# EDGAR Filing Document

**Accession Number:** 0001506001
**File Stem:** 0001410368-25-042425
**Filing Date:** 2025-12
**Character Count:** 193007
**Document Hash:** 9ec1ef1fed39de9e3c5960aeb8be93e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042425.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-042425

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Neuberger Berman ETF Trust
- **CENTRAL INDEX KEY:** 0001506001

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23761
- **FILM NUMBER:** 251599931

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

## Series and Classes Contracts Data

### Neuberger Berman Flexible Credit Income ETF (Series ID: S000085536)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000250828 | Neuberger Berman Flexible Credit Income ETF | NBFC            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Neuberger Berman ETF Trust

- **b. Investment Company Act file number:** 811-23761

- **c. CIK number of Registrant:** 0001506001

- **d. LEI of Registrant:** 549300GPREY1N686GS02

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 877-628-2583

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

- **a. Name of Series:** Neuberger Berman Flexible Credit Income ETF

- **b. EDGAR series identifier (if any):** S000085536

- **c. LEI of Series:** 2549008ASCDI2PAL2M84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $59137271.30

**Total Liabilities:** $1269457.89

**Net Assets:** $57867813.41

**Delayed Delivery Securities:** $815843.50

**Cash Not Reported:** $287238.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -37.50000000 | **1-Year:** -544.02000000 | **5-Year:** -2333.14000000 | **10-Year:** -4588.91000000 | **30-Year:** -602.67000000

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

- **3-Month:** -130.20000000 | **1-Year:** -3097.28000000 | **5-Year:** -7347.11000000 | **10-Year:** -3909.69000000 | **30-Year:** -616.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250828 | 1.29%                | 0.85%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $61269.93                | $280732.35                                 |
| Month 2  | $46310.37                | $86535.08                                  |
| Month 3  | $98802.89                | $-196287.77                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO                                                       | AB BSL CLO 5 Ltd                                                                | CUSIP: 00038GAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501945.30    | 0.87%             | 2038-01-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                     | ADT Security Corp/The                                                           | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76083.52     | 0.13%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 33 Ltd                                                                  | CUSIP: 00121EAA1<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1246816.25   | 2.15%             | 2037-07-21      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48374.44     | 0.08%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                         | Trident TPI Holdings Inc 2024 Term Loan B7                                      | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    495009 | PA      | $482713.33    | 0.83%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     90000 | PA      | $90805.23     | 0.16%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122317.15    | 0.21%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $125020.92    | 0.22%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92300.40     | 0.16%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29989.27     | 0.05%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                            | Ahead DB Holdings LLC                                                           | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130959.27    | 0.23%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20158.08     | 0.03%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50220.31     | 0.09%             | 2034-03-31      | Fixed         | 5.75%                 | 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        |    145000 | PA      | $149651.89    | 0.26%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                            | Bread Financial Holdings Inc                                                    | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25171.05     | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55186.45     | 0.10%             | 2056-04-01      | Fixed         | 5.75%                 | 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        |     40000 | PA      | $40726.24     | 0.07%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5178.74      | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30764.61     | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103180.10    | 0.18%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117314.00    | 0.20%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140564.14    | 0.24%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274166.34    | 0.47%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                            | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133586.31    | 0.23%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                            | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111278.33    | 0.19%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     55000 | PA      | $53788.19     | 0.09%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings Inc                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98866.98     | 0.17%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35444.33     | 0.06%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                             | Amkor Technology Inc                                                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86468.89     | 0.15%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                | Amsted Industries Inc                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98318.83     | 0.17%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                           | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                     | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61818.06     | 0.11%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93175.47     | 0.16%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                              | Arbor Realty SR Inc                                                             | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     60000 | PA      | $61054.19     | 0.11%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                         | Archrock Partners LP / Archrock Partners Finance Corp                           | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77080.65     | 0.13%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     90000 | PA      | $83907.91     | 0.14%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     60000 | PA      | $62757.12     | 0.11%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    112000 | PA      | $91560.00     | 0.16%             | 2030-07-09      | Variable      | 0.75%                 | 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        |    180000 | PA      | $179472.46    | 0.31%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | Avient Corp                                                                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107200.45    | 0.19%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                         | Axalta Coating Systems Dutch Holding B BV                                       | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10484.61     | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                   | Azorra Finance Ltd                                                              | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $105427.20    | 0.18%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                         | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201001.20    | 0.35%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS 2018-TALL Mortgage Trust                                                  | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91000.00     | 0.16%             | 2037-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96883 | PA      | $96791.98     | 0.17%             | 2036-09-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX TRUST 2024 VLT4                                                              | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.17%             | 2041-06-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C10 Mortgage Trust                                                    | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41000 | PA      | $42033.12     | 0.07%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-LIFE                                                              | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102941.12    | 0.18%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                         | BKV Upstream Midstream LLC                                                      | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65098.90     | 0.11%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                    | BLP Commercial Mortgage Trust 2025-IND                                          | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99502.31     | 0.17%             | 2042-03-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                            | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61569.84     | 0.11%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 27 Ltd                                                            | CUSIP: 05874UAJ4<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252987.50   | 2.17%             | 2037-10-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215281.81    | 0.37%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78075.00     | 0.13%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR17                                                                | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $34063.27     | 0.06%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR7                                                                 | CUSIP: 06211UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $80285.00     | 0.14%             | 2057-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $78975.68     | 0.14%             | 2057-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2024-BNK47                                                                 | CUSIP: 06540GBA5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $77008.52     | 0.13%             | 2057-06-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2023-BNK45                                                                 | CUSIP: 06541BCC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $76465.73     | 0.13%             | 2056-02-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $177650.00    | 0.31%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21890.75     | 0.04%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $10802.18     | 0.02%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $11674.88     | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22750.00     | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                              | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                               | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    244680 | PA      | $241574.87    | 0.42%             | 2048-07-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75156.62     | 0.13%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                 | Beazer Homes USA Inc                                                            | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80970.80     | 0.14%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                             | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $154672.57    | 0.27%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57398.00     | 0.10%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $152401.09    | 0.26%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                           | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    105000 | PA      | $110651.84    | 0.19%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34762.24     | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287629.35    | 0.50%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $116756.20    | 0.20%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15746.22     | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                         | Brand Industrial Services Inc                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19243.49     | 0.03%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                         | Brandywine Operating Partnership LP                                             | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     75000 | PA      | $75328.46     | 0.13%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                         | Broadstreet Partners Group LLC                                                  | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134519.29    | 0.23%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131244.00    | 0.23%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                     | Business Jet Securities 2024-1 LLC                                              | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77829 | PA      | $79766.37     | 0.14%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT7                                                              | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63670 | PA      | $64026.71     | 0.11%             | 2044-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-GW                                                                | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101000 | PA      | $101378.75    | 0.18%             | 2042-07-15      | Floating      | 6.78%                 | 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        |     55000 | PA      | $52297.58     | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $95037.44     | 0.16%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $71152.78     | 0.12%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16794.47     | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30236.10     | 0.05%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28339 | PA      | $27442.61     | 0.05%             | 2058-05-10      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104035.50    | 0.18%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92125.22     | 0.16%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43447.83     | 0.08%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123671.91    | 0.21%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41569.12     | 0.07%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102579.36    | 0.18%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-167G Mortgage Trust                                                   | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100135.68    | 0.17%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51445.95     | 0.09%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                           | Calderys Financing LLC                                                          | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52826.25     | 0.09%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                                            | Calderys Financing II LLC                                                       | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88179.21     | 0.15%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $203006.09    | 0.35%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145902.57    | 0.25%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                             | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $108649.28    | 0.19%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                            | Capstone Borrower Inc                                                           | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71416.94     | 0.12%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    120000 | PA      | $123740.38    | 0.21%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115733.01    | 0.20%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                         | Century Aluminum Co                                                             | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128509.63    | 0.22%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                         | Champion Iron Canada Inc                                                        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41937.00     | 0.07%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                          | Champions Financing Inc                                                         | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96937.73     | 0.17%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $349054.02    | 0.60%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138029.54    | 0.24%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | Civitas Resources Inc                                                           | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53641.95     | 0.09%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     70000 | PA      | $71622.74     | 0.12%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87656.95     | 0.15%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83653.12     | 0.14%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51124.64     | 0.09%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51729.00     | 0.09%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                        | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120274.92    | 0.21%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $211990.00    | 0.37%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $213052.00    | 0.37%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                    | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106954.18    | 0.18%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                         | Cia de Minas Buenaventura SAA                                                   | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $208000.00    | 0.36%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153657.65    | 0.27%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                            | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $59907.10     | 0.10%             | 2041-08-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67000 | PA      | $67042.33     | 0.12%             | 2045-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47000 | PA      | $47117.95     | 0.08%             | 2045-02-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135000 | PA      | $145041.30    | 0.25%             | 2043-06-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102690.71    | 0.18%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                       | Cornerstone Generation LLC Term Loan B                                          | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    500000 | PA      | $504375.00    | 0.87%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                             | Cornerstone Building Brands Inc                                                 | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32295.30     | 0.06%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                         | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $280942.48    | 0.49%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                         | Cougar JV Subsidiary LLC                                                        | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $122565.16    | 0.21%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                   | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77273 | PA      | $75861.33     | 0.13%             | 2031-01-20      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                          | Dealer Tire LLC / DT Issuer LLC                                                 | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38818.30     | 0.07%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151409.22    | 0.26%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                         | Discovery Communications LLC                                                    | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19347.20     | 0.03%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109472.27    | 0.19%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                          | Dornoch Debt Merger Sub Inc                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29816.09     | 0.05%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $33936.95     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $6025.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $6917.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $8312.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED EUR / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |         1 | NC      | $694.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |         1 | NC      | $-1091.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $1504.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $470.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                                     | Edelman Financial Center LLC 2024 2nd Lien Term Loan                            | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    250000 | PA      | $250000.00    | 0.43%             | 2028-10-06      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | Ellucian Holdings Inc                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55663.69     | 0.10%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256644.22    | 0.44%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                             | Excelerate Energy LP                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153088.97    | 0.26%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                         | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     54000 | PA      | $52265.09     | 0.09%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                         | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $57391.35     | 0.10%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34697.31     | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105464.24    | 0.18%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64511.06     | 0.11%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61073.76     | 0.11%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                                         | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM  | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |     60000 | PA      | $60156.57     | 0.10%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC 2025 Incremental Term Loan B                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    496250 | PA      | $497336.79    | 0.86%             | 2031-09-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                         | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61840.47     | 0.11%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                            | Fortress Intermediate 3 Inc                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182479.50    | 0.32%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266534.70    | 0.46%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215828.56    | 0.37%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212720.52    | 0.37%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                         | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $139796.76    | 0.24%             | 2042-03-25      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| GOL FINANCE                                                      | Gol Finance Inc                                                                 | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |     37000 | PA      | $37455.10     | 0.06%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                       | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $78038.56     | 0.13%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111929.73    | 0.19%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248579.04    | 0.43%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149757.45    | 0.26%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3520 | PA      | $3414.42      | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     53240 | PA      | $51775.45     | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     76560 | PA      | $65887.53     | 0.11%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101416.10    | 0.18%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                          | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83707.60     | 0.14%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                          | Global Aircraft Leasing Co Ltd                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    110000 | PA      | $113249.40    | 0.20%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153174.42    | 0.26%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                         | Graham Packaging Co Inc                                                         | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29859.02     | 0.05%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101544.31    | 0.18%             | 2060-03-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165812.64    | 0.29%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                 | Hawaiian Electric Co Inc                                                        | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65715.72     | 0.11%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    132000 | PA      | $138161.63    | 0.24%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91724.36     | 0.16%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85445.71     | 0.15%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82755.84     | 0.14%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47499.81     | 0.08%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110025.62    | 0.19%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72147.88     | 0.12%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146159.72    | 0.25%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $169376.70    | 0.29%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                        | IP 2025-IP Mortgage Trust                                                       | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37000 | PA      | $37459.85     | 0.06%             | 2042-06-10      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                        | IP 2025-IP Mortgage Trust                                                       | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $19269.01     | 0.03%             | 2042-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43585.77     | 0.08%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33934.02     | 0.06%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18889.67     | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                                    | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178643.32    | 0.31%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126952.35    | 0.22%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                          | Inversion Escrow Issuer LLC                                                     | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190399.76    | 0.33%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                      | Island Finance Trust 2025-1                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101125.60    | 0.17%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                 | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $82654.20     | 0.14%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73021.88     | 0.13%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                     | JELD-WEN Inc                                                                    | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    145000 | PA      | $119624.70    | 0.21%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                         | Jones Deslauriers Insurance Management Inc                                      | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39629.99     | 0.07%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                     | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35759.75     | 0.06%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                     | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30712.17     | 0.05%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                            | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69744.09     | 0.12%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                               | Caturus Energy LLC                                                              | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71353.94     | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46113.21     | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46341.68     | 0.08%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61670.22     | 0.11%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                   | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143946.00    | 0.25%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73649.66     | 0.13%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                          | Latam Airlines Group SA                                                         | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     25000 | PA      | $25853.75     | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43031.25     | 0.07%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40971.48     | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87329.26     | 0.15%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144359.10    | 0.25%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53980.65     | 0.09%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90409.23     | 0.16%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                              | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158888.70    | 0.27%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                         | Lindblad Expeditions LLC                                                        | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101847.25    | 0.18%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $257254.69    | 0.44%             | 2035-01-05      | Fixed         | 5.68%                 | 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        |    248098 | PA      | $246498.01    | 0.43%             | 2029-04-16      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                           | Lumen Technologies Inc 2024 Extended Term Loan B2                               | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    248098 | PA      | $246550.12    | 0.43%             | 2030-04-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231398.50    | 0.40%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                           | MIWD Holdco II LLC / MIWD Finance Corp                                          | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67920.93     | 0.12%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                             | MAD Commercial Mortgage Trust 2025-11MD                                         | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140097.26    | 0.24%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | Madison IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210679.81    | 0.36%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68695.31     | 0.12%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24081.90     | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                            | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42020.16     | 0.07%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                            | Manitowoc Co Inc/The                                                            | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63057.00     | 0.11%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | Masterbrand Inc                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62237.64     | 0.11%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236978.47    | 0.41%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85223.30     | 0.15%             | 2027-04-15      | Fixed         | 7.88%                 | 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        |    498750 | PA      | $498889.65    | 0.86%             | 2030-10-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     66000 | PA      | $66638.50     | 0.12%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                         | Midcontinent Communications                                                     | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127323.88    | 0.22%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $213549.34    | 0.37%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                           | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $119054.33    | 0.21%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | AthenaHealth Group Inc                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97896.33     | 0.17%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176143.63    | 0.30%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $270580.48    | 0.47%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                        | CUSIP: 617941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101320.04    | 0.18%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $61653.66     | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61421.64     | 0.11%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $126211.70    | 0.22%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61204.92     | 0.11%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65458.28     | 0.11%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                           | NRM FNT1 Excess LLC                                                             | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79409 | PA      | $80774.07     | 0.14%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                    | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118809.49    | 0.21%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103687.50    | 0.18%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC 2019 Term Loan B5                                              | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    248026 | PA      | $233405.18    | 0.40%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC 2022 Term Loan B6                                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    248087 | PA      | $245484.29    | 0.42%             | 2028-01-18      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                           | NRM FHT1 Excess Owner LLC                                                       | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88829 | PA      | $89600.34     | 0.15%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                             | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $205800.00    | 0.36%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                             | Noble Finance II LLC                                                            | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83027.44     | 0.14%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108091.52    | 0.19%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166086.72    | 0.29%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO Ltd                                                                     | CUSIP: 671026AS1<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502164.45    | 0.87%             | 2037-01-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                        | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100156.25    | 0.17%             | 2039-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                    | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100044.83    | 0.17%             | 2042-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-HE1 Trust                                                              | CUSIP: 67121CAB2<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100517.19    | 0.17%             | 2055-02-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5003.00      | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP 2025 USD TERM LOAN B                              | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    500000 | PA      | $497500.00    | 0.86%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                          | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94929.94     | 0.16%             | 2036-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                           | One Market Plaza Trust 2017-1MKT                                                | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73045 | PA      | $69763.32     | 0.12%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113119.38    | 0.20%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                            | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108372.50    | 0.19%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    120000 | PA      | $125437.14    | 0.22%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                       | OPAL BIDCO                                                                      | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $61796.92     | 0.11%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82536.85     | 0.14%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $249691.71    | 0.43%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                            | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $180858.48    | 0.31%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                           | Patrick Industries Inc                                                          | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61175.82     | 0.11%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | Penn Entertainment Inc                                                          | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55876.27     | 0.10%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124132.50    | 0.21%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104308.90    | 0.18%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40999.40     | 0.07%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81394.48     | 0.14%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $181360.10    | 0.31%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                         | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74808.75     | 0.13%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                         | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50211.55     | 0.09%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                                    | Pluspetrol SA                                                                   | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |     40000 | PA      | $40684.00     | 0.07%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20255.88     | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                        | PRM Trust 2025-PRM6                                                             | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99828.27     | 0.17%             | 2033-07-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                     | Cloudera Inc 2021 Second Lien Term Loan                                         | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    250000 | PA      | $221437.50    | 0.38%             | 2029-10-08      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                            | Provident Funding Associates LP / PFG Finance Corp                              | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73765.16     | 0.13%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                            | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108701.57    | 0.19%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103721.20    | 0.18%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72839.06     | 0.13%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $46445.27     | 0.08%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124000 | PA      | $129628.32    | 0.22%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                         | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71531.60     | 0.12%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                                     | SPX FLOW Inc                                                                    | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127911.38    | 0.22%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | Resideo Funding Inc                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122830.56    | 0.21%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56732.67     | 0.10%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72921.10     | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | ROCKIES EXPRESS PIPELINE                                                        | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41865.68     | 0.07%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57505.72     | 0.10%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $139141.02    | 0.24%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                          | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    138000 | PA      | $124372.49    | 0.21%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                     | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   3193625 | NS      | $3193625.06   | 5.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                    | SFO Commercial Mortgage Trust 2021-555                                          | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42000 | PA      | $41475.00     | 0.07%             | 2038-05-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                       | SDAL Trust 2025-DAL                                                             | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80644.91     | 0.14%             | 2042-04-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                  | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $114281.25    | 0.20%             | 2039-01-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                               | Saavi Energia Sarl                                                              | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $215000.00    | 0.37%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $274443.81    | 0.47%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198198.46    | 0.34%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $525172.28    | 0.91%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                         | Scientific Games Holdings LP/Scientific Games US FinCo Inc                      | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50239.15     | 0.09%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                         | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99723.69     | 0.17%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                  | Sealed Air Corp                                                                 | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5174.00      | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                         | SeaWorld Parks & Entertainment Inc                                              | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83369.36     | 0.14%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                          | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87051.48     | 0.15%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97613.44     | 0.17%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56805.84     | 0.10%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                | Sierra Timeshare 2024-2 Receivables Funding LLC                                 | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47106 | PA      | $47784.07     | 0.08%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                | Sierra Timeshare 2023-3 Receivables Funding LLC                                 | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33602 | PA      | $34743.74     | 0.06%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                            | Six Flags Entertainment Corp                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95233.32     | 0.16%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                         | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $199858.31    | 0.35%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129694.25    | 0.22%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20394.96     | 0.04%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91069.33     | 0.16%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                 | Star Holding LLC                                                                | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101486.98    | 0.18%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | Star Parent Inc                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154827.45    | 0.27%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                     | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     95000 | PA      | $98805.13     | 0.17%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                         | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200844.08    | 0.35%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                          | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154336.80    | 0.27%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487589.04    | 0.84%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 45 Ltd                                                             | CUSIP: 87170FAA5<br>LEI: 254900UNCLK6JV7XFW77 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248675.38   | 2.16%             | 2037-10-15      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112799.42    | 0.19%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                         | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108748.84    | 0.19%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $143892.71    | 0.25%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                 | Taseko Mines Ltd                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $100439.89    | 0.17%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                         | Team Health Holdings Inc                                                        | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     40900 | PA      | $44120.88     | 0.08%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                         | Team Health Holdings Inc                                                        | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161710.40    | 0.28%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                   | Tecpetrol SA                                                                    | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     26000 | PA      | $26026.00     | 0.04%             | 2030-11-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                             | Telecom Argentina SA                                                            | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     99000 | PA      | $102920.40    | 0.18%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | Terex Corp                                                                      | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122679.28    | 0.21%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | Terex Corp                                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5070.97      | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110830.28    | 0.19%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103407.90    | 0.18%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62176.98     | 0.11%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                          | TransMontaigne Partners LLC                                                     | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52307.50     | 0.09%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $41193.97     | 0.07%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                           | Trident Energy Finance PLC                                                      | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204097.25    | 0.35%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                         | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58706.07     | 0.10%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $31299.22     | 0.05%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $31079.22     | 0.05%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329394.56    | 0.57%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                       | USI Inc/NY                                                                      | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31060.80     | 0.05%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $210806.19    | 0.36%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                              | VM Consolidated Inc                                                             | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19778.06     | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                             | Veritiv Operating Co                                                            | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150898.31    | 0.26%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-4                                               | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |     69621 | PA      | $70489.69     | 0.12%             | 2069-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                              | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    225000 | PA      | $241053.53    | 0.42%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136338.12    | 0.24%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                         | Vista Energy Argentina SAU                                                      | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    172000 | PA      | $169953.20    | 0.29%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                         | Volcan Cia Minera SAA                                                           | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    231000 | PA      | $234245.55    | 0.40%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                    | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81364.15     | 0.14%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                           | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150285.60    | 0.26%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                           | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48293.50     | 0.08%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | Wand NewCo 3 Inc                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177672.78    | 0.31%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                        | Wellington Management Clo 3 Ltd                                                 | CUSIP: 949575AG9<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1255362.88   | 2.17%             | 2037-07-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                 | CUSIP: 95003PAG6<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100986.33    | 0.17%             | 2035-07-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                         | White Cap Supply Holdings LLC                                                   | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45519.86     | 0.08%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                           | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115126.10    | 0.20%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137854.70    | 0.24%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | Windstream Services LLC                                                         | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.90      | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                      | Wireless PropCo Funding LLC                                                     | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63000 | PA      | $60261.64     | 0.10%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310222.00    | 0.54%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95837.74     | 0.17%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100966.99    | 0.17%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     82584 | PA      | $78524.17     | 0.14%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                          | Zayo Group Holdings Inc 2025 USD Term Loan                                      | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     22716 | PA      | $21686.85     | 0.04%             | 2030-03-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $232298.61    | 0.40%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $223988.61    | 0.39%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                           | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     73904 | PA      | $67326.54     | 0.12%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                           | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    123365 | PA      | $94374.23     | 0.16%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                           | Verisure Midholding AB                                                          | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $115932.55    | 0.20%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                             | Fortune Star BVI Ltd                                                            | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197277.99    | 0.34%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                         | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    146944 | PA      | $107636.49    | 0.19%             | 2037-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                               | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116956.54    | 0.20%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                             | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118803.93    | 0.21%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $207503.72    | 0.36%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                             | Telefonica Europe BV                                                            | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $124462.15    | 0.22%             | 2030-02-03      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116456.24    | 0.20%             | 2029-03-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $123104.96    | 0.21%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                    | Schaeffler AG                                                                   | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117802.84    | 0.20%             | 2030-03-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117359.54    | 0.20%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $121164.17    | 0.21%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                            | Coventry Building Society                                                       | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $281131.73    | 0.49%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                            | Zambia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    141412 | PA      | $135742.20    | 0.23%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                         | Nidda Healthcare Holding GmbH                                                   | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119852.78    | 0.21%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $247191.34    | 0.43%             | 2034-09-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $134200.42    | 0.23%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                            | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117090.96    | 0.20%             | 2032-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $213879.42    | 0.37%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                             | Fressnapf Holding SE                                                            | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116803.64    | 0.20%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TAP SA                                                           | Transportes Aereos Portugueses SA                                               | CUSIP: 000000000<br>LEI: 213800XBTDYWRYHKH878 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $119562.11    | 0.21%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | Heimstaden Bostad AB                                                            | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $119731.23    | 0.21%             | 2029-12-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                 | Gruenenthal GmbH                                                                | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117271.07    | 0.20%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    131276 | PA      | $114602.75    | 0.20%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     76208 | PA      | $70301.53     | 0.12%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     41436 | PA      | $39001.64     | 0.07%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                         | Banque Ouest Africaine de Developpement                                         | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $206079.11    | 0.36%             | 2055-02-13      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                                    | Uzbekneftegaz JSC                                                               | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $213124.43    | 0.37%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BOBL FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -8 | NC      | $-3066.05     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        10 | NC      | $2144.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LONG GILT FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -2 | NC      | $-6621.05     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        13 | NC      | $15542.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EURO-BUND FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -3 | NC      | $-3146.73     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EURO-SCHATZ FUT DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -3 | NC      | $69.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         5 | NC      | $12029.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -8 | NC      | $1249.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EURO-OAT FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -1 | NC      | $-2339.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        51 | NC      | $-1355.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALITYTECH LP                                                   | QualityTech LP Term Loan B                                                      | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |    497500 | PA      | $498121.88    | 0.86%             | 2031-10-30      | Floating      | 7.61%                 | No            |                  3 | On Loan: No      |
| CommScope Inc                                                    | CommScope Inc 2024 Term Loan                                                    | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    479661 | PA      | $483440.80    | 0.84%             | 2029-12-17      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Auris Luxembourg III Sarl                                        | Auris Luxembourg III Sarl 2025 USD Term Loan B                                  | CUSIP: 000000000<br>LEI: 213800VO63L2OE6QXG55 | Long             | LON              | CORP              | DK        |    495009 | PA      | $496370.66    | 0.86%             | 2029-02-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                          | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    100000 | PA      | $131768.27    | 0.23%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                        | Bausch & Lomb Corporation 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    748125 | PA      | $752052.66    | 1.30%             | 2031-01-15      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                          | Borr IHC Ltd / Borr Finance LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    178049 | PA      | $178061.04    | 0.31%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                             | Endeavour Mining PLC                                                            | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206020.53    | 0.36%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209335.40    | 0.36%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                 | CSN Resources SA                                                                | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $189500.00    | 0.33%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $372727.53    | 0.64%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $202500.00    | 0.35%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                              | Honduras Government International Bond                                          | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $160725.00    | 0.28%             | 2034-11-27      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                             | Samarco Mineracao SA                                                            | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     43227 | PA      | $43226.47     | 0.07%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                           | SierraCol Energy Andina LLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196250.00    | 0.34%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $188113.55    | 0.33%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                               | Mongolia Government International Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $192344.18    | 0.33%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CCPCDX--2I65BRAD5-20301220                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   1399000 | OU      | $109518.68    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Neuberger Berman ETF Trust

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasuer