929000 | PA      | $26598927.57  | 0.31%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |  26286000 | PA      | $27088227.69  | 0.32%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                        | Brandywine Operating Partnership LP                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |  27561000 | PA      | $29578497.72  | 0.35%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| RED OAK POWER LLC                               | Red Oak Power LLC 2025 Term Loan                                                                                           | CUSIP: 75683JAD6<br>LEI: 549300ZP0ZO6LIKFXK08 | Long             | LON              | CORP              | US        |  10677495 | PA      | $10670821.99  | 0.12%             | 2030-10-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                                                          | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |  14584000 | PA      | $13243844.16  | 0.15%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $18451.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAISON FINCO PLC                                | Maison Finco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |   8575000 | PA      | $11248944.15  | 0.13%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   7522000 | PA      | $7801607.78   | 0.09%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                 | Rain Carbon Inc                                                                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |  27336000 | PA      | $29466103.13  | 0.34%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| ATS CORP                                        | ATS Corp                                                                                                                   | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |  13997000 | PA      | $13346426.44  | 0.16%             | 2028-12-15      | Fixed         | 4.12%                 | 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        |  20325000 | PA      | $21313120.20  | 0.25%             | 2029-10-01      | Fixed         | 7.50%                 | 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        |  20733000 | PA      | $21238698.60  | 0.25%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                                                           | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |  37718000 | PA      | $37781366.24  | 0.44%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                        | Piedmont Operating Partnership LP                                                                                          | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   7830000 | PA      | $8623563.92   | 0.10%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                        | HLF Financing Sarl LLC / Herbalife International Inc                                                                       | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21049000 | PA      | $17646818.56  | 0.21%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                         | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                       | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8388000 | PA      | $8343284.41   | 0.10%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| AIRCASTLE LTD                                   | Aircastle Ltd                                                                                                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2046000 | PA      | $2036955.66   | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |  14665000 | PA      | $14932034.99  | 0.17%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                         | Global Medical Response Inc                                                                                                | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   6981000 | PA      | $6361331.54   | 0.07%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   8402000 | PA      | $8764603.35   | 0.10%             | 2029-02-01      | Fixed         | 9.25%                 | 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        |  25743000 | PA      | $25767285.95  | 0.30%             | 2028-01-15      | Fixed         | 6.25%                 | 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        |   8605000 | PA      | $8731613.97   | 0.10%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-171579.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  24320000 | PA      | $25645002.24  | 0.30%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                           | Sixth Street CLO VIII Ltd                                                                                                  | CUSIP: 83012VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4729050 | PA      | $4739397.16   | 0.06%             | 2034-10-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B                                                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  15662801 | PA      | $15702036.28  | 0.18%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK HOLDINGS INC                           | Cinemark Holdings Inc                                                                                                      | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |   4548000 | PA      | $8992533.00   | 0.11%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                   | CoreCivic Inc                                                                                                              | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |  19612000 | PA      | $20753300.73  | 0.24%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                         | Blue Owl Technology Finance Corp II                                                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  20045000 | PA      | $20533366.36  | 0.24%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crash Champions LLC                             | Crash Champions LLC 2024 Term Loan B                                                                                       | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |  20191356 | PA      | $18832982.76  | 0.22%             | 2029-02-23      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                           | WASH Multifamily Acquisition Inc                                                                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |  23758000 | PA      | $23784174.19  | 0.28%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                                                              | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   7660000 | PA      | $7636915.67   | 0.09%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                          | Comstock Resources Inc                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  28852000 | PA      | $28549022.26  | 0.33%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                | MGM Resorts International                                                                                                  | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |  21777000 | PA      | $21866705.56  | 0.26%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTEC INTERNATIONAL                           | Welltec International ApS                                                                                                  | CUSIP: 95039LAA6<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | DK        |    896000 | PA      | $900634.11    | 0.01%             | 2026-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries Inc                        | Park-Ohio Industries Inc                                                                                                   | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |  14619000 | PA      | $14626109.22  | 0.17%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| OCEANEERING INTL INC                            | Oceaneering International Inc                                                                                              | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2753154.93   | 0.03%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                              | PURCHASED CHF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $1030.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                               | Trimaran CAVU 2024-1 Ltd                                                                                                   | CUSIP: 895971AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5516285.50   | 0.06%             | 2038-01-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                   | Clue Opco LLC                                                                                                              | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9319000 | PA      | $9890496.99   | 0.12%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| ZF NA CAPITAL                                   | ZF North America Capital Inc                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5843073.02   | 0.07%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                            | GrubHub Holdings Inc                                                                                                       | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35649000 | PA      | $34940592.70  | 0.41%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CEC ENTERTAINMENT LLC                           | CEC Entertainment LLC                                                                                                      | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25245000 | PA      | $25091043.37  | 0.29%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BCPE Grill Parent                               | BCPE Grill Parent 2023 Term Loan B                                                                                         | CUSIP: 05553QAB8<br>LEI: 254900GQZ43I22BGT628 | Long             | LON              | CORP              | US        |  12525232 | PA      | $11951826.43  | 0.14%             | 2030-09-30      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                  | NCR Atleos Corp                                                                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   6472000 | PA      | $7017233.64   | 0.08%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                 | Mercer International Inc                                                                                                   | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |  17265000 | PA      | $17435181.11  | 0.20%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                                                                      | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  26999000 | PA      | $27797519.45  | 0.32%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                            | Saturn Oil & Gas Inc                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |  32946000 | PA      | $32653976.21  | 0.38%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| GEN DIGITAL INC                                 | Gen Digital Inc 2024 Term Loan B                                                                                           | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   7710957 | PA      | $7709145.22   | 0.09%             | 2029-09-12      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                            | IHO Verwaltungs GmbH                                                                                                       | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |  13250000 | PA      | $13611142.00  | 0.16%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc 2024 Term Loan B                                                                                               | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |  10689225 | PA      | $9859153.23   | 0.12%             | 2029-09-04      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                                                                         | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  11141000 | PA      | $11144620.83  | 0.13%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                         | ACProducts Holdings Inc                                                                                                    | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $2362987.50   | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LABL INC                                        | LABL Inc                                                                                                                   | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |  10724000 | PA      | $10020382.27  | 0.12%             | 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        |  38220000 | PA      | $38684602.32  | 0.45%             | 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        |   8333020 | PA      | $6812243.90   | 0.08%             | 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        |  20560000 | PA      | $18196216.80  | 0.21%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| DANA INC                                        | Dana Inc                                                                                                                   | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3429041.50   | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oscar Acquisitionco LLC                         | Oscar AcquisitionCo LLC Term Loan B                                                                                        | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   6781666 | PA      | $6193729.60   | 0.07%             | 2029-04-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4000 | NC      | $-1230443.14  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG RIDGE ENERGY LLC                           | Long Ridge Energy LLC                                                                                                      | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   8751000 | PA      | $9082787.51   | 0.11%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XXVIII Ltd                                                                                            | CUSIP: 55821AAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4026268.00   | 0.05%             | 2038-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   8345000 | PA      | $8355779.82   | 0.10%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC 2025 Term Loan B13                                                                                             | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  14513000 | PA      | $14233624.75  | 0.17%             | 2030-09-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                             | Coinbase Global Inc                                                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  12879000 | PA      | $12129140.83  | 0.14%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                 | RAC Bond Co PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |  15725000 | PA      | $20617523.41  | 0.24%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                                                              | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   4842000 | PA      | $4796242.66   | 0.06%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| GRIFFON CORPORATION                             | Griffon Corp                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |  31562000 | PA      | $31450696.61  | 0.37%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                            | Shelf Drilling Holdings Ltd                                                                                                | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   7994000 | PA      | $6852483.18   | 0.08%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                                                                  | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31259000 | PA      | $32802069.28  | 0.38%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CP ATLAS BUYER INC                              | CP Atlas Buyer Inc                                                                                                         | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |  11512000 | PA      | $10914471.94  | 0.13%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   9720000 | PA      | $9317648.38   | 0.11%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                        | Compass Minerals International Inc                                                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   3059000 | PA      | $3059046.80   | 0.04%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                              | Liberty Media Corp-Liberty Formula One                                                                                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6372000 | PA      | $8219880.00   | 0.10%             | 2027-08-15      | Fixed         | 2.25%                 | 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        |  15442574 | PA      | $15392926.53  | 0.18%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                  | Bombardier Inc                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   6610000 | PA      | $6870513.32   | 0.08%             | 2029-02-01      | Fixed         | 7.50%                 | 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      | $-118804.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                                                                     | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |  27284000 | PA      | $26433413.11  | 0.31%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  29188000 | PA      | $29496954.98  | 0.34%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                | Taseko Mines Ltd                                                                                                           | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   5740000 | PA      | $6000500.89   | 0.07%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  26486000 | PA      | $26882279.82  | 0.31%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                         | Studio City Finance Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   7240000 | PA      | $7172353.78   | 0.08%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                 | Global Atlantic Fin Co                                                                                                     | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   7889000 | PA      | $7723994.15   | 0.09%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |  16525000 | PA      | $17011727.35  | 0.20%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-17613.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                  | Air Lease Corp                                                                                                             | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6498000 | PA      | $6399439.12   | 0.07%             | 2029-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                             | Insulet Corp                                                                                                               | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   7212000 | PA      | $9576454.20   | 0.11%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                | Maxam Prill Sarl                                                                                                           | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   8715000 | PA      | $8529100.34   | 0.10%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLPATH HLDING/CORRECTIONS                     | WELLPATH HLDING/CORRECTIONS                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31404 | NS      | $15701.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8335000 | PA      | $8465234.38   | 0.10%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                           | CMG Media Corp                                                                                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16085580 | PA      | $15646464.58  | 0.18%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                              | Ally Financial Inc                                                                                                         | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5579000 | PA      | $6305890.25   | 0.07%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                                                          | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |  17463000 | PA      | $18059546.91  | 0.21%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                           | Long Ridge Energy LLC Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |   8205435 | PA      | $8119975.39   | 0.09%             | 2032-02-19      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                                                                        | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |  40998000 | PA      | $42475075.94  | 0.50%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                                                             | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3039858.25   | 0.04%             | 2027-06-01      | Fixed         | 8.62%                 | 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        |   4917000 | PA      | $5132802.21   | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                        | Piedmont Operating Partnership LP                                                                                          | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   8838000 | PA      | $9249741.56   | 0.11%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C                        | PHH Escrow Issuer LLC/PHH Corp                                                                                             | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15418000 | PA      | $15461463.34  | 0.18%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                               | Herens Midco Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |  16057000 | PA      | $13078926.21  | 0.15%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                          | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                 | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24241000 | PA      | $24380288.79  | 0.28%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                   | AG Issuer LLC                                                                                                              | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18071000 | PA      | $18066655.73  | 0.21%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                        | Kimmeridge Texas Gas LLC                                                                                                   | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |  30497000 | PA      | $31362108.40  | 0.37%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WEST CHINA CEMENT LTD                           | West China Cement Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900MMG3NBTIWPPR63 | Long             | DBT              | CORP              | JE        |  27500000 | PA      | $25397143.75  | 0.30%             | 2026-07-08      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1970416.43   | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |  13740000 | PA      | $12952167.77  | 0.15%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  18296987 | PA      | $17355607.02  | 0.20%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-28

**Name of Applicant:** LORD ABBETT TRUST I

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer