# EDGAR Filing Document

**Accession Number:** 0002052250
**File Stem:** 0001410368-26-018083
**Filing Date:** 2026-2
**Character Count:** 230163
**Document Hash:** 9b43d05ed9d71da6d4260e9c4a895a01
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018083.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001410368-26-018083

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GoldenTree Opportunistic Credit Fund
- **CENTRAL INDEX KEY:** 0002052250

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24046
- **FILM NUMBER:** 26677104

**BUSINESS ADDRESS:**
- **STREET 1:** 300 PARK AVENUE, 21ST FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** 212-847-3500

**MAIL ADDRESS:**
- **STREET 1:** 300 PARK AVENUE, 21ST FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GoldenTree Opportunistic Credit Fund

- **b. Investment Company Act file number:** 811-24046

- **c. CIK number of Registrant:** 0002052250

- **d. LEI of Registrant:** 984500397060C70T3790

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

  - **Street Address 1:** 300 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 212-847-3500

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

- **a. Name of Series:** GoldenTree Opportunistic Credit Fund

- **c. LEI of Series:** 984500397060C70T3790

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $258054955.28

**Total Liabilities:** $30261181.59

**Net Assets:** $227793773.69

**Delayed Delivery Securities:** $21579716.33

**Cash Not Reported:** $6030077.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -78.58000000 | **1-Year:** -2372.95000000 | **5-Year:** -2137.71000000 | **10-Year:** -636.62000000 | **30-Year:** -337.02000000

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

- **3-Month:** -481.38000000 | **1-Year:** -10877.44000000 | **5-Year:** -47900.11000000 | **10-Year:** -11747.51000000 | **30-Year:** -2109.39000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.36%                | 0.53%                | 0.94%                |
| Class ID N/A | 0.36%                | 0.53%                | 0.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $81249.16                | $-400424.39                                |
| Month 2  | $-81482.97               | $416618.34                                 |
| Month 3  | $145937.63               | $1101349.36                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                   | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    130000 | PA      | $127725.00    | 0.06%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                   | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    839000 | PA      | $805564.90    | 0.35%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                             | AMC Entertainment Holdings Inc 2024 Term Loan                                                            | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    943629 | PA      | $946941.36    | 0.42%             | 2029-01-04      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                         | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304097.48    | 0.13%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                         | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93902.95     | 0.04%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                      | AMC Entertainment Holdings Inc                                                                           | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    192000 | PA      | $167988.46    | 0.07%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                      | AP Core Holdings II LLC Amortization Term Loan B1                                                        | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    940448 | PA      | $941388.47    | 0.41%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                      | AP Core Holdings II LLC High-Yield Term Loan B2                                                          | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    914000 | PA      | $915224.76    | 0.40%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                  | Hexion Holdings Corporation 2024 Term Loan B                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    221142 | PA      | $213837.05    | 0.09%             | 2029-03-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                             | ACProducts Inc 2021 Term Loan B                                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    953330 | PA      | $781811.73    | 0.34%             | 2028-05-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                    | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    336000 | PA      | $345401.62    | 0.15%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |     88000 | PA      | $88355.96     | 0.04%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                              | Allen Media LLC 2021 Term Loan B                                                                         | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    246910 | PA      | $174715.08    | 0.08%             | 2027-02-10      | Floating      | 9.32%                 | 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        |    250000 | PA      | $257671.70    | 0.11%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                           | Ally Financial Inc                                                                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2919 | NS      | $132201.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256721.12    | 0.11%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                           | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                         | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232476 | PA      | $233090.38    | 0.10%             | 2033-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                          | Altice Financing SA                                                                                      | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    497000 | PA      | $344559.98    | 0.15%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Greetings Corporation                               | American Greetings Corporation 2024 Term Loan B                                                          | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |    123397 | PA      | $122342.39    | 0.05%             | 2029-10-30      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                   | Amneal Pharmaceuticals LLC 2025 Term Loan B                                                              | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    593512 | PA      | $599447.63    | 0.26%             | 2032-08-01      | Floating      | 7.22%                 | 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        |    420000 | PA      | $434735.34    | 0.19%             | 2032-02-01      | Fixed         | 6.63%                 | 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        |    172000 | PA      | $177393.06    | 0.08%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Ardent Health Inc                                            | Ardent Health Inc                                                                                        | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6037 | NS      | $53306.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                         | Ares Management Corp                                                                                     | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |      -455 | NS      | $-73541.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp                                            | Ares Capital Corp                                                                                        | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Short            | EC               | CORP              | US        |     -3225 | NS      | $-65241.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ARETEC GROUP INC                                             | Aretec Group Inc                                                                                         | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120524.16    | 0.05%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                       | Asurion LLC and Asurion Co-Issuer Inc                                                                    | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134889.48    | 0.06%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                   | BFLD Commercial Mortgage Trust 2025-660F                                                                 | CUSIP: 05556QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100498.11    | 0.04%             | 2042-11-15      | Floating      | 7.35%                 | 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        |    165000 | PA      | $170956.05    | 0.08%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                                                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1589807.68   | 0.70%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                        | Basswood Park CLO Ltd                                                                                    | CUSIP: 070252AN1<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $745000.00    | 0.33%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                            | Battalion CLO IX Ltd                                                                                     | CUSIP: 07132EAW5<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650727.35    | 0.29%             | 2031-07-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                           | Bausch + Lomb Corp                                                                                       | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |      7587 | NS      | $129585.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos Inc                                        | Bausch Health Cos Inc                                                                                    | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |     52520 | NS      | $365014.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                    | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $329916.75    | 0.14%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                    | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $24500.00     | 0.01%             | 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        |    348000 | PA      | $243600.00    | 0.11%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                    | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $114310.00    | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                    | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5050.00      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                          | BellRing Brands Inc                                                                                      | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387703.65    | 0.17%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                          | BHMS Commercial Mortgage Trust 2025-ATLS                                                                 | CUSIP: 088928AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.59    | 0.04%             | 2042-08-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31287.39     | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                       | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $175109.97    | 0.08%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                                           | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $443789.22    | 0.19%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                        | Boots Group Bidco Ltd USD Term Loan                                                                      | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |     56000 | PA      | $56373.24     | 0.02%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                          | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     17073 | PA      | $17152.93     | 0.01%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                          | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    465000 | PA      | $462153.43    | 0.20%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                             | Boyd Gaming Corp                                                                                         | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170972.84    | 0.08%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                 | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    402000 | PA      | $416526.43    | 0.18%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $164127.49    | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | 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        |    238000 | PA      | $202365.29    | 0.09%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHC GROUP LLC                                                | CHC Group LLC                                                                                            | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     61000 | PA      | $57337.52     | 0.03%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                          | Charlotte Buyer Inc 2025 Repriced Term Loan B                                                            | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139296 | PA      | $137076.09    | 0.06%             | 2028-02-11      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                         | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132544.12    | 0.06%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                         | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    236000 | PA      | $144716.00    | 0.06%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                         | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     93000 | PA      | $56316.92     | 0.02%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                         | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    553000 | PA      | $337330.00    | 0.15%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                         | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    218000 | PA      | $161962.53    | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Cable One Inc                                                | Cable One Inc                                                                                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       544 | NS      | $61390.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                                | Cable One Inc                                                                                            | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $196586.96    | 0.09%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                       | CACI International Inc                                                                                   | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    131000 | PA      | $135542.91    | 0.06%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                             | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172651.66    | 0.08%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                   | Capital One Financial Corp                                                                               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       616 | NS      | $149293.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                            | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    367000 | PA      | $361593.94    | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                            | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    178000 | PA      | $183801.01    | 0.08%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                   | Carvana Co                                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    926450 | PA      | $1045432.93   | 0.46%             | 2031-06-01      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                               | CarVal CLO II Ltd                                                                                        | CUSIP: 14686ABC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $745655.60    | 0.33%             | 2032-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital                          | CUSIP: 161175BA1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |    -93000 | PA      | $-87661.12    | -0.04%            | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital                          | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73760.03     | 0.03%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital                          | CUSIP: 161175BN3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |    -26000 | PA      | $-22227.95    | -0.01%            | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital                          | CUSIP: 161175CT9<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -156000 | PA      | $-149800.11   | -0.07%            | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                             | Cinemark USA Inc                                                                                         | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    431000 | PA      | $447249.56    | 0.20%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                            | Citigroup Mortgage Loan Trust 2025-LTV1                                                                  | CUSIP: 17332XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99971.32     | 0.04%             | 2055-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                                                 | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    626000 | PA      | $651985.50    | 0.29%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                                                 | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    558000 | PA      | $553009.97    | 0.24%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                        | Clover Holdings 2 LLC Fixed Term Loan B                                                                  | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288551 | PA      | $287830.00    | 0.13%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                 | Comcast Corp                                                                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     19567 | NS      | $584857.63    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                      | Consolidated Energy Finance SA                                                                           | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    166000 | PA      | $107900.00    | 0.05%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                      | Consolidated Energy Finance SA                                                                           | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    173000 | PA      | $122311.00    | 0.05%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                         | Constant Contact Inc Term Loan                                                                           | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    435290 | PA      | $416089.16    | 0.18%             | 2028-02-10      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                         | Constant Contact Inc Second Lien Term Loan                                                               | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     91000 | PA      | $81672.50     | 0.04%             | 2029-02-12      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                         | Cotiviti Corporation 2024 Fixed Term Loan B                                                              | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    541000 | PA      | $525448.96    | 0.23%             | 2031-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                         | Crown Finance US Inc 2025 Term Loan B                                                                    | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   2228675 | PA      | $2202209.80   | 0.97%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                             | DT Midstream Inc                                                                                         | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123352.11    | 0.05%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                             | DT Midstream Inc                                                                                         | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $186017.89    | 0.08%             | 2031-06-15      | Fixed         | 4.38%                 | 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        |    250000 | PA      | $250198.00    | 0.11%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                                        | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    523000 | PA      | $525285.91    | 0.23%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                                        | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    268000 | PA      | $269243.50    | 0.12%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                        | DirecTV Financing LLC 2024 Term Loan                                                                     | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129299 | PA      | $129907.98    | 0.06%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                        | DirecTV Financing LLC 2025 Term Loan B                                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155857 | PA      | $156025.24    | 0.07%             | 2031-02-17      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                        | Directv Financing LLC                                                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $115532.25    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                 | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1077242.58   | 0.47%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                            | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $124466.36    | 0.05%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                            | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    571000 | PA      | $552116.40    | 0.24%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                            | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $411801.86    | 0.18%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $808752.00    | 0.36%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                              | Discovery Purchaser Corporation 2nd Lien Term Loan                                                       | CUSIP: 25471NAB2<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    156473 | PA      | $151778.52    | 0.07%             | 2030-10-04      | Floating      | 10.94%                | No            |                  3 | On Loan: No      |
| Discovery Purchaser Corporation                              | Discovery Purchaser Corporation Term Loan                                                                | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    274989 | PA      | $264923.38    | 0.12%             | 2029-10-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                     | Diversified Healthcare Trust                                                                             | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |    248000 | PA      | $218246.70    | 0.10%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                     | Diversified Healthcare Trust                                                                             | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |    371000 | PA      | $379343.05    | 0.17%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1046.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2893.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-928.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3660.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-10482.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-13059.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-13320.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-21671.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-30384.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-8803.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED EUR / SOLD USD                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1809.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-10074.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-34808.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-15267.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-24813.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-14957.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-941.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-3660.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-2896.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $-10447.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-24935.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-11149.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $3.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $0.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-15463.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-27216.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4248.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | PURCHASED USD / SOLD BRL                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $285.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | PURCHASED USD / SOLD BRL                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $56.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-48.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-677.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | PURCHASED USD / SOLD BRL                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-110.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | PURCHASED USD / SOLD BRL                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-701.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $32.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $31.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | PURCHASED BRL / SOLD USD                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $114.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                              | Durst Commercial Mortgage Trust 2025-151                                                                 | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $196259.34    | 0.09%             | 2042-08-10      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                           | EFMT 2025-NQM3                                                                                           | CUSIP: 26846YAG3<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $484223.47    | 0.21%             | 2070-08-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                                            | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    224000 | PA      | $247699.47    | 0.11%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                   | Elastic NV                                                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $145270.02    | 0.06%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83320.97     | 0.04%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                       | Energizer Holdings Inc                                                                                   | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164023.95    | 0.07%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                                                       | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      6538 | NS      | $107811.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                   | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                          | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    623422 | PA      | $619369.48    | 0.27%             | 2031-04-23      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                        | Endo Finance Holdings Inc                                                                                | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $126832.92    | 0.06%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Operating Inc                            | Envision Healthcare Operating Inc Replacement Term Loan                                                  | CUSIP: 29414YAC8<br>LEI: 2549008OEFCKI8NXLV86 | Long             | LON              | CORP              | US        |    288678 | PA      | $290698.71    | 0.13%             | 2030-06-25      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                  | Extended Stay America Trust 2025-ESH                                                                     | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100624.57    | 0.04%             | 2042-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                 | Barclays PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     27751 | NS      | $178038.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47184.71     | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                             | Ford Motor Credit Co LLC                                                                                 | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79722.74     | 0.03%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                 | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94211.95     | 0.04%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                 | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    160000 | PA      | $171716.22    | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                 | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159375.78    | 0.07%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                 | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    534000 | PA      | $534033.13    | 0.23%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30046.30     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                               | Fortune Brands Innovations Inc                                                                           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2635 | NS      | $131802.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Structured Credit Risk                           | Freddie Mac Mscr Trust Mn10                                                                              | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |    360000 | PA      | $356430.28    | 0.16%             | 2045-02-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FREEDOM FUNDING CENTER                                       | Freedom Funding Center LLC                                                                               | CUSIP: 356380AA3<br>LEI: 254900Q0GLHFBCKSZ892 | Long             | DBT              | CORP              | US        |    222000 | PA      | $236800.07    | 0.10%             | 2032-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                            | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215129.22    | 0.09%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                      | Frontier Communications Holdings LLC                                                                     | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1104792.15   | 0.48%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO                        | GCRED BSL CLO 1                                                                                          | CUSIP: 3615EMAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1020000.00   | 0.45%             | 2034-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                      | Garrett Motion Holdings Inc / Garrett LX I Sarl                                                          | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $170059.00    | 0.07%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                        | GENMAB A/S/GENMAB FINANCE LLC                                                                            | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    103000 | PA      | $105559.19    | 0.05%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                  | Global Medical Response Inc 2025 Term Loan B                                                             | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    230000 | PA      | $231707.75    | 0.10%             | 2032-10-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                      | Global Medical Response Inc                                                                              | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127842.98    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                               | GoTo Group Inc 2024 First Out Term Loan                                                                  | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   4473616 | PA      | $3988966.45   | 1.75%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                               | GoTo Group Inc 2024 Second Out Term Loan                                                                 | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    366508 | PA      | $143984.67    | 0.06%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                               | GoTo Group Inc                                                                                           | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $1716960.00   | 0.75%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                               | GoTo Group Inc                                                                                           | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    171000 | PA      | $64125.00     | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                         | GrafTech Finance Inc                                                                                     | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    164000 | PA      | $121770.00    | 0.05%             | 2029-12-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                     | GrafTech Global Enterprises Inc                                                                          | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $77430.00     | 0.03%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                                         | Gulfport Energy Corp                                                                                     | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       405 | NS      | $84235.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highbridge Loan Management Ltd                               | HPS Loan Management 2021-16 Ltd                                                                          | CUSIP: 40440XAS0<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $824969.48    | 0.36%             | 2035-01-23      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                        | PHRG Intermediate LLC 2025 Term Loan B                                                                   | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164586 | PA      | $163900.97    | 0.07%             | 2032-02-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd                                          | Harbor Park CLO Ltd                                                                                      | CUSIP: 41154XBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    790000 | PA      | $789975.51    | 0.35%             | 2031-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                                       | Helix Energy Solutions Group Inc                                                                         | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    234000 | PA      | $246376.26    | 0.11%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                     | Hess Midstream Operations LP                                                                             | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $425467.32    | 0.19%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                         | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    228000 | PA      | $236095.82    | 0.10%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                         | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107734.86    | 0.05%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Houghton Mifflin Harcourt Publishing Company                 | Houghton Mifflin Harcourt Publishing Company 2022 Term Loan                                              | CUSIP: 44157YAE4<br>LEI: 549300L3IA0HX4NLPQ61 | Long             | LON              | CORP              | US        |     20907 | PA      | $18504.82     | 0.01%             | 2029-04-09      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                      | Howard Midstream Energy Partners LLC                                                                     | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $235303.91    | 0.10%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                      | Howard Midstream Energy Partners LLC                                                                     | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $137662.83    | 0.06%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                     | Hudson Pacific Properties LP                                                                             | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    104000 | PA      | $96133.96     | 0.04%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                     | Hudson Pacific Properties LP                                                                             | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   1750000 | PA      | $1476872.25   | 0.65%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                     | Hudson Pacific Properties LP                                                                             | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    195000 | PA      | $192073.58    | 0.08%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                            | Flash Charm Inc 2021 2nd Lien Term Loan                                                                  | CUSIP: 45168RAS2<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    158912 | PA      | $139842.38    | 0.06%             | 2029-03-02      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                            | Flash Charm Inc 2024 Term Loan                                                                           | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    330723 | PA      | $309455.89    | 0.14%             | 2028-03-02      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                        | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                                        | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $128173.06    | 0.06%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                          | Intesa Sanpaolo SpA                                                                                      | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    430000 | PA      | $430003.01    | 0.19%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                          | Intesa Sanpaolo SpA                                                                                      | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $190571.20    | 0.08%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Invesco S&P 500 Equal Weight ETF                             | Invesco S&P 500 Equal Weight ETF                                                                         | CUSIP: 46137V357<br>LEI: 549300F8VBQFIX481R47 | Short            | EC               | RF                | US        |      -555 | NS      | $-106315.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco CLO LTD                                              | Invesco CLO 2021-3 Ltd                                                                                   | CUSIP: 46151VAG6<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751417.50    | 0.33%             | 2034-10-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                                     | iShares Core S&P 500 ETF                                                                                 | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      1648 | NS      | $1128781.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanti Software Inc                                          | Ivanti Software Inc 2025 1st Lien Term Loan                                                              | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    575667 | PA      | $481223.36    | 0.21%             | 2029-06-01      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Ivanti Software Inc                                          | Ivanti Software Inc 2025 Newco Term Loan                                                                 | CUSIP: 46583VAB5<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |   1179961 | PA      | $1221018.16   | 0.54%             | 2029-06-01      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                     | JP Morgan Mortgage Trust 2025-VIS3                                                                       | CUSIP: 46594EAG9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $35118.64     | 0.02%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                     | JP Morgan Mortgage Trust 2025-VIS3                                                                       | CUSIP: 46594EAH7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24665.46     | 0.01%             | 2066-02-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                     | JP Morgan Mortgage Trust Series 2025-NQM3                                                                | CUSIP: 46659QAF6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $464843.89    | 0.20%             | 2065-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                     | JP Morgan Mortgage Trust Series 2025-NQM4                                                                | CUSIP: 46660HAL0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $169762.00    | 0.07%             | 2066-03-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | J P MORGAN TERM REPO                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    594506 | PA      | $594506.25    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | J P MORGAN TERM REPO                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    130935 | PA      | $130935.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                            | Jamestown CLO IX Ltd                                                                                     | CUSIP: 47048JBM4<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570228.57    | 0.25%             | 2034-07-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                        | KKR CLO 28 LTD                                                                                           | CUSIP: 48253WBC5<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $519980.76    | 0.23%             | 2035-02-09      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                          | LBM Acquisition LLC 2024 Incremental Term Loan B                                                         | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    298485 | PA      | $280792.16    | 0.12%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                      | LCPR Senior Secured Financing DAC                                                                        | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    335000 | PA      | $207697.02    | 0.09%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LHS Borrower LLC                                             | LHS Borrower LLC 2025 Term Loan                                                                          | CUSIP: 50204EAE8<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |   3385258 | PA      | $3336848.32   | 1.46%             | 2031-09-04      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| LHS Borrower LLC                                             | LHS Borrower LLC 2025 Revolver                                                                           | CUSIP: 50204EAF5<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |    272000 | PA      | $268137.60    | 0.12%             | 2031-09-04      | Floating      | 9.50%                 | No            |                  3 | On Loan: No      |
| LQR Trust                                                    | LQR Trust 2025-CALI                                                                                      | CUSIP: 50216WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $29999.87     | 0.01%             | 2043-01-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                          | LBM Acquisition LLC                                                                                      | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    252000 | PA      | $262694.88    | 0.12%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                     | Liberty Mutual Group Inc                                                                                 | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    680000 | PA      | $451842.16    | 0.20%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                          | Lightning Power LLC                                                                                      | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    358000 | PA      | $380679.66    | 0.17%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                            | Lithia Motors Inc                                                                                        | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225854.41    | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                     | Live Nation Entertainment Inc                                                                            | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    731000 | PA      | $737706.93    | 0.32%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                                | Luna 1.5 Sarl                                                                                            | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |     93000 | PA      | $97298.38     | 0.04%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| MGM Resorts International                                    | MGM Resorts International                                                                                | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      8607 | NS      | $314069.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                             | MGM Resorts International                                                                                | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    336000 | PA      | $336087.02    | 0.15%             | 2026-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                             | MGM Resorts International                                                                                | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319394.61    | 0.14%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                                                  | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |      3071 | NS      | $163899.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                                                  | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128952.29    | 0.06%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                      | MPT Operating Partnership LP / MPT Finance Corp                                                          | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    425000 | PA      | $410287.10    | 0.18%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                      | MPT Operating Partnership LP / MPT Finance Corp                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    365000 | PA      | $305793.24    | 0.13%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                      | MPT Operating Partnership LP / MPT Finance Corp                                                          | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |   4502000 | PA      | $3273368.68   | 1.44%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                      | MPT Operating Partnership LP / MPT Finance Corp                                                          | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    664000 | PA      | $709107.80    | 0.31%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                         | MAD Commercial Mortgage Trust 2025-11MD                                                                  | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $119230.82    | 0.05%             | 2042-10-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                      | Macy's Retail Holdings LLC                                                                               | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101355.15    | 0.04%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                      | Macy's Retail Holdings LLC                                                                               | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $182312.60    | 0.08%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                 | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    931000 | PA      | $924736.23    | 0.41%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                 | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    166000 | PA      | $145718.12    | 0.06%             | 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        |     80000 | PA      | $56300.00     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                         | Michaels Cos Inc/The                                                                                     | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13846.44     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                            | Magnetite XXXI Ltd                                                                                       | CUSIP: 55952FAS7<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    345000 | PA      | $345000.00    | 0.15%             | 2034-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                            | Magnetite XIX Ltd                                                                                        | CUSIP: 55954KBA2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |    555000 | PA      | $555733.16    | 0.24%             | 2034-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                      | Red Planet Borrower LLC 2025 Term Loan B                                                                 | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    365000 | PA      | $366140.63    | 0.16%             | 2032-09-08      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                         | Matador Resources Co                                                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263682.87    | 0.12%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                         | Matador Resources Co                                                                                     | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235312.55    | 0.10%             | 2033-04-15      | Fixed         | 6.25%                 | 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        |    463624 | PA      | $465870.07    | 0.20%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MEH Inc                                                      | MEH Inc Term Loan                                                                                        | CUSIP: 58518UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5399681 | PA      | $5237690.82   | 2.30%             | 2030-07-31      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                       | Michaels Companies Inc 2021 Term Loan B                                                                  | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    930532 | PA      | $902001.40    | 0.40%             | 2028-04-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                 | Strategy Inc                                                                                             | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       627 | NS      | $47394.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                        | Mineral Resources Ltd                                                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $467972.18    | 0.21%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                        | Mineral Resources Ltd                                                                                    | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     88000 | PA      | $91766.77     | 0.04%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                          | Medline Borrower LP                                                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251351.50    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                                             | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $71071.98     | 0.03%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                                             | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    310000 | PA      | $317415.93    | 0.14%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                           | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130827.56    | 0.06%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                           | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    265000 | PA      | $247446.27    | 0.11%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC 2025 FLFO Term Loan                                                                      | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    375000 | PA      | $374062.50    | 0.16%             | 2029-01-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC 2025 FLSO Term Loan                                                                      | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    216455 | PA      | $144483.58    | 0.06%             | 2029-01-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                           | Rithm Capital Corp                                                                                       | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    240000 | PA      | $246408.22    | 0.11%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                           | Rithm Capital Corp                                                                                       | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    145000 | PA      | $148286.15    | 0.07%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HLDGS GR                                     | Newfold Digital Holdings Group Inc                                                                       | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     39000 | PA      | $27202.50     | 0.01%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                          | NEWFOLD DIGITAL HLDGS GRP INC 2025 SUPER PRTY NEW MONEY Term Loan A                                      | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     17995 | PA      | $16240.19     | 0.01%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                          | NEWFOLD DIGITAL HLDGS GRP INC 2025 TRANCHE A TERM LOAN                                                   | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   4941294 | PA      | $4144510.58   | 1.82%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                          | NEWFOLD DIGITAL HLDGS GRP INC 2025 TRANCHE B TERM LOAN                                                   | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    217525 | PA      | $138672.17    | 0.06%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                    | Nokia Oyj                                                                                                | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    225000 | PA      | $240942.38    | 0.11%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                      | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $244308.38    | 0.11%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                | Nordstrom Inc                                                                                            | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    339000 | PA      | $253597.15    | 0.11%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                       | Northwoods Capital 25 Ltd                                                                                | CUSIP: 668468AQ4<br>LEI: 254900UXEMW3RG9T8D39 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749974.50    | 0.33%             | 2034-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                       | Northwoods Capital 27 Ltd                                                                                | CUSIP: 66860XAU1<br>LEI: 254900WP3D5TE62YH237 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $571850.79    | 0.25%             | 2034-10-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I Inc                                          | Nourish Buyer I Inc 2025 Term Loan B                                                                     | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    300000 | PA      | $302064.00    | 0.13%             | 2032-07-09      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                                    | OID-OL Intermediate I LLC Term Loan 1                                                                    | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    543000 | PA      | $558836.60    | 0.25%             | 2029-02-01      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                                    | OID-OL Intermediate I LLC Term Loan 2                                                                    | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64810 | PA      | $54339.23     | 0.02%             | 2029-02-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                  | OCP CLO Ltd                                                                                              | CUSIP: 671026AQ5<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |    585000 | PA      | $584980.70    | 0.26%             | 2037-01-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                       | NYC Trust 2025-77C                                                                                       | CUSIP: 67123LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130959.60    | 0.06%             | 2036-01-10      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                            | Chord Energy Corp                                                                                        | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310235.10    | 0.14%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                            | Chord Energy Corp                                                                                        | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92115.93     | 0.04%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     74000 | PA      | $78863.68     | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372341.52    | 0.16%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                     | Oceanview Mortgage Trust 2025-INV4                                                                       | CUSIP: 67647DDY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99914 | PA      | $99254.57     | 0.04%             | 2055-12-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                            | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100494.16    | 0.04%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                         | Olympus Water US Holding Corporation 2024 EUR Term Loan B                                                | CUSIP: 68163YAH8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    210000 | PA      | $249954.64    | 0.11%             | 2031-06-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                     | 1011778 BC ULC / New Red Finance Inc                                                                     | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    465000 | PA      | $442867.93    | 0.19%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94477.29     | 0.04%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156290.00    | 0.07%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                         | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    187000 | PA      | $152205.29    | 0.07%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                     | Outfront Media Capital LLC / Outfront Media Capital Corp                                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $122994.61    | 0.05%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                  | Ovintiv Inc                                                                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      4824 | NS      | $189052.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                | Owens Corning                                                                                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1370 | NS      | $153316.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Corp                                        | Blue Owl Capital Corp                                                                                    | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Short            | EC               | CORP              | US        |     -4007 | NS      | $-49807.01    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PMHC II Inc                                                  | PMHC II Inc 2022 Term Loan B                                                                             | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1128845 | PA      | $885014.10    | 0.39%             | 2029-04-23      | Floating      | 8.33%                 | No            |                  3 | On Loan: No      |
| VIBRANTZ TECH INC                                            | Vibrantz Technologies Inc                                                                                | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    564000 | PA      | $320916.00    | 0.14%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                        | PRPM 2025-RCF4 LLC                                                                                       | CUSIP: 69382WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96086.30     | 0.04%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                        | PRPM 2025-RCF5 LLC                                                                                       | CUSIP: 69384AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95332.40     | 0.04%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                       | Park Avenue Institutional Advisers CLO Ltd 2021-2                                                        | CUSIP: 70018QAL9<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325000.00    | 0.14%             | 2034-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                       | Park Avenue Institutional Advisers CLO Ltd 2021-2                                                        | CUSIP: 70018QAN5<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |    405000 | PA      | $405000.00    | 0.18%             | 2034-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                       | Park Avenue Institutional Advisers CLO Ltd 2021-2                                                        | CUSIP: 70018QAQ8<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |    405000 | PA      | $405000.00    | 0.18%             | 2034-07-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| PARTHENON SPV ISSUER 2025 1                                  | PARTHENON SPV ISSUER 2025 1                                                                              | CUSIP: 70214QAB3<br>LEI: 254900OFFGYPA9G37S37 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350000.00    | 0.15%             | 2032-12-22      | Variable      | 8.77%                 | No            |                  3 | On Loan: No      |
| PENN ENTERTAINMENT INC                                       | Penn Entertainment Inc                                                                                   | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $263027.37    | 0.12%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                          | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    144000 | PA      | $148856.69    | 0.07%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                     | Performance Food Group Inc                                                                               | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175254.36    | 0.08%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                     | Permian Resources Operating LLC                                                                          | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    408000 | PA      | $418512.53    | 0.18%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                            | Post Holdings Inc                                                                                        | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146449.99    | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                            | Post Holdings Inc                                                                                        | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    268000 | PA      | $268362.20    | 0.12%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prism Bidco Inc                                              | Prism Bidco Inc 2025 Term Loan                                                                           | CUSIP: 74277YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    553000 | PA      | $535373.13    | 0.24%             | 2032-10-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                 | Cloudera Inc 2021 Term Loan                                                                              | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    382167 | PA      | $367178.39    | 0.16%             | 2028-10-08      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                 | Cloudera Inc 2021 Second Lien Term Loan                                                                  | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    176420 | PA      | $154634.32    | 0.07%             | 2029-10-08      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Public Storage                                               | Public Storage                                                                                           | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               |  | US        |       -80 | NS      | $-20760.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Industrial Development Co                        | PUERTO RICO CMWLTH INDL DEV COMPANY GEN PURPOSE REVENUES                                                 | CUSIP: 745211LM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $86062.80     | 0.04%             | 2054-01-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                         | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                     | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    800000 | PA      | $534000.00    | 0.23%             | 2032-07-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                      | QVC Inc                                                                                                  | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    120000 | PA      | $49200.00     | 0.02%             | 2043-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                      | QVC Inc                                                                                                  | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    112000 | PA      | $46480.00     | 0.02%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                      | QVC Inc                                                                                                  | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    211000 | PA      | $91257.50     | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                        | Qnity Electronics Inc                                                                                    | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102618.60    | 0.05%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                      | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                  | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $230091.62    | 0.10%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                     | Regatta XVI Funding Ltd                                                                                  | CUSIP: 75888TAS4<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    780000 | PA      | $780264.42    | 0.34%             | 2033-01-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Resideo Technologies Inc                                     | Resideo Technologies Inc                                                                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      3555 | NS      | $124851.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                              | RingCentral Inc                                                                                          | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169613.40    | 0.07%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                               | Rocket Cos Inc                                                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $487945.69    | 0.21%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                              | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    295000 | PA      | $303096.65    | 0.13%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                       | SPDR S&P 500 ETF Trust                                                                                   | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |      -157 | NS      | $-107061.44   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P Oil & Gas Exploration & Production ETF | State Street SPDR S&P Oil & Gas Exploration & Production ETF                                             | CUSIP: 78468R556<br>LEI: 5493001H1FSSB667C124 | Short            | EC               | RF                | US        |      -782 | NS      | $-98735.32    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                    | Santander Mortgage Asset Receivable Trust 2025-NQM4                                                      | CUSIP: 80263BAF6<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $482868.86    | 0.21%             | 2065-07-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                        | Scripps Escrow II Inc                                                                                    | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $97534.71     | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                         | Seadrill Finance Ltd                                                                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    149000 | PA      | $154953.15    | 0.07%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                            | Seagate Data Storage Technology Pte Ltd                                                                  | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    180000 | PA      | $176387.87    | 0.08%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                     | SeaWorld Parks & Entertainment Inc                                                                       | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    662000 | PA      | $643884.04    | 0.28%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Parks & Resorts Inc                                   | United Parks & Resorts Inc                                                                               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      6356 | NS      | $230722.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Financial Select Sector SPDR ETF                | State Street Financial Select Sector SPDR ETF                                                            | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Short            | EC               | RF                | US        |     -1529 | NS      | $-83743.33    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Signal Parent Inc                                            | Signal Parent Inc Term Loan B                                                                            | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79792 | PA      | $57581.66     | 0.03%             | 2028-04-03      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                     | Sinclair Television Group Inc                                                                            | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111754.01    | 0.05%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                          | Sirius XM Radio LLC                                                                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174977.38    | 0.08%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT Inc                              | Smartstop Self Storage REIT Inc                                                                          | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               |  | US        |      2166 | NS      | $67016.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                             | SMB Private Education Loan Trust 2024-D                                                                  | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156676 | PA      | $155639.39    | 0.07%             | 2053-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Solaris US Bidco LLC                                         | Solaris US Bidco LLC Term Loan B                                                                         | CUSIP: 83419KAC0<br>LEI: 2549003TDWENUCVBGQ49 | Long             | LON              | CORP              | US        |    336921 | PA      | $331867.16    | 0.15%             | 2030-11-29      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                              | Solstice Advanced Materials Inc                                                                          | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      2525 | NS      | $122664.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Inpatient Physicians                                   | Sound Inpatient Physicians 2024 Tranche B Term Loan (Second Out)                                         | CUSIP: 83607JAE1<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |    329135 | PA      | $322415.81    | 0.14%             | 2028-06-28      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                          | Sprint Capital Corp                                                                                      | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    962000 | PA      | $1032350.12   | 0.45%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                     | Standard Building Solutions Inc                                                                          | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107070.70    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                     | Standard Building Solutions Inc                                                                          | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    208000 | PA      | $212479.68    | 0.09%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Summit Behavioral Healthcare LLC                             | Summit Behavioral Healthcare LLC 2025 FLFO Term Loan                                                     | CUSIP: 86602KAH9<br>LEI: 254900QVBD0VL3INID05 | Long             | LON              | CORP              | US        |   1276698 | PA      | $1313932.91   | 0.58%             | 2029-12-31      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Summit Behavioral Healthcare LLC                             | Summit Behavioral Healthcare LLC 2025 FLSO Term Loan                                                     | CUSIP: 86602KAJ5<br>LEI: 254900QVBD0VL3INID05 | Long             | LON              | CORP              | US        |    300810 | PA      | $261704.60    | 0.11%             | 2029-12-31      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174694.45    | 0.08%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                               | Telesat Canada Term Loan B5                                                                              | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223000 | PA      | $176368.47    | 0.08%             | 2026-12-07      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                    | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616375.52    | 0.27%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                    | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78144.88     | 0.03%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                    | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61397.60     | 0.03%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                    | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72835.63     | 0.03%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                      | Teva Pharmaceutical Finance Netherlands III BV                                                           | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1195000 | PA      | $1181205.04   | 0.52%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                     | Cloud Software Group Inc 2025 Term Loan B (2032)                                                         | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    187583 | PA      | $188038.11    | 0.08%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                                | TIM SA/Brazil                                                                                            | CUSIP: 88706T108<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |      3379 | NS      | $65721.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Asset Trust 2018-SL1                              | Towd Point Asset Trust 2018-SL1                                                                          | CUSIP: 89174UAH9<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $525684.25    | 0.23%             | 2046-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust                                       | Towd Point Asset Trust 2021-SL1                                                                          | CUSIP: 89179XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1014643.23   | 0.45%             | 2061-11-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    470000 | PA      | $488996.93    | 0.21%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                            | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153520.50    | 0.07%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                | TransDigm Inc 2023 Term Loan J                                                                           | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     68652 | PA      | $68986.88     | 0.03%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                | TransDigm Inc 2024 Term Loan L                                                                           | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    110441 | PA      | $111007.91    | 0.05%             | 2032-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                | TransDigm Inc 2025 Term Loan M                                                                           | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    284288 | PA      | $285792.80    | 0.13%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                             | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    239000 | PA      | $249611.84    | 0.11%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                          | Travel + Leisure Co                                                                                      | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132971.55    | 0.06%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                      | X Corp Term Loan                                                                                         | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147620 | PA      | $145352.84    | 0.06%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                      | X Corp 2025 Fixed Term Loan                                                                              | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1114339 | PA      | $1112544.91   | 0.49%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bonds                                                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     89000 | PA      | $87456.41     | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bonds                                                                                      | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71000 | PA      | $71687.81     | 0.03%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                                                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -48000 | PA      | $-49845.00    | -0.02%            | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                                                                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -454000 | PA      | $-459941.02   | -0.20%            | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                                                                      | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1087000 | PA      | $-1091967.93  | -0.48%            | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                                                                      | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -3476000 | PA      | $-3495009.38  | -1.53%            | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                                                                      | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -77000 | PA      | $-78004.61    | -0.03%            | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                | Urban One Inc                                                                                            | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     19000 | PA      | $9500.00      | 0.00%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  3 | On Loan: No      |
| VOC ESCROW LTD                                               | VOC Escrow Ltd                                                                                           | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    245000 | PA      | $244990.69    | 0.11%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie B                                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    375000 | PA      | $288181.99    | 0.13%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                                                       | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34576.03     | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                                                       | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     78000 | PA      | $85406.37     | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                                                       | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    239000 | PA      | $244805.39    | 0.11%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                                                       | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332079.36    | 0.15%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                     | Venture Global Calcasieu Pass LLC                                                                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     89000 | PA      | $80987.59     | 0.04%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                     | Venture Global Calcasieu Pass LLC                                                                        | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79739.30     | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                         | Veritiv Operating Co                                                                                     | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    205000 | PA      | $220418.67    | 0.10%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust 2024-7                                                                        | CUSIP: 924925AG5<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $382908.18    | 0.17%             | 2069-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust 2025-8                                                                        | CUSIP: 924930AJ9<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $743256.00    | 0.33%             | 2070-09-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust 2025-7                                                                        | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $752553.23    | 0.33%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                      | Versant Media Group Inc                                                                                  | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150626.64    | 0.07%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust 2024-8                                                                        | CUSIP: 92540PAF5<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100040.91    | 0.04%             | 2069-10-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust 2025-5                                                                        | CUSIP: 92540XAE1<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $466511.02    | 0.20%             | 2070-06-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                  | Viatris Inc                                                                                              | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     72000 | PA      | $55270.33     | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                  | Viatris Inc                                                                                              | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $183139.84    | 0.08%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                                                       | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    773000 | PA      | $827759.32    | 0.36%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                                                       | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    191000 | PA      | $193953.43    | 0.09%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cerba Healthcare SAS                                         | Cerba Healthcare SAS 2021 EUR Term Loan B                                                                | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |    195000 | PA      | $170232.18    | 0.07%             | 2028-06-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| SPN NEW UN PE                                                | SPN NEW UN PE                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11827 | NS      | $973835.18    | 0.43%             |  |  |  | No            |                  3 | On Loan: No      |
| Houghton Mifflin Harcourt Publishing Company                 | Houghton Mifflin Harcourt Publishing Company 2022 2nd Lien Term Loan                                     | CUSIP: 41154UAB7<br>LEI: 549300DDRF1LRKBXUN11 | Long             | LON              | CORP              | US        |      4334 | PA      | $3142.15      | 0.00%             | 2030-04-08      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| MALLINCKRODT PVE                                             | MALLINCKRODT PVE                                                                                         | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | US        |     11231 | NS      | $1004612.95   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Shutterfly Inc                                               | Shutterfly Inc 2023 2nd Lien PIK Term Loan                                                               | CUSIP: 000000000<br>LEI: 549300I1C8WJQ5FZE154 | Long             | LON              | CORP              | US        |    175976 | PA      | $168433.66    | 0.07%             | 2027-10-01      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| GARC FF 1 SPV S.R.L.                                         | GARC FF 1 SPV S.R.L.                                                                                     | CUSIP: 000000000<br>LEI: 815600FD175837517F98 | Long             | DBT              | CORP              | IT        |   4800000 | PA      | $4800000.00   | 2.11%             | 2031-05-09      | Variable      | 7.69%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  26639922 | NS      | $26639922.41  | 11.69%            |  |  |  | No            |                  3 | On Loan: No      |
| Whitebox CLO I Ltd                                           | Whitebox Clo I Ltd                                                                                       | CUSIP: 96467FBS8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    415000 | PA      | $415000.00    | 0.18%             | 2037-01-24      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                           | Whitebox Clo I Ltd                                                                                       | CUSIP: 96467FBU3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    415000 | PA      | $415000.00    | 0.18%             | 2037-01-24      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                     | Wildfire Intermediate Holdings LLC                                                                       | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    423000 | PA      | $426985.93    | 0.19%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                      | XPO Inc                                                                                                  | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126214.56    | 0.06%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                                      | X.AI LLC / X.AI Co Issuer Corp                                                                           | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607000 | PA      | $646125.20    | 0.28%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| X.AI Corp                                                    | XAI Corp Fixed Term Loan                                                                                 | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    622020 | PA      | $655130.12    | 0.29%             | 2030-06-28      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                              | Yum! Brands Inc                                                                                          | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    244000 | PA      | $230809.75    | 0.10%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                      | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                                          | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169865.73    | 0.07%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FINANCE IR 07/28                                             | FINANCE IR 07/28                                                                                         | CUSIP: 000000000<br>LEI: 894500TXYJQODS3QTP91 | Long             | ABS-O            | CORP              | IE        |   1127634 | PA      | $1330297.47   | 0.58%             | 2028-07-14      | Floating      | 8.02%                 | No            |                  3 | On Loan: No      |
| FINANCE IR 07/28                                             | FINANCE IR 07/28                                                                                         | CUSIP: 000000000<br>LEI: 894500TXYJQODS3QTP91 | Long             | ABS-O            | CORP              | IE        |   1541496 | PA      | $0.00         | 0.00%             | 2028-07-14      | Fixed         | 1.50%                 | No            |                  3 | On Loan: No      |
| BOOTS PREF CONVERT                                           | BOOTS PREF CONVERT                                                                                       | CUSIP: 000000000<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | JE        |   8439909 | PA      | $9528657.26   | 4.18%             | 2033-01-29      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| PAR HEALTH, INC. PVE                                         | PAR HEALTH, INC. PVE                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18159 | NS      | $173267.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VCI COMPUTE I LLC PVE                                        | VCI COMPUTE I LLC PVE                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    305228 | NS      | $305228.00    | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| PREMIER PVE PVE                                              | PREMIER PVE PVE                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123432 | NS      | $125900.64    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Long: 10076576  CDS USD R F  1.00000 FIX CORPORATE / Short: 10076576  CDS USD P V 03MEVENT FLO CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    455000 | OU      | $-1169.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915  TRS USD R E RE / Short: 10076915  TRS USD P V 00MOBFR PV OBFR+54BPS                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      4606 | OU      | $-143.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915A TRS USD R E RE / Short: 10076915A TRS USD P V 00MOBFR PF OBFR+54BPS                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      3934 | OU      | $-125.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915B TRS USD R E RE / Short: 10076915B TRS USD P V 00MOBFR PV OBFR01 +54BPS                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       266 | OU      | $-8.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915C TRS USD R E RE / Short: 10076915C TRS USD P V 00MOBFR0 PV OBFR+54BPS                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       948 | OU      | $-30.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915D TRS USD R E RE / Short: 10076915D TRS USD P V 00MOBFR PV OBFR+54BPS                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       258 | OU      | $-8.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915E TRS USD R E RE / Short: 10076915E TRS USD P V 00MOBFR PV OBFR+54BPS                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      6161 | OU      | $-246.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915F TRS USD R E RE / Short: 10076915F TRS USD P V 00MOBFR PV OBFR+54BPS                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      8554 | OU      | $-304.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915G TRS USD R E RE / Short: 10076915G TRS USD P V 00MOBFR0 PV OBFR+54BPS                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      2436 | OU      | $-44.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10076915M TRS USD R E RE / Short: 10076915M TRS USD P V 00MOBFR PV OBFR +54BPS                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     46895 | OU      | $5118.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Long: 10077405  TRS USD R V 00MOBFR PV OBFR+155BPS / Short: 10077405  TRS USD P E RE US4642872000        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    625925 | OU      | $2629.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Long: 10077403  TRS USD R V 00MOBFR PV OBFR+155BPS / Short: 10077403  TRS USD P E RE US4642872000        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    507619 | OU      | $2132.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                           | Vodafone Group PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    160632 | NS      | $214098.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW WORLD CHINA LAND LTD                                     | New World China Land Ltd                                                                                 | CUSIP: 000000000<br>LEI: 549300X7767HIID3YE28 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $179500.00    | 0.08%             | 2027-01-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Euro Funding                                    | Madison Park Euro Funding VII DAC                                                                        | CUSIP: 000000000<br>LEI: 635400IO9TSS5V8VQS23 | Long             | ABS-CBDO         | CORP              | IE        |    480000 | PA      | $561760.07    | 0.25%             | 2031-05-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                      | MPT Operating Partnership LP / MPT Finance Corp                                                          | CUSIP: 55342UAL8<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $229480.49    | 0.10%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding                                    | Madison Park Euro Funding XIII DAC                                                                       | CUSIP: 000000000<br>LEI: 635400DWZPBUYDTIFB95 | Long             | ABS-CBDO         | CORP              | IE        |    355000 | PA      | $417196.00    | 0.18%             | 2032-01-15      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                               | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    305827 | PA      | $234395.13    | 0.10%             | 2037-09-01      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                            | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    535000 | PA      | $582363.01    | 0.26%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                      | MPT Operating Partnership LP / MPT Finance Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    265000 | PA      | $296529.28    | 0.13%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                      | Consolidated Energy Finance SA                                                                           | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $80031.12     | 0.04%             | 2028-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $284692.54    | 0.12%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $581009.80    | 0.26%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    110000 | PA      | $134604.47    | 0.06%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ADLER PELZER HLDG GMBH                                       | Adler Pelzer Holding GmbH                                                                                | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |    340000 | PA      | $376840.57    | 0.17%             | 2027-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                                        | Thames Water Utilities Finance PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97909.73     | 0.04%             | 2033-04-30      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                   | Grifols SA                                                                                               | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $369824.86    | 0.16%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                                        | Alexandrite Monnet UK Holdco PLC                                                                         | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |    995000 | PA      | $1259946.60   | 0.55%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                             | Deutsche Bank AG                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $509660.73    | 0.22%             | 2029-10-30      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                     | Nidda Healthcare Holding GmbH                                                                            | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121780.10    | 0.05%             | 2030-02-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                      | Turkiye Government Bond                                                                                  | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   5325000 | PA      | $124714.82    | 0.05%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                     | Nidda Healthcare Holding GmbH                                                                            | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $192732.80    | 0.08%             | 2030-02-21      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                             | Deutsche Bank AG                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $252792.57    | 0.11%             | 2031-10-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                   | Grifols SA                                                                                               | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    135000 | PA      | $166338.69    | 0.07%             | 2030-05-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                      | Turkiye Government Bond                                                                                  | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4920000 | PA      | $112502.50    | 0.05%             | 2027-02-10      | Fixed         | 32.60%                | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC                       | CVC Cordatus Opportunity Loan Fund-R DAC                                                                 | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |    510000 | PA      | $600786.84    | 0.26%             | 2033-08-15      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC               | Palmer Square European Loan Funding 2024-1 DAC                                                           | CUSIP: 000000000<br>LEI: 254900S9D49Z2X16W073 | Long             | ABS-CBDO         | CORP              | IE        |    675000 | PA      | $795404.18    | 0.35%             | 2033-08-15      | Floating      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC               | Palmer Square European Loan Funding 2025-2 DAC                                                           | CUSIP: 000000000<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-CBDO         | CORP              | IE        |    505000 | PA      | $594471.26    | 0.26%             | 2035-02-15      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| JERROLD FINCO PLC                                            | Jerrold Finco PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $185543.64    | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                 | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109970.51    | 0.05%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                          | SoftBank Group Corp                                                                                      | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $228093.75    | 0.10%             | 2032-07-10      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Toro European CLO                                            | Toro European CLO 7 DAC                                                                                  | CUSIP: 000000000<br>LEI: 635400B4VLIGNRNR9O61 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $293969.23    | 0.13%             | 2034-02-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                              | Contego CLO III BV                                                                                       | CUSIP: 000000000<br>LEI: 724500XA96HF0GU8WL83 | Long             | ABS-CBDO         | CORP              | NL        |    505000 | PA      | $594419.03    | 0.26%             | 2038-04-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                              | Contego CLO III BV                                                                                       | CUSIP: 000000000<br>LEI: 724500XA96HF0GU8WL83 | Long             | ABS-CBDO         | CORP              | NL        |    505000 | PA      | $591618.41    | 0.26%             | 2038-04-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                                | Luna 1.5 Sarl                                                                                            | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122135.01    | 0.05%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | BARCLAYS BANK PLC                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   1390000 | PA      | $1390000.00   | 0.61%             | 2033-08-31      | Floating      | 11.71%                | No            |                  3 | On Loan: No      |
| BOOTS PREF                                                   | BOOTS PREF                                                                                               | CUSIP: 000000000<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | JE        |     25422 | NS      | $387939.72    | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| BOOTS PREF                                                   | BOOTS PREF                                                                                               | CUSIP: 000000000<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | JE        |     40675 | NS      | $1008740.00   | 0.44%             |  |  |  | No            |                  3 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                            | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116318.94    | 0.05%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                                 | Providus CLO V DAC                                                                                       | CUSIP: 000000000<br>LEI: 6354008C72YCMAEWD258 | Long             | ABS-CBDO         | CORP              | IE        |    450000 | PA      | $528840.00    | 0.23%             | 2039-11-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK BANK FUR ARBEIT UND                                | BAWAG PSK BANK FUR ARBEIT UND                                                                            | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | ABS-O            | CORP              | AT        |    285000 | PA      | $335149.70    | 0.15%             | 2035-11-05      | Floating      | 7.92%                 | No            |                  3 | On Loan: No      |
| Braccan Mortgage Funding                                     | Braccan Mortgage Funding 2025-2 PLC                                                                      | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $134812.30    | 0.06%             | 2068-01-17      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| CS TREASURY MGMT SERVICE                                     | CS Treasury Management Services P Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900MLBK4TUEESYL96 | Long             | DBT              | CORP              | VG        |    111000 | PA      | $106143.75    | 0.05%             | 2026-06-05      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Nightingale Securities Ltd                                   | Nightingale 2025-4 Ltd                                                                                   | CUSIP: 000000000<br>LEI: 213800TCGGOFOSQFPK06 | Long             | ABS-O            | CORP              | JE        |   3225000 | PA      | $4347140.39   | 1.91%             | 2035-01-31      | Floating      | 11.03%                | Yes           |                  3 | On Loan: No      |
| Chicago Board of Trade                                       | US 10YR ULTRA FUT MAR26                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $-762.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                                        | Thames Water Utilities Finance PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $48417.71     | 0.02%             | 2039-09-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie B                                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    137000 | PA      | $109860.84    | 0.05%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AI Silk Midco Limited                                        | AI Silk Midco Limited EUR Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 2549000T8VLBGUZY6O80 | Long             | LON              | CORP              | GG        |    335000 | PA      | $383174.52    | 0.17%             | 2031-03-04      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Tricentis Operations Holdings Inc                            | Tricentis Operations Holdings Inc Revolver                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    535754 | PA      | $536986.51    | 0.24%             | 2032-02-11      | Floating      | 0.49%                 | No            |                  3 | On Loan: No      |
| Tricentis Operations Holdings Inc                            | Tricentis Operations Holdings Inc Delayed Draw Term Loan                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    857207 | PA      | $858321.22    | 0.38%             | 2032-02-11      | Floating      | 0.49%                 | No            |                  3 | On Loan: No      |
| Tricentis Operations Holdings Inc                            | Tricentis Operations Holdings Inc PIK Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4447039 | PA      | $4452820.02   | 1.95%             | 2032-02-11      | Floating      | 5.68%                 | No            |                  3 | On Loan: No      |
| MSGN HOLDINGS LP                                             | MSGN Holdings LP Term Loan                                                                               | CUSIP: 000000000<br>LEI: 54930058MZR87X6O6D52 | Long             | LON              | CORP              | US        |     92510 | PA      | $87884.37     | 0.04%             | 2030-10-11      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| Constellation Automotive Limited                             | Constellation Automotive Limited 2025 GBP Term Loan B1                                                   | CUSIP: 000000000<br>LEI: 213800XQDK86MM9NB619 | Long             | LON              | CORP              | GB        |   4200000 | PA      | $5663090.55   | 2.49%             | 2031-03-21      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| Constellation Automotive Limited                             | Constellation Automotive Limited 2025 EUR Term Loan B                                                    | CUSIP: 000000000<br>LEI: 213800XQDK86MM9NB619 | Long             | LON              | CORP              | GB        |   1670000 | PA      | $1966901.67   | 0.86%             | 2031-04-03      | Floating      | 8.37%                 | No            |                  3 | On Loan: No      |
| Boots Group Bidco Ltd                                        | Boots Group Bidco Ltd GBP Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    505000 | PA      | $689118.44    | 0.30%             | 2032-08-30      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Evraz Inc NA Canada                                          | Evraz Inc NA Canada Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1561000 | PA      | $1531341.00   | 0.67%             | 2031-07-31      | Floating      | 10.84%                | No            |                  3 | On Loan: No      |
| IRON OAK ENERGY SOLUTIONS LLC                                | Iron Oak Energy Solutions LLC Additional Facility                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2207320 | PA      | $2145515.04   | 0.94%             | 2030-08-08      | Floating      | 9.74%                 | No            |                  3 | On Loan: No      |
| 1578 Lex JV LLC                                              | 1578 Lex JV LLC PIK Fixed Delayed Draw Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1347312 | PA      | $1336129.41   | 0.59%             | 2029-01-31      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| CP Iris HoldCo I Inc                                         | CP Iris HoldCo I Inc 2025 Delayed Draw Term Loan                                                         | CUSIP: 000000000<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |     21429 | PA      | $21348.21     | 0.01%             | 2032-10-27      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| CP Iris HoldCo I Inc                                         | CP Iris HoldCo I Inc 2025 Term Loan                                                                      | CUSIP: 000000000<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    173571 | PA      | $172920.54    | 0.08%             | 2032-10-27      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| CAB FINANCE SARL                                             | CAB Finance Sarl EUR Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3357042 | PA      | $3842621.21   | 1.69%             | 2032-04-09      | Floating      | 12.22%                | No            |                  3 | On Loan: No      |
| CP Iris HoldCo I, Inc.                                       | CP Iris HoldCo I Inc 2025 2nd Lien Term Loan                                                             | CUSIP: 000000000<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |   1455000 | PA      | $1451362.50   | 0.64%             | 2033-10-27      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                      | VERSANT MEDIA GROUP INC TERM LOAN B                                                                      | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    235000 | PA      | $235367.78    | 0.10%             | 2030-10-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| PURFLUX HOLDING SA RL                                        | Purflux Holding Sa rl EUR Term Loan                                                                      | CUSIP: 000000000<br>LEI: 9845001FEBCDF88V2C10 | Long             | LON              | CORP              | LU        |   3535000 | PA      | $4053381.70   | 1.78%             | 2030-10-31      | Floating      | 8.51%                 | No            |                  3 | On Loan: No      |
| VCI ASSET HOLDINGS 1 LLC                                     | VCI Asset Holdings 1 LLC Fixed Term Loan                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3815000 | PA      | $3777994.50   | 1.66%             | 2030-11-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| PREMIUM PARENT LLC                                           | Premium Parent LLC Term Loan                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5524744 | PA      | $5469496.13   | 2.40%             | 2032-11-25      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| PREMIUM PARENT LLC                                           | Premium Parent LLC Revolver                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    823256 | PA      | $815023.87    | 0.36%             | 2032-11-25      | Floating      | 10.24%                | No            |                  3 | On Loan: No      |
| FIESTA DEL NORTE FUNDCO GT LLC                               | FIESTA DEL NORTE FUNDCO GT LLC FIXED TERM LOAN                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    557395 | PA      | $557395.00    | 0.24%             | 2030-12-09      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| JENNMAR INTER III LLC                                        | JENNMAR INTER III LLC TERM LOAN B                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2100000 | PA      | $2089500.00   | 0.92%             | 2030-12-16      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                  | PMHC II INC 2022 TERM LOAN B NO CO OP                                                                    | CUSIP: 000000000<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     99975 | PA      | $78380.56     | 0.03%             | 2029-04-23      | Floating      | 8.33%                 | No            |                  3 | On Loan: No      |
| 470 KENT AVE MEZZ II LLC                                     | 470 KENT AVE MEZZ II LLC DELAYED DRAW TERM LOAN                                                          | CUSIP: 000000000<br>LEI: 2549008ERZVMABXAH428 | Long             | LON              | CORP              | US        |   1517000 | PA      | $1502133.40   | 0.66%             | 2029-06-15      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                    | SONARSOURCE FINANCING LLC TERM LOAN                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    331000 | PA      | $327690.00    | 0.14%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| KP PR VENTURE PARTNERS LLC                                   | KP PR VENTURE PARTNERS LLC FIXED TERM LOAN                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1512000 | PA      | $1493251.20   | 0.66%             | 2030-03-31      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| SUS INTERMEDIATE COMPANY AB                                  | SUS INTERMEDIATE COMPANY AB TERM LOAN B2                                                                 | CUSIP: 000000000<br>LEI: 9845004BBA9D01A61093 | Long             | LON              | CORP              | SE        |   1010000 | PA      | $999900.00    | 0.44%             | 2031-12-18      | Floating      | 8.95%                 | No            |                  3 | On Loan: No      |
| SUS INTERMEDIATE COMPANY AB                                  | SUS INTERMEDIATE COMPANY AB EUR TERM LOAN B1                                                             | CUSIP: 000000000<br>LEI: 9845004BBA9D01A61093 | Long             | LON              | CORP              | SE        |   2045000 | PA      | $2379251.14   | 1.04%             | 2031-12-18      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| SUS INTERMEDIATE COMPANY AB                                  | SUS INTERMEDIATE COMPANY AB EUR REVOLVER                                                                 | CUSIP: 000000000<br>LEI: 9845004BBA9D01A61093 | Long             | LON              | CORP              | SE        |    450000 | PA      | $523551.60    | 0.23%             | 2031-06-18      | Floating      | 0.49%                 | No            |                  3 | On Loan: No      |
| SUS INTERMEDIATE COMPANY AB                                  | SUS INTERMEDIATE COMPANY AB EUR ACQUISITION CAPEX FACILITY                                               | CUSIP: 000000000<br>LEI: 9845004BBA9D01A61093 | Long             | LON              | CORP              | SE        |    900000 | PA      | $1052391.59   | 0.46%             | 2031-12-18      | Floating      | 0.49%                 | No            |                  3 | On Loan: No      |
| SAGE INTRACOASTAL RESIDENCES                                 | SAGE INTRACOASTAL RESIDENCES DELAYED DRAW TERM LOAN                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    666000 | PA      | $657142.20    | 0.29%             | 2028-11-18      | Floating      | 9.35%                 | No            |                  3 | On Loan: No      |
| HOT TOPIC INC                                                | HOT TOPIC INC TERM LOAN                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3250000 | PA      | $3185000.00   | 1.40%             | 2030-12-31      | Floating      | 10.42%                | No            |                  3 | On Loan: No      |
| Prosus NV                                                    | Prosus NV                                                                                                | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       947 | NS      | $58817.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                             | ABN AMRO Bank NV                                                                                         | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      4029 | NS      | $141052.10    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| BAWAG Group AG                                               | BAWAG Group AG                                                                                           | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      1132 | NS      | $171612.10    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Bausch & Lomb Corporation                                    | Bausch & Lomb Corporation 2025 Term Loan B                                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    473200 | PA      | $478760.10    | 0.21%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                  | Bausch Health Companies Inc 2025 Term Loan B                                                             | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |   1973691 | PA      | $1932746.76   | 0.85%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                             | Delivery Hero SE 2024 USD Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    203962 | PA      | $205067.49    | 0.09%             | 2029-12-12      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| SCUR-Alpha 1503 GmbH                                         | SCUR-Alpha 1503 GmbH USD Term Loan B1                                                                    | CUSIP: 000000000<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    462678 | PA      | $432273.04    | 0.19%             | 2030-03-29      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Rohm Holding GmbH                                            | Rohm Holding GmbH 2024 USD PIK Term Loan B                                                               | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |    106103 | PA      | $99515.76     | 0.04%             | 2029-01-31      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Cineworld Group PLC                                          | Cineworld Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800J2J3TOOI176M73 | Long             | EC               | CORP              | GB        |     20483 | NS      | $395024.90    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior PLC                                                 | Indivior PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |      2908 | NS      | $104339.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                     | Jazz Pharmaceuticals PLC                                                                                 | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      1212 | NS      | $206040.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                           | Norwegian Cruise Line Holdings Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11033 | NS      | $246256.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Energy Finance SA                               | Consolidated Energy Finance SA 2024 Term Loan B                                                          | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |    527590 | PA      | $432843.05    | 0.19%             | 2030-11-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                   | Elastic NV                                                                                               | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      1707 | NS      | $128776.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-24

**Name of Applicant:** GoldenTree Opportunistic Credit Fund

**Signature:** Wei Zhong

**Name of Signer:** Wei Zhong

**Title:** Chief Financial Officer, Principal Financial Officer and Principal Accounting Officer