# EDGAR Filing Document

**Accession Number:** 0001222922
**File Stem:** 0001410368-26-050767
**Filing Date:** 2026-5
**Character Count:** 772954
**Document Hash:** 0c30e5af8fbc3501d1eab01c58cf437c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-050767.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-050767

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Ltd Duration Income Fund
- **CENTRAL INDEX KEY:** 0001222922

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21323
- **FILM NUMBER:** 261016381

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LTD DURATION INCOME FUND
- **DATE OF NAME CHANGE:** 20050331

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LIMITED DURATION INCOME FUND
- **DATE OF NAME CHANGE:** 20030313

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Eaton Vance Ltd Duration Income Fund

- **b. Investment Company Act file number:** 811-21323

- **c. CIK number of Registrant:** 0001222922

- **d. LEI of Registrant:** NZ7KR43H6Z5W1GY0QX46

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

  - **Street Address 1:** One Post Office Square

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Eaton Vance Ltd Duration Income Fund

- **c. LEI of Series:** NZ7KR43H6Z5W1GY0QX46

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2149262824.47

**Total Liabilities:** $972727624.11

**Net Assets:** $1176535200.36

**Delayed Delivery Securities:** $150206813.36

**Cash Not Reported:** $26621360.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -333.86000000 | **1-Year:** -6148.59000000 | **5-Year:** -34047.77000000 | **10-Year:** -12734.87000000 | **30-Year:** -4332.94000000

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

- **3-Month:** -3703.13000000 | **1-Year:** -98934.48000000 | **5-Year:** -256288.43000000 | **10-Year:** -48905.63000000 | **30-Year:** -6170.49000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.26%                | 0.45%                | -2.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1460546.54             | $-968855.78                                |
| Month 2  | $-156072.55              | $-4130042.06                               |
| Month 3  | $-2650735.48             | $-30648591.30                              |

**Designated Index Information**

- **Index Name:** 33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA B US HY/ 33.34% ICE BofA US MBS

- **Index Identifier:** MLMBHYSNP

### 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        |    442000 | PA      | $404158.17    | 0.03%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AAG US GSI Bidco Inc                               | AAG US GSI Bidco Inc Term Loan B                                                                                             | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |    495000 | PA      | $495000.00    | 0.04%             | 2031-10-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| AAP Buyer Inc                                      | AAP Buyer Inc Term Loan B                                                                                                    | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    469062 | PA      | $470235.16    | 0.04%             | 2031-09-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AAL Delaware Holdco Inc                            | AAL Delaware Holdco Inc 2025 Term Loan                                                                                       | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1458680 | PA      | $1459190.70   | 0.12%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                    | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                    | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    244198 | PA      | $243976.93    | 0.02%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                    | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                                                                  | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    618750 | PA      | $616720.50    | 0.05%             | 2032-02-13      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ACC CLAIMS HLDGS LLC                               | ACC CLAIMS HLDGS LLC MUTUAL FUND                                                                                             | CUSIP: 00084K104<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2257600 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| APFS Staffing Holdings Inc                         | APFS Staffing Holdings Inc 2021 Term Loan                                                                                    | CUSIP: 00117EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    241214 | PA      | $219020.16    | 0.02%             | 2028-12-29      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                     | AGL CLO 19 Ltd                                                                                                               | CUSIP: 001210BA0<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $967117.00    | 0.08%             | 2038-07-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Aimco                                              | Aimco CLO 11 Ltd                                                                                                             | CUSIP: 00140NBC3<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003909.00   | 0.26%             | 2037-07-17      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics Inc                        | AIT Worldwide Logistics Inc 2025 Repriced Term Loan                                                                          | CUSIP: 00145AAE3<br>LEI: 254900VTA1PQ24OMBP16 | Long             | LON              | CORP              | US        |    643500 | PA      | $645510.94    | 0.05%             | 2030-04-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                 | AMN Healthcare Inc                                                                                                           | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1599396.18   | 0.14%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                   | APi Group DE Inc                                                                                                             | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2431471.64   | 0.21%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                   | APi Group DE Inc 2025 Term Loan                                                                                              | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   1247665 | PA      | $1248513.85   | 0.11%             | 2029-01-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                           | Acadia Healthcare Co Inc                                                                                                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    588000 | PA      | $572953.08    | 0.05%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                           | Acadia Healthcare Co Inc                                                                                                     | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    588000 | PA      | $602743.76    | 0.05%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                      | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                      | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    658333 | PA      | $639077.08    | 0.05%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                       | Acrisure LLC 2025 Term Loan B                                                                                                | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1196985 | PA      | $1161823.49   | 0.10%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                        | Acushnet Co                                                                                                                  | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    795000 | PA      | $790835.71    | 0.07%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                      | Adient US LLC 2024 Term Loan B2                                                                                              | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    544513 | PA      | $544384.56    | 0.05%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                         | Azuria Water Solutions Inc 2025 Term Loan B                                                                                  | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    949680 | PA      | $942913.09    | 0.08%             | 2028-05-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                            | Aethon United BR LP / Aethon United Finance Corp                                                                             | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1539236.25   | 0.13%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1006891.61   | 0.09%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                 | Albertsons Cos Inc                                                                                                           | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2335234.71   | 0.20%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                            | Albion Financing 3 SARL 2025 USD Term Loan                                                                                   | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   1776049 | PA      | $1779938.70   | 0.15%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                    | Alera Group Inc 2026 Term Loan B                                                                                             | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1865637 | PA      | $1813370.91   | 0.15%             | 2032-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ATI INC                                            | ATI Inc                                                                                                                      | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320154.11    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                 | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                           | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1208752 | PA      | $1200853.09   | 0.10%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2322658.52   | 0.20%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $815289.83    | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $363783.11    | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $282634.84    | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                   | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                  | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1379329.59   | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1681972.55   | 0.14%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                   | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                  | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $755766.74    | 0.06%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                            | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                 | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    549000 | PA      | $536730.10    | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $263742.18    | 0.02%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7200000 | PA      | $6324468.48   | 0.54%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  47000000 | PA      | $46333556.45  | 3.94%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  55300000 | PA      | $55539778.04  | 4.72%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alltech Inc                                        | Alltech Inc 2025 Term Loan                                                                                                   | CUSIP: 02003DBB9<br>LEI: 549300HV8FN6KMLFMN67 | Long             | LON              | CORP              | US        |    974556 | PA      | $981870.44    | 0.08%             | 2030-08-13      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $2179395.69   | 0.19%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                           | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   1984000 | PA      | $2029695.88   | 0.17%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                               | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2833877.27   | 0.24%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                   | Alpha Holding SA de CV                                                                                                       | CUSIP: 02074AAA2<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    188331 | PA      | $1412.48      | 0.00%             | 2022-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                   | Alpha Holding SA de CV                                                                                                       | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    721189 | PA      | $5408.92      | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                                                                          | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    814000 | PA      | $572471.63    | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                                                                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    611000 | PA      | $428439.86    | 0.04%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                               | Amentum Holdings Inc                                                                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1079267.13   | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                            | American Airlines Inc 2025 Term Loan                                                                                         | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    300000 | PA      | $297750.00    | 0.03%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Consolidated Natural Resources Inc        | American Consolidated Natural Resources Inc 2024 2nd Lien Term Loan                                                          | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408467 | PA      | $411530.45    | 0.03%             | 2029-12-11      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| American Residential Services LLC                  | American Residential Services LLC 2025 Term Loan B                                                                           | CUSIP: 02927HAK4<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |    622484 | PA      | $620149.74    | 0.05%             | 2032-02-02      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                           | AmeriTex HoldCo Intermediate LLC                                                                                             | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989000 | PA      | $1021762.60   | 0.09%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                         | Amneal Pharmaceuticals LLC 2026 Term Loan                                                                                    | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    547250 | PA      | $549759.14    | 0.05%             | 2032-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                           | Amneal Pharmaceuticals LLC                                                                                                   | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    742000 | PA      | $764777.92    | 0.07%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group Inc                                                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2243494.42   | 0.19%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                  | Amspec Parent LLC 2025 Term Loan                                                                                             | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   1191240 | PA      | $1190989.84   | 0.10%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group Inc 2026 Term Loan B                                                                                            | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   4196083 | PA      | $4173046.29   | 0.35%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group LLC                                | Apex Tool Group LLC 2025 Exchanged Term Loan B1                                                                              | CUSIP: 03760SAE2<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-08      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| APEX TOOL GROUP LLC                                | Apex Tool Group LLC 2025 15 Lien Term Loan B                                                                                 | CUSIP: 03760SAG7<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |     69514 | PA      | $30585.96     | 0.00%             | 2031-04-08      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC              | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                                                               | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    840257 | PA      | $837631.51    | 0.07%             | 2030-10-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                               | APLD ComputeCo 2 LLC                                                                                                         | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1062872.84   | 0.09%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                | Applied Systems Inc 2024 1st Lien Term Loan                                                                                  | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   3558327 | PA      | $3494312.82   | 0.30%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                           | Apro LLC 2024 Term Loan B                                                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    591000 | PA      | $593585.63    | 0.05%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                   | Arches Buyer Inc                                                                                                             | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1777119.26   | 0.15%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                           | Archrock Services LP / Archrock Partners Finance Corp                                                                        | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $525128.27    | 0.04%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                         | Arcosa Inc                                                                                                                   | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1072582.00   | 0.09%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                             | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1439000 | PA      | $1318687.22   | 0.11%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                             | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    375000 | PA      | $372081.71    | 0.03%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HERITAGE ENVIRONMENTAL SER INC                     | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                                                              | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |    650000 | PA      | $651625.00    | 0.06%             | 2033-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                    | Ardagh Group SA                                                                                                              | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |   1755000 | PA      | $1841546.07   | 0.16%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                   | Aretec Group Inc 2025 Repriced Term Loan                                                                                     | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    783402 | PA      | $774632.31    | 0.07%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    720000 | PA      | $603720.00    | 0.05%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    800000 | PA      | $578000.00    | 0.05%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    600000 | PA      | $452400.00    | 0.04%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    400000 | PA      | $267200.00    | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     70000 | PA      | $61533.50     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                             | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                      | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |    430733 | PA      | $432347.78    | 0.04%             | 2030-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                             | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |   2011000 | PA      | $2175403.27   | 0.18%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                | Artera Services LLC                                                                                                          | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1315689.48   | 0.11%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                     | Aruba Investments Holdings LLC 2020 EUR Term Loan                                                                            | CUSIP: 04317JAC2<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    950000 | PA      | $985506.79    | 0.08%             | 2027-11-24      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                            | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1093412.77   | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                            | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    512000 | PA      | $495288.52    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                            | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    217000 | PA      | $205695.84    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                | Ascend Learning LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    624195 | PA      | $610774.81    | 0.05%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                           | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $370688.10    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                           | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1019118.27   | 0.09%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                             | Asurion LLC/ Asurion Co-Issuer Inc                                                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2907206.37   | 0.25%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                             | Asurion LLC/ Asurion Co-Issuer Inc                                                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    775000 | PA      | $752968.63    | 0.06%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASTRO ACQUISITION LLC                              | Astro Acquisition LLC 2025 Term Loan B                                                                                       | CUSIP: 04636FAG5<br>LEI: 254900PB0M1U1S6VUM04 | Long             | LON              | CORP              | US        |    648375 | PA      | $652158.27    | 0.06%             | 2032-08-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC 2024 Term Loan B12                                                                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2011216 | PA      | $1993255.51   | 0.17%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC 2026 Term Loan B14                                                                                               | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    981903 | PA      | $950610.09    | 0.08%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                            | Atlantica Sustainable Infrastructure Ltd                                                                                     | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    504000 | PA      | $489858.92    | 0.04%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                 | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1316000 | PA      | $1285972.04   | 0.11%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                        | Autokiniton US Holdings Inc 2024 Term Loan B                                                                                 | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    500358 | PA      | $495229.12    | 0.04%             | 2028-04-06      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                        | Avient Corp                                                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1791657.98   | 0.15%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                        | Avient Corp                                                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    893000 | PA      | $899986.83    | 0.08%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                            | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                         | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $542496.87    | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                         | Avis Budget Car Rental LLC 2025 Term Loan B                                                                                  | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    322562 | PA      | $317724.06    | 0.03%             | 2032-07-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                | Axon Enterprise Inc                                                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    535000 | PA      | $545189.61    | 0.05%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                | Axon Enterprise Inc                                                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418852.31    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings Inc                           | Press Ganey Holdings Inc 2025 Repriced Term Loan B                                                                           | CUSIP: 05477JAE1<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    640287 | PA      | $640046.46    | 0.05%             | 2031-04-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                     | Azorra Finance Ltd                                                                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1194000 | PA      | $1206626.55   | 0.10%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc       | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAL2<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $829411.31    | 0.07%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc       | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAN8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   3505000 | PA      | $3127427.03   | 0.27%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                           | BCPE EMPIRE HOLDINGS INC 2026 10TH AMENDMENT TERM LOAN                                                                       | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    975000 | PA      | $961598.63    | 0.08%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                                                                          | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    706000 | PA      | $516771.88    | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                               | BWX Technologies Inc                                                                                                         | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    948000 | PA      | $922419.55    | 0.08%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                               | BWX Technologies Inc                                                                                                         | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    733000 | PA      | $705215.78    | 0.06%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nvent Electric Public Limited Company              | Nvent Electric Public Limited Company Term Loan B                                                                            | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |   1119375 | PA      | $1120074.61   | 0.10%             | 2032-01-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                           | Boxer Parent Company Inc 2025 EUR Term Loan B                                                                                | CUSIP: 05988HAP2<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    476261 | PA      | $528967.92    | 0.04%             | 2031-07-30      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                           | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    852236 | PA      | $792490.17    | 0.07%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                     | Barings Clo Ltd 2022-IV                                                                                                      | CUSIP: 06763HAU0<br>LEI: 549300NRFNRCBGSJ3239 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1965226.00   | 0.17%             | 2037-10-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                           | Great Outdoors Group LLC 2025 Term Loan B                                                                                    | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2323190 | PA      | $2322318.55   | 0.20%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS MORTGAGE TRUST 2017-C1                                                                                                 | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1646624.98   | 0.14%             | 2050-02-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   7800506 | PA      | $8313329.28   | 0.71%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                | Belfor Holdings Inc 2025 EUR Term Loan B2                                                                                    | CUSIP: 07768YAR3<br>LEI: 894500EVD0KMNJVDKH09 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1152960.59   | 0.10%             | 2030-11-01      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                | Belfor Holdings Inc 2025 USD Term Loan B                                                                                     | CUSIP: 07768YAS1<br>LEI: 894500EVD0KMNJVDKH09 | Long             | LON              | CORP              | US        |    540168 | PA      | $541858.41    | 0.05%             | 2030-11-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                | BellRing Brands Inc                                                                                                          | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2446431.78   | 0.21%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                              | Belron UK Finance PLC                                                                                                        | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   2115000 | PA      | $2129730.98   | 0.18%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XV Ltd                                                                                           | CUSIP: 08179MAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984900.00    | 0.08%             | 2037-07-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XXXII Ltd                                                                                        | CUSIP: 08181GAE8<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1930378.00   | 0.16%             | 2038-10-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XVIII Ltd                                                                                        | CUSIP: 08186QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4403745.00   | 0.37%             | 2038-10-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners Clo XXII Ltd                                                                                         | CUSIP: 08186WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1906404.00   | 0.16%             | 2035-04-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XII-B Ltd                                                                                        | CUSIP: 081917AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1984874.00   | 0.17%             | 2037-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                     | Benin Sukuk SA                                                                                                               | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $185857.19    | 0.02%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                               | Berlin Packaging LLC 2025 Term Loan B7                                                                                       | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   1203576 | PA      | $1163124.27   | 0.10%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                            | Big River Steel LLC / BRS Finance Corp                                                                                       | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1145286.15   | 0.10%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                            | Black Pearl Compute LLC                                                                                                      | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $703142.43    | 0.06%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BlackRock Corporate High Yield Fund Inc            | BlackRock Corporate High Yield Fund Inc                                                                                      | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             | EC               | RF                | US        |   2188579 | NS      | $18646693.08  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO 2016-3 Ltd                                                                                                  | CUSIP: 09628XAE0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1857354.00   | 0.16%             | 2030-11-15      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO 2018-1 Ltd                                                                                                  | CUSIP: 09629UAA3<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $682737.00    | 0.06%             | 2030-07-30      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXIV Ltd                                                                                                    | CUSIP: 09629XAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $865441.00    | 0.07%             | 2034-04-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXVI Ltd                                                                                                    | CUSIP: 09630HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2362570.00   | 0.20%             | 2034-10-20      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXX Ltd                                                                                                     | CUSIP: 09630RAG4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1807508.00   | 0.15%             | 2035-04-15      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXXIV Ltd                                                                                                   | CUSIP: 09631KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $930922.00    | 0.08%             | 2035-04-20      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                                                               | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1197891.00   | 0.10%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1049167.00   | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                                                               | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $737755.32    | 0.06%             | 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        |   1596000 | PA      | $1603644.84   | 0.14%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                      | Brand Industrial Services Inc 2024 Term Loan B                                                                               | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    500000 | PA      | $431665.00    | 0.04%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds              | Brazil Government International Bonds                                                                                        | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $629920.00    | 0.05%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds              | Brazil Government International Bonds                                                                                        | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    900000 | PA      | $859860.00    | 0.07%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds              | Brazil Government International Bonds                                                                                        | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $819120.00    | 0.07%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                           | City Brewing Company LLC 2025 PIK First Out Term Loan                                                                        | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    126135 | PA      | $18920.32     | 0.00%             | 2030-09-30      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                           | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                                                     | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    805000 | PA      | $783419.48    | 0.07%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                           | Broadstreet Partners Inc 2024 Term Loan B4                                                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   1130864 | PA      | $1104927.75   | 0.09%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Brookhaven Park CLO Ltd                            | Brookhaven Park CLO LTD                                                                                                      | CUSIP: 113520AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2934813.00   | 0.25%             | 2037-04-19      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC Term Loan B                                                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    215648 | PA      | $216201.36    | 0.02%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    640165 | PA      | $641966.58    | 0.05%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                           | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1057480.28   | 0.09%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                           | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2302787.30   | 0.20%             | 2032-02-01      | Fixed         | 4.25%                 | 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        |    139000 | PA      | $137175.31    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1698662.96   | 0.14%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1116507.73   | 0.09%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2361387.03   | 0.20%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $478389.22    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1601919.56   | 0.14%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                               | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |   1157173 | PA      | $1158497.99   | 0.10%             | 2031-03-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                    | CCRR Parent Inc Term Loan B                                                                                                  | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                | Churchill Downs Inc                                                                                                          | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1732540.26   | 0.15%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                    | CFCRE Commercial Mortgage Trust 2016-C3                                                                                      | CUSIP: 12531WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2104830 | PA      | $2044195.62   | 0.17%             | 2048-01-10      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                 | CHG PPC Parent LLC 2021 Term Loan                                                                                            | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |    455814 | PA      | $456955.66    | 0.04%             | 2028-12-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                 | CHG PPC Parent LLC 2025 EUR Term Loan B                                                                                      | CUSIP: 12546FAJ1<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2323258.94   | 0.20%             | 2028-12-08      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                  | CI Financial Corp                                                                                                            | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1365000 | PA      | $906237.19    | 0.08%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                      | CHI Commercial Mortgage Trust 2025-110W                                                                                      | CUSIP: 12577HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17370000 | PA      | $16995636.55  | 1.44%             | 2040-12-13      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                      | CHI Commercial Mortgage Trust 2025-110W                                                                                      | CUSIP: 12577HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10500000 | PA      | $10279417.05  | 0.87%             | 2040-12-13      | Variable      | 10.24%                | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                      | CHI Commercial Mortgage Trust 2025-110W                                                                                      | CUSIP: 12577HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | 2040-12-13      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2015-CCRE22 Mortgage Trust                                                                                              | CUSIP: 12592XAG1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3262575.00   | 0.28%             | 2048-03-10      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Trust 2016-NXSR                                                                                                         | CUSIP: 12594PAG6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2732038.50   | 0.23%             | 2049-12-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Trust 2016-NXSR                                                                                                         | CUSIP: 12594PBB6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2770000 | PA      | $2671123.47   | 0.23%             | 2049-12-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                 | CP Atlas Buyer Inc                                                                                                           | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1716988.56   | 0.15%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                 | CP Atlas Buyer Inc                                                                                                           | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1003072 | PA      | $775300.93    | 0.07%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                   | CPI Holdco B LLC 2025 Add-on Term Loan B                                                                                     | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1206625 | PA      | $1200181.62   | 0.10%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                   | CPM Holdings Inc 2023 Term Loan                                                                                              | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    295562 | PA      | $296142.31    | 0.03%             | 2028-09-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2013-CCRE11 Mortgage Trust                                                                                              | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   5644574 | PA      | $5465953.91   | 0.46%             | 2050-08-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    701000 | PA      | $421440.21    | 0.04%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $635642.21    | 0.05%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $760682.27    | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                | CNT Holdings I Corp 2025 Term Loan                                                                                           | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    667203 | PA      | $667670.10    | 0.06%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International Inc                                                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1130663.76   | 0.10%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                          | Caesars Entertainment Inc 2024 Term Loan B1                                                                                  | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2229500 | PA      | $2170975.63   | 0.18%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    529000 | PA      | $509072.57    | 0.04%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1823103.00   | 0.15%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1056420.85   | 0.09%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    542000 | PA      | $499306.02    | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALABRIO INC                                       | Calabrio Inc 2025 First Out Term Loan                                                                                        | CUSIP: 12804VAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975000 | PA      | $773906.25    | 0.07%             | 2032-11-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                             | Calderys Financing LLC                                                                                                       | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2396221.78   | 0.20%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                              | Calderys Financing II LLC                                                                                                    | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1469031.80   | 0.12%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                           | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1090106.96   | 0.09%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                              | Canpack SA / Canpack US LLC                                                                                                  | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2027000 | PA      | $1904530.89   | 0.16%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                             | Canyon Capital CLO 2016-2 Ltd                                                                                                | CUSIP: 13876WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3059742.60   | 0.26%             | 2031-10-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                   | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                              | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $959255.00    | 0.08%             | 2032-01-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1190000 | PA      | $1191100.51   | 0.10%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                       | Cars.com Inc                                                                                                                 | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1722033.35   | 0.15%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                             | Cascade MH Asset Trust 2022-MH1                                                                                              | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365485 | PA      | $2318573.98   | 0.20%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $3057838.39   | 0.26%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                 | Cerdia Finanz GmbH                                                                                                           | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   1215000 | PA      | $1209568.95   | 0.10%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                             | Champ Acquisition Corp                                                                                                       | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1435159.21   | 0.12%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                            | Champions Financing Inc                                                                                                      | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1152624.07   | 0.10%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                       | Champs Trust 2024-1                                                                                                          | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6217628 | PA      | $6349011.85   | 0.54%             | 2059-07-25      | Variable      | 8.89%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                       | Champs Trust 2024-2                                                                                                          | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6324897 | PA      | $6497123.82   | 0.55%             | 2059-11-25      | Variable      | 8.89%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                       | Champs Trust 2025-1                                                                                                          | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9358588 | PA      | $9645485.71   | 0.82%             | 2060-04-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                              | Chamberlain Group Inc 2025 Term Loan B                                                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   2760317 | PA      | $2738372.10   | 0.23%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                               | Chart Industries Inc                                                                                                         | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $2085541.12   | 0.18%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $823951.77    | 0.07%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $557563.24    | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC              | Charter Communications Operating LLC 2024 Term Loan B5                                                                       | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    567812 | PA      | $568417.22    | 0.05%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $573880.00    | 0.05%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                                                                         | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $1194760.00   | 0.10%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                                                                         | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $495155.00    | 0.04%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                              | Chobani Holdco II LLC                                                                                                        | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2695884 | PA      | $2874879.91   | 0.24%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                           | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1352781.65   | 0.11%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                           | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2330637.75   | 0.20%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                         | Ciena Corp                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1027147.79   | 0.09%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                       | Cimpress PLC                                                                                                                 | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $595509.65    | 0.05%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                   | Cinemark USA Inc                                                                                                             | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1469390.00   | 0.12%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                 | Cipher Compute LLC                                                                                                           | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $845382.39    | 0.07%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                      | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                               | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |   1343250 | PA      | $1294557.19   | 0.11%             | 2032-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                        | City Football Group Limited 2024 Term Loan                                                                                   | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   1320537 | PA      | $1319301.88   | 0.11%             | 2030-07-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                       | SM Energy Co                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2399562.91   | 0.20%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1840000 | PA      | $1882697.20   | 0.16%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1495000 | PA      | $1507901.85   | 0.13%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                | Clarivate Science Holdings Corp                                                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1094827.99   | 0.09%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors Inc                                                                                                            | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    332000 | PA      | $328199.10    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors Inc                                                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    643000 | PA      | $653462.02    | 0.06%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                           | Cleanova US Holdings LLC 2025 Term Loan B                                                                                    | CUSIP: 18452UAB4<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |    622250 | PA      | $623805.63    | 0.05%             | 2032-06-14      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1323145.88   | 0.11%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    292000 | PA      | $305784.74    | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    609000 | PA      | $638420.94    | 0.05%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    254000 | PA      | $269174.72    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                             | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    694000 | PA      | $642990.31    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1297294.36   | 0.11%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1607395.83   | 0.14%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    775000 | PA      | $757886.17    | 0.06%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3384000 | PA      | $3267687.18   | 0.28%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $2027613.92   | 0.17%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1640781.81   | 0.14%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                | Clydesdale Acquisition Holdings Inc Term Loan B                                                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    467667 | PA      | $447311.48    | 0.04%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CohnReznick LLP                                    | CohnReznick LLP Term Loan                                                                                                    | CUSIP: 19250AAC8<br>LEI: 2549009CGTGAQPUXNH39 | Long             | LON              | CORP              | US        |    681064 | PA      | $663185.98    | 0.06%             | 2032-03-31      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CohnReznick LLP                                    | CohnReznick LLP Delayed Draw Term Loan                                                                                       | CUSIP: 19250AAD6<br>LEI: 2549009CGTGAQPUXNH39 | Long             | LON              | CORP              | US        |     39521 | PA      | $38483.26     | 0.00%             | 2032-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1378381.86   | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                                                                      | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $342024.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                                                                      | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $366000.00    | 0.03%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    468000 | PA      | $490950.72    | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                                                                      | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    800000 | PA      | $819160.00    | 0.07%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                      | Columbus McKinnon Corporation 2026 Term Loan B                                                                               | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    684344 | PA      | $682633.00    | 0.06%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                               | Commercial Metals Co                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    745000 | PA      | $737864.02    | 0.06%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                               | Commercial Metals Co                                                                                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    745000 | PA      | $735222.25    | 0.06%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                           | Compass Minerals International Inc                                                                                           | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1567846.92   | 0.13%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                           | Compass Group Diversified Holdings LLC                                                                                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1270243 | PA      | $1182721.61   | 0.10%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                           | CompoSecure Holdings LLC Term Loan                                                                                           | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $274829.50    | 0.02%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                           | Concentra Health Services Inc                                                                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    480000 | PA      | $496854.72    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                | Conair Holdings LLC Term Loan B                                                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    908245 | PA      | $642583.20    | 0.05%             | 2028-05-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                      | Concentra Health Services Inc 2025 Repriced Term Loan B                                                                      | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    370322 | PA      | $372058.67    | 0.03%             | 2031-07-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Altium Packaging LLC                               | Altium Packaging LLC 2024 Term Loan B                                                                                        | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |    491250 | PA      | $475284.38    | 0.04%             | 2031-06-11      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                               | Constant Contact Inc Term Loan                                                                                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |   1685777 | PA      | $1573799.28   | 0.13%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                           | Constellation Energy Generation LLC                                                                                          | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    680000 | PA      | $671975.52    | 0.06%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                           | Constellation Energy Generation LLC                                                                                          | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    910000 | PA      | $912775.96    | 0.08%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                                                               | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $627271.91    | 0.05%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1970000 | PA      | $1880461.92   | 0.16%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                          | Construction Partners Inc Term Loan B                                                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    518438 | PA      | $519005.19    | 0.04%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                           | Cooper-Standard Automotive Inc                                                                                               | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1156815.00   | 0.10%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COORSTEK INC                                       | CoorsTek Inc Term Loan B                                                                                                     | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |    847875 | PA      | $853441.30    | 0.07%             | 2032-10-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                      | CoreLogic Inc Term Loan                                                                                                      | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1999791 | PA      | $1917309.98   | 0.16%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                                                   | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5800000 | PA      | $5174095.90   | 0.44%             | 2056-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                                                   | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -8700000 | PA      | $-7761143.85  | -0.66%            | 2056-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                                                   | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -4600000 | PA      | $-4100179.18  | -0.35%            | 2056-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                        | Corporation Service Company Term Loan B                                                                                      | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |    219909 | PA      | $218810.35    | 0.02%             | 2029-11-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                           | Cougar JV Subsidiary LLC                                                                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2418138.30   | 0.21%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                               | Reworld Holding Corp 2025 Term Loan B1                                                                                       | CUSIP: 22282GAS6<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   1053763 | PA      | $1053104.84   | 0.09%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                               | Reworld Holding Corp 2025 1st Lien Term Loan C                                                                               | CUSIP: 22282GAT4<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    171237 | PA      | $171129.54    | 0.01%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                               | Reworld Holding Corp                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1441399.14   | 0.12%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                          | Creation Technologies Inc 2021 Term Loan                                                                                     | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    938438 | PA      | $925533.98    | 0.08%             | 2028-10-05      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                              | Crown Americas LLC / Crown Americas Capital Corp V                                                                           | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $657925.22    | 0.06%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                    | Spin Holdco Inc 2026 First Lien First Out Term Loan                                                                          | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    443945 | PA      | $454026.54    | 0.04%             | 2030-09-04      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                    | Spin Holdco Inc 2026 First Lien Second Out Term Loan                                                                         | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    940510 | PA      | $743002.74    | 0.06%             | 2030-09-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Cube Industrials Buyer Inc                         | Cube Industrials Buyer Inc 2025 Term Loan B                                                                                  | CUSIP: 22971EAD0<br>LEI: 254900WU707ZFYHRD780 | Long             | LON              | CORP              | US        |    619262 | PA      | $620292.96    | 0.05%             | 2031-10-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                             | Cushman & Wakefield US Borrower LLC                                                                                          | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1274701.45   | 0.11%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                             | Cushman & Wakefield US Borrower LLC                                                                                          | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    907000 | PA      | $961311.22    | 0.08%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                              | DXP Enterprises Inc 2025 Repriced Term Loan B                                                                                | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    658260 | PA      | $662785.20    | 0.06%             | 2030-10-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC             | Cushman & Wakefield US Borrower LLC 2025 Term Loan B3                                                                        | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |   1044462 | PA      | $1049684.24   | 0.09%             | 2030-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                | Cushman & Wakefield US Borrower LLC 2025 Term Loan                                                                           | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |   2523857 | PA      | $2539631.13   | 0.22%             | 2030-01-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Drake Software LLC                                 | Drake Software LLC 2024 Term Loan B                                                                                          | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |   1369719 | PA      | $1290111.38   | 0.11%             | 2031-06-26      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                            | Darling Ingredients Inc                                                                                                      | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    814000 | PA      | $820343.50    | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                       | Dayforce Inc 2026 Term Loan                                                                                                  | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1125000 | PA      | $1067186.25   | 0.09%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                              | DBR Land Holdings LLC                                                                                                        | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1190416.00   | 0.10%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Inc                                | Del Monte Foods Inc 2024 First Out Term Loan                                                                                 | CUSIP: 24521WAB5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     62127 | PA      | $0.00         | 0.00%             | 2028-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Del Monte Foods Inc                                | Del Monte Foods Inc 2024 Second Out Term Loan                                                                                | CUSIP: 24521WAC3<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    438750 | PA      | $0.00         | 0.00%             | 2028-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Del Monte Foods Inc                                | Del Monte Foods Inc 2025 PIK Term Loan                                                                                       | CUSIP: 24521WAF6<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     55222 | PA      | $33519.49     | 0.00%             | 2028-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Del Monte Foods, Inc.                              | Del Monte Foods Inc 2025 PIK Roll-Up Term Loan                                                                               | CUSIP: 24521WAL3<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    195102 | PA      | $118426.86    | 0.01%             | 2026-06-01      | Floating      | 13.28%                | No            |                  3 | On Loan: No      |
| DexKo Global Inc                                   | DexKo Global Inc 2021 USD Term Loan B                                                                                        | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    792000 | PA      | $777846.96    | 0.07%             | 2028-10-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc                                   | DexKo Global Inc 2021 EUR German Term Loan                                                                                   | CUSIP: 25213YAZ8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    534145 | PA      | $594751.43    | 0.05%             | 2028-10-04      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                | Diebold Nixdorf Inc                                                                                                          | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1972103.50   | 0.17%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                                                                 | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    257000 | PA      | $248371.42    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                                                                 | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    414000 | PA      | $385423.79    | 0.03%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                  | DISH Network Corp                                                                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2138889.25   | 0.18%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                    | Discovery Purchaser Corporation Term Loan                                                                                    | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    691541 | PA      | $682118.90    | 0.06%             | 2029-10-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                               | Kohler Energy Co LLC 2026 USD Term Loan B                                                                                    | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   2083783 | PA      | $2083783.10   | 0.18%             | 2031-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                               | Kohler Energy Co LLC 2026 EUR Term Loan B                                                                                    | CUSIP: 25472PAE0<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1741724.69   | 0.15%             | 2031-05-01      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                  | Dragon Buyer Inc Term Loan B                                                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1407188 | PA      | $1343871.10   | 0.11%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 41 Senior Loan Fund                                                                                                   | CUSIP: 26244LAC8<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1837510.00   | 0.16%             | 2031-04-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 42 Senior Loan Fund                                                                                                   | CUSIP: 26245AAC1<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945159.00    | 0.08%             | 2037-07-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                  | Engineered Machinery Holdings Inc 2025 USD Term Loan                                                                         | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   2550652 | PA      | $2564681.09   | 0.22%             | 2032-11-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                  | Engineered Machinery Holdings Inc 2025 EUR Term Loan                                                                         | CUSIP: 26658NAU3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   1960000 | PA      | $2264526.34   | 0.19%             | 2032-11-26      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                               | Dycom Industries Inc                                                                                                         | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1348310.36   | 0.11%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECI Macola Max Holding LLC                         | ECI Macola Max Holding LLC 2025 Term Loan                                                                                    | CUSIP: 26825UAN1<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |   1380808 | PA      | $1353191.68   | 0.12%             | 2030-05-09      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| EAB Global Inc                                     | EAB Global Inc 2021 Term Loan                                                                                                | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    220500 | PA      | $197071.88    | 0.02%             | 2030-08-16      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| EIG Management Company LLC                         | EIG Management Company LLC 2024 Term Loan                                                                                    | CUSIP: 26858HAD2<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |    370616 | PA      | $368763.20    | 0.03%             | 2029-05-17      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                  | EMRLD Borrower LP Term Loan B                                                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    701845 | PA      | $701756.84    | 0.06%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                  | EMRLD Borrower LP 2024 Term Loan B                                                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1034309 | PA      | $1033771.23   | 0.09%             | 2031-08-04      | Floating      | 5.95%                 | 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      | $-591786.19   | -0.05%            |  |  |  | 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      | $338940.45    | 0.03%             |  |  |  | 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      | $60798.80     | 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      | $284943.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $372079.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $1118660.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $2452.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-2668.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $-2153.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED GBP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |         1 | NC      | $-1629.31     | -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      | $113.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $594.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $316.03       | 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      | $-74629.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $96281.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED GBP / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-1929.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $2108.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $21.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-7.78        | -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      | $-544.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-854.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2080.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3038.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1029.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-4764.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $181.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1659.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2038.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-334.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $784.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1885.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $459.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-137.53      | -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      | $-109.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $1793.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED GBP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-80.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $827.86       | 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      | $-354.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED GBP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-577.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-421.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $201.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $591.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-590.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-168183.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-106050.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $262.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $6881.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $1033.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                      | EchoStar Corp                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1934749.73   | 0.16%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                             | Edgewell Personal Care Co                                                                                                    | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1061868.17   | 0.09%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                             | Edgewell Personal Care Co                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    441000 | PA      | $416893.97    | 0.04%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                            | El Salvador Government International Bond                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    252000 | PA      | $267926.40    | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                 | Eldorado Gold Corp                                                                                                           | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |   1333000 | PA      | $1326735.17   | 0.11%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXAMWORKS BIDCO INC                                | ExamWorks BidCo Inc 2026 Term Loan B                                                                                         | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1071900 | PA      | $1071905.37   | 0.09%             | 2033-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                | Elmwood CLO VI Ltd                                                                                                           | CUSIP: 29001VBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992665.00    | 0.08%             | 2037-07-18      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                               | Elmwood CLO VIII Ltd                                                                                                         | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005976.00   | 0.34%             | 2037-04-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 32 Ltd                                 | Elmwood CLO 32 Ltd                                                                                                           | CUSIP: 29003TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2956386.00   | 0.25%             | 2037-10-18      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                 | Elmwood CLO 14 Ltd                                                                                                           | CUSIP: 29003XAG8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978254.00    | 0.08%             | 2038-10-20      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Emerald X, Inc.                                    | Emerald X Inc 2025 Term Loan B1                                                                                              | CUSIP: 29088UAH0<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |    223312 | PA      | $224057.25    | 0.02%             | 2032-01-30      | Floating      | 6.92%                 | 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        |   1782000 | PA      | $1814626.64   | 0.15%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Employbridge Holding Company                       | Employbridge Holding Company 2025 First Out Term Loan                                                                        | CUSIP: 29216HAD3<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |   1360787 | PA      | $997912.55    | 0.08%             | 2030-01-19      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Employbridge Holding Company                       | Employbridge Holding Company 2025 Second Out Term Loan                                                                       | CUSIP: 29216HAE1<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |   2143389 | PA      | $413202.59    | 0.04%             | 2030-01-19      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                              | Encompass Health Corp                                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    639000 | PA      | $625567.02    | 0.05%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                              | Encompass Health Corp                                                                                                        | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    683000 | PA      | $659811.19    | 0.06%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                                | EnergySolutions LLC 2023 Term Loan B                                                                                         | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |   3682248 | PA      | $3703715.49   | 0.31%             | 2030-09-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $908468.90    | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                           | Endo Finance Holdings LP                                                                                                     | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1466988.60   | 0.12%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                   | Ensemble RCM LLC 2026 Term Loan B                                                                                            | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    975000 | PA      | $965654.63    | 0.08%             | 2033-02-09      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                        | Epicor Software Corporation 2024 Term Loan F                                                                                 | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   2290922 | PA      | $2250407.28   | 0.19%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENVIVA PAR                             | ESC GCB144A ENVIVA PAR                                                                                                       | CUSIP: 294ESCAA6<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB CORP                                          | Esab Corp                                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1100489.37   | 0.09%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                             | Export-Import Bank of India                                                                                                  | CUSIP: 30216JAG0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    230000 | PA      | $236072.57    | 0.02%             | 2033-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                        | Export-Import Bank of India                                                                                                  | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $535377.73    | 0.05%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Franklin Square Holdings LP                        | Franklin Square Holdings LP 2024 Term Loan B                                                                                 | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1007062 | PA      | $850967.81    | 0.07%             | 2031-04-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                    | Fair Isaac Corp                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1212020.04   | 0.10%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                          | Forvia SE                                                                                                                    | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $310129.20    | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 3128HWC62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1295335 | PA      | $1087316.54   | 0.09%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 3128HXBB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847609 | PA      | $688224.44    | 0.06%             | 2039-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128LDCD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119122 | PA      | $121647.79    | 0.01%             | 2032-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128MAE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165175 | PA      | $172986.18    | 0.01%             | 2035-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 31325TWD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799204 | PA      | $80684.68     | 0.01%             | 2042-10-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 31325W4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3140881 | PA      | $654380.19    | 0.06%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3449460 | PA      | $652152.54    | 0.06%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        42 | PA      | $42.84        | 0.00%             | 2027-06-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       866 | PA      | $893.70       | 0.00%             | 2030-12-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       692 | PA      | $692.93       | 0.00%             | 2026-06-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1408 | PA      | $1423.33      | 0.00%             | 2027-10-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4551 | PA      | $4828.31      | 0.00%             | 2031-01-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2223 | PA      | $2269.64      | 0.00%             | 2028-06-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133THV79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47756 | PA      | $48468.70     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TJCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7529 | PA      | $7643.74      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TJNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5101 | PA      | $5178.65      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TLC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1792 | PA      | $1814.69      | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TM7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44967 | PA      | $46148.06     | 0.00%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TMWV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18085 | PA      | $18356.84     | 0.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31358SCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115463 | PA      | $117521.73    | 0.01%             | 2030-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31359KK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       575 | PA      | $576.01       | 0.00%             | 2026-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31359QZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12810 | PA      | $13021.91     | 0.00%             | 2027-11-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31359UNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21036 | PA      | $21440.51     | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31359WJ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6492 | PA      | $6642.75      | 0.00%             | 2029-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A1A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        79 | PA      | $0.00         | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A1B20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       507 | PA      | $0.86         | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A93D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2234392 | PA      | $411102.17    | 0.03%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A9E61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6970291 | PA      | $1354170.38   | 0.12%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A9Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742689 | PA      | $30018.53     | 0.00%             | 2042-11-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AAWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1181668 | PA      | $860031.56    | 0.07%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1303295 | PA      | $139390.70    | 0.01%             | 2043-01-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701249 | PA      | $631880.77    | 0.05%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABVH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106348 | PA      | $1211.89      | 0.00%             | 2041-11-25      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ACM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1851273 | PA      | $104218.88    | 0.01%             | 2033-03-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ACRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723549 | PA      | $77853.38     | 0.01%             | 2043-03-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AEXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806009 | PA      | $58741.23     | 0.00%             | 2043-04-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AFEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946510 | PA      | $925586.35    | 0.08%             | 2043-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AFPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606442 | PA      | $10534.08     | 0.00%             | 2042-07-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280736 | PA      | $50934.95     | 0.00%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524863 | PA      | $95335.79     | 0.01%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665881 | PA      | $123389.93    | 0.01%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611780 | PA      | $112695.36    | 0.01%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243381 | PA      | $240852.45    | 0.02%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AW6P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128318 | PA      | $1013109.78   | 0.09%             | 2047-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2990117 | PA      | $485650.98    | 0.04%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B3C24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5061292 | PA      | $391442.62    | 0.03%             | 2049-02-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B46Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3140854 | PA      | $314754.21    | 0.03%             | 2049-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B4UL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741550 | PA      | $0.01         | 0.00%             | 2048-06-25      | Variable      | 2.42%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2882679 | PA      | $362380.46    | 0.03%             | 2050-02-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BTYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9712139 | PA      | $10318047.36  | 0.88%             | 2054-10-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BUSA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14457649 | PA      | $12146676.38  | 1.03%             | 2053-12-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BXSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5997655 | PA      | $5934055.33   | 0.50%             | 2055-10-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BXXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4680185 | PA      | $4783507.81   | 0.41%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                                                    | CUSIP: 3136FENW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794044 | PA      | $661667.87    | 0.06%             | 2037-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31371KD57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4067 | PA      | $4132.69      | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31374TSC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29034 | PA      | $29600.02     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137A3QY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318402 | PA      | $286057.42    | 0.02%             | 2040-11-15      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AQWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76419 | PA      | $1107.00      | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AQX45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1353687 | PA      | $69980.18     | 0.01%             | 2032-06-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137ASS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175230 | PA      | $4790.78      | 0.00%             | 2032-07-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137ASUX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346310 | PA      | $34612.81     | 0.00%             | 2042-08-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AU6K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1267018 | PA      | $74185.78     | 0.01%             | 2042-09-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80557 | PA      | $8564.39      | 0.00%             | 2041-12-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AXRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    733277 | PA      | $40933.42     | 0.00%             | 2033-01-15      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B1DK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32054 | PA      | $259.29       | 0.00%             | 2028-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1577163 | PA      | $106957.46    | 0.01%             | 2043-05-15      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B66T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502882 | PA      | $419264.51    | 0.04%             | 2043-11-15      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BFCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1126829 | PA      | $129176.59    | 0.01%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BFVY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172964 | PA      | $123823.79    | 0.01%             | 2043-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BGKT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2059637 | PA      | $267170.03    | 0.02%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483642 | PA      | $359551.59    | 0.03%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    901130 | PA      | $159265.68    | 0.01%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900301 | PA      | $109579.11    | 0.01%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BWX82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1745599 | PA      | $1661957.18   | 0.14%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1642713 | PA      | $333743.83    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730877 | PA      | $149143.00    | 0.01%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FEZD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3413207 | PA      | $391373.56    | 0.03%             | 2048-06-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FFSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2046564 | PA      | $890710.38    | 0.08%             | 2051-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FRWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9043938 | PA      | $1128163.46   | 0.10%             | 2050-04-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5159754.50   | 0.44%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HAU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2339194 | PA      | $2484139.20   | 0.21%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HCQQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36000000 | PA      | $36945860.40  | 3.14%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HCR87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11109059 | PA      | $11202548.55  | 0.95%             | 2054-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HD2F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17037438 | PA      | $17572065.49  | 1.49%             | 2054-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HDMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4441680 | PA      | $4588278.74   | 0.39%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HDSQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3331260 | PA      | $3450572.73   | 0.29%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HFKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5453853 | PA      | $5374078.72   | 0.46%             | 2054-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HHTC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7035966 | PA      | $7111967.40   | 0.60%             | 2054-12-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5664504 | PA      | $6176956.75   | 0.53%             | 2054-10-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5509660 | PA      | $6041090.92   | 0.51%             | 2055-02-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJG92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3623100 | PA      | $4022311.24   | 0.34%             | 2055-02-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7706332 | PA      | $8497380.98   | 0.72%             | 2055-02-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7183415 | PA      | $7204184.41   | 0.61%             | 2054-06-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HKN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10669862 | PA      | $11072159.52  | 0.94%             | 2055-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HL6W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2840107 | PA      | $2871298.64   | 0.24%             | 2055-05-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HMLP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16152086 | PA      | $16643601.25  | 1.41%             | 2055-06-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4930917 | PA      | $5086307.70   | 0.43%             | 2055-08-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HN3P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10195818 | PA      | $10545990.31  | 0.90%             | 2055-09-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HNHF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1888989 | PA      | $1933436.93   | 0.16%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HPAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4810696 | PA      | $5147345.06   | 0.44%             | 2055-12-25      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HR7C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5369962.75   | 0.46%             | 2056-04-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        98 | PA      | $98.78        | 0.00%             | 2029-10-15      | Fixed         | 8.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D5A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       805 | PA      | $805.73       | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       119 | PA      | $119.55       | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       374 | PA      | $376.61       | 0.00%             | 2028-09-20      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       736 | PA      | $739.49       | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138EJAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292739 | PA      | $302214.55    | 0.03%             | 2037-09-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138EKGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2081310 | PA      | $2070334.36   | 0.18%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138EQBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1304262 | PA      | $1344533.67   | 0.11%             | 2036-08-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138ET6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41313 | PA      | $43074.65     | 0.00%             | 2037-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138ET6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16393 | PA      | $16803.00     | 0.00%             | 2032-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31392CPT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101293 | PA      | $104791.66    | 0.01%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 31392PAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182635 | PA      | $190350.13    | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31394FAX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372585 | PA      | $421185.16    | 0.04%             | 2035-09-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1185365 | PA      | $997745.99    | 0.08%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31396WS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1292640 | PA      | $1303161.66   | 0.11%             | 2037-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153487 | PA      | $150877.03    | 0.01%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 31398LPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799115 | PA      | $638315.19    | 0.05%             | 2039-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31401CYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170550 | PA      | $175034.58    | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875000 | PA      | $886199.57    | 0.08%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31402QZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206063 | PA      | $201919.22    | 0.02%             | 2036-10-01      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31403DUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54283 | PA      | $55163.01     | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206932 | PA      | $211155.17    | 0.02%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1052382 | PA      | $1069079.10   | 0.09%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31416CGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302424 | PA      | $318207.71    | 0.03%             | 2035-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                           | Ferrellgas LP / Ferrellgas Finance Corp                                                                                      | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1101199.34   | 0.09%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                           | Ferrellgas LP / Ferrellgas Finance Corp                                                                                      | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $682873.53    | 0.06%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                         | Fertitta Entertainment LLC 2022 Term Loan B                                                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4044117 | PA      | $3973344.47   | 0.34%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                       | Filtration Group Corporation 2025 EUR Term Loan B                                                                            | CUSIP: 31732FAW6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1183803 | PA      | $1374004.28   | 0.12%             | 2028-10-21      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                       | Filtration Group Corporation 2025 USD Term Loan                                                                              | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    679501 | PA      | $680561.44    | 0.06%             | 2028-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                  | GIP Pilot Acquisition Partners LP 2025 Term Loan B                                                                           | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    470674 | PA      | $471851.12    | 0.04%             | 2030-10-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                        | FinCo I LLC 2025 Repriced Term Loan B                                                                                        | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |   1197621 | PA      | $1168279.15   | 0.10%             | 2029-06-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                           | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $761830.19    | 0.06%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                           | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $555274.34    | 0.05%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                           | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2121000 | PA      | $2042070.80   | 0.17%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Limited                              | Fleet Midco I Limited 2024 1st Lien Term Loan B                                                                              | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    826987 | PA      | $829054.86    | 0.07%             | 2031-02-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                               | Flutter Treasury DAC                                                                                                         | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1507000 | PA      | $1494190.50   | 0.13%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                       | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   2742224 | PA      | $2659806.29   | 0.23%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                           | Focus Financial Partners LLC                                                                                                 | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1590554.29   | 0.14%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                    | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5060892.00   | 0.43%             | 2039-12-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                               | Fortrea Holdings Inc                                                                                                         | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1311213.96   | 0.11%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                              | Fortress Intermediate 3 Inc                                                                                                  | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985295.50   | 0.25%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundational Education Group Inc                   | Foundational Education Group Inc 1st Lien Term Loan                                                                          | CUSIP: 35051BAE9<br>LEI: 2549005UVCGEKD6KRA02 | Long             | LON              | CORP              | US        |    526625 | PA      | $484495.00    | 0.04%             | 2028-08-31      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                      | Freeport LNG Investments LLLP 2026 Term Loan B                                                                               | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   1950000 | PA      | $1953256.50   | 0.17%             | 2033-02-11      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   3095000 | PA      | $3038944.91   | 0.26%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1947285.82   | 0.17%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617L7YU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207005 | PA      | $195849.01    | 0.02%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11881998 | PA      | $11857139.08  | 1.01%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BCJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    830686 | PA      | $874253.13    | 0.07%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2399090 | PA      | $2442894.79   | 0.21%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2351992 | PA      | $2405242.40   | 0.20%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1628817 | PA      | $1684590.70   | 0.14%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2350090 | PA      | $2429093.55   | 0.21%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3036171 | PA      | $3202999.48   | 0.27%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BVGL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1482531 | PA      | $1548028.41   | 0.13%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618F5VL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1879353 | PA      | $1950107.28   | 0.17%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618F6XF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886939 | PA      | $920635.73    | 0.08%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618G7AA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217215 | PA      | $223833.47    | 0.02%             | 2054-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618G7AE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62113 | PA      | $63486.26     | 0.01%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1590560 | PA      | $1641544.27   | 0.14%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1411323 | PA      | $1486225.18   | 0.13%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8357680 | PA      | $8505056.93   | 0.72%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618J8W95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4420983 | PA      | $4503086.18   | 0.38%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618K4DG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1966296 | PA      | $2002812.39   | 0.17%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618N53Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9329343 | PA      | $9403476.03   | 0.80%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                                                            | CUSIP: 3622A2NS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98338 | PA      | $100370.24    | 0.01%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                                                            | CUSIP: 3622A2NT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189899 | PA      | $195821.48    | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                                                            | CUSIP: 36241KH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82932 | PA      | $85131.66     | 0.01%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                              | GFL Environmental Inc 2025 Term Loan B                                                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1494373.09   | 0.13%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8900000 | PA      | $8937505.49   | 0.76%             | 2040-07-15      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16500000 | PA      | $16569547.50  | 1.41%             | 2040-07-15      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 330000000 | PA      | $0.00         | 0.00%             | 2040-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                              | GFL Environmental Holdings US Inc                                                                                            | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1620375.74   | 0.14%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy 33 CLO Ltd                                                                                                            | CUSIP: 36321EAL9<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1984158.00   | 0.17%             | 2037-04-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                  | Garrett LX I SARL 2025 USD Term Loan B                                                                                       | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |    577132 | PA      | $578092.61    | 0.05%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                   | Gates Global LLC 2024 Term Loan B5                                                                                           | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   2213830 | PA      | $2213973.85   | 0.19%             | 2031-06-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                           | Genting New York LLC / GENNY Capital Inc                                                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2098000 | PA      | $2107630.03   | 0.18%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                               | Wrangler Holdco Corp                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $710959.60    | 0.06%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                           | Gibraltar Industries Inc 2026 Term Loan B                                                                                    | CUSIP: 37468UAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    438462 | PA      | $436817.31    | 0.04%             | 2033-02-02      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Aragorn Parent Corporation                         | Aragorn Parent Corporation 2025 Repriced Term Loan B                                                                         | CUSIP: 37610GAH1<br>LEI: 549300YXME0U2XYD7K47 | Long             | LON              | CORP              | US        |    934758 | PA      | $936510.40    | 0.08%             | 2028-12-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1366466.52   | 0.12%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $706155.10    | 0.06%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                            | Global Medical Response Inc                                                                                                  | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1369790.81   | 0.12%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                   | Gloves Buyer Inc 2025 Term Loan                                                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   2119688 | PA      | $2116243.01   | 0.18%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                     | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                             | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    143862 | PA      | $142019.61    | 0.01%             | 2029-11-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                              | Golden State Food LLC 2026 Term Loan B                                                                                       | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748741 | PA      | $750672.33    | 0.06%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                    | Golub Capital Partners CLO 72 B Ltd                                                                                          | CUSIP: 381941AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1991988.00   | 0.17%             | 2037-04-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38380FYW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1834637 | PA      | $217642.92    | 0.02%             | 2047-07-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38380GWN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1227354 | PA      | $1201665.67   | 0.10%             | 2047-09-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38380TU46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2393773 | PA      | $2345398.60   | 0.20%             | 2047-08-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38381PAA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3874870 | PA      | $4044154.05   | 0.34%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38381PWH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3946847 | PA      | $4117026.61   | 0.35%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38381QYK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4817856 | PA      | $4907248.35   | 0.42%             | 2055-04-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38382J3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9789198 | PA      | $1249662.64   | 0.11%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38382KUB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8811419 | PA      | $1353099.57   | 0.12%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38382LJK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10240890 | PA      | $1586341.08   | 0.13%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7306887 | PA      | $959084.47    | 0.08%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10453763 | PA      | $1410485.94   | 0.12%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16135286 | PA      | $2313091.64   | 0.20%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3087011 | PA      | $3367033.40   | 0.29%             | 2052-11-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38383X2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11847746 | PA      | $12241763.73  | 1.04%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384ACL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2555597 | PA      | $2736698.86   | 0.23%             | 2053-05-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384AGE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3852163 | PA      | $4171876.50   | 0.35%             | 2053-05-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384B2C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2584397.50   | 0.22%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $10339203.00  | 0.88%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2584401.50   | 0.22%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384BY39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4473336 | PA      | $4762475.71   | 0.40%             | 2053-07-20      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4325523 | PA      | $4471406.45   | 0.38%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384C7X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1135426 | PA      | $1332801.09   | 0.11%             | 2053-10-20      | Floating      | 13.39%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384CN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8500000 | PA      | $8784972.62   | 0.75%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $6212946.60   | 0.53%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30000000 | PA      | $31365757.48  | 2.67%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12000000 | PA      | $12343855.80  | 1.05%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2213776 | PA      | $2452775.48   | 0.21%             | 2053-10-20      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384E8K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1444103 | PA      | $1684285.51   | 0.14%             | 2053-10-20      | Floating      | 13.31%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5168748.50   | 0.44%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384ELZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2086861 | PA      | $2323011.80   | 0.20%             | 2053-09-20      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384FBV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2118179.00   | 0.18%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $6212990.10   | 0.53%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $3100860.90   | 0.26%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38385GYJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3299290 | PA      | $3363741.86   | 0.29%             | 2055-05-20      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38385K5F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5946278 | PA      | $6455573.03   | 0.55%             | 2055-11-20      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38385LDB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12926816 | PA      | $14273602.34  | 1.21%             | 2056-01-20      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38385NDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4985134 | PA      | $5393581.01   | 0.46%             | 2056-02-20      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                        | Grant Thornton Advisors LLC 2025 Term Loan B                                                                                 | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   3439111 | PA      | $3219145.38   | 0.27%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Turbo EMEA Holdings BV                             | Turbo EMEA Holdings BV EUR Term Loan B                                                                                       | CUSIP: 38821UAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1134900.44   | 0.10%             | 2032-09-23      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                              | Gray Television Inc 2021 Term Loan D                                                                                         | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    491995 | PA      | $492782.45    | 0.04%             | 2028-12-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                  | Green Infrastructure Partners Inc USD Term Loan B                                                                            | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    925000 | PA      | $925000.00    | 0.08%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                 | Greystar Real Estate Partners LLC 2025 Term Loan B                                                                           | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    585131 | PA      | $586593.63    | 0.05%             | 2030-08-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                           | Greystar Real Estate Partners LLC                                                                                            | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $2131642.37   | 0.18%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive Inc                                                                                                       | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1285933.48   | 0.11%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive Inc                                                                                                       | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458354.72    | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation | HDI Aerospace Intermediate Holding III Corporation Term Loan B                                                               | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |    645125 | PA      | $647950.65    | 0.06%             | 2032-02-11      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                     | Core & Main LP 2024 Term Loan E                                                                                              | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    367535 | PA      | $368453.99    | 0.03%             | 2031-02-09      | Floating      | 5.68%                 | 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        |    942875 | PA      | $935803.44    | 0.08%             | 2032-02-20      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                         | Hanger Inc 2024 Term Loan B                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |   1162121 | PA      | $1166478.67   | 0.10%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                         | Hanger Inc 2024 Delayed Draw Term Loan                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    150581 | PA      | $151146.14    | 0.01%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                       | Harbor Freight Tools USA Inc 2024 Term Loan B                                                                                | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   2314750 | PA      | $2294183.45   | 0.19%             | 2031-06-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                                 | Harsco Corporation 2021 Term Loan                                                                                            | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    256653 | PA      | $256331.92    | 0.02%             | 2028-06-09      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                 | Harvest US CLO 2024-2 Ltd                                                                                                    | CUSIP: 41756YAJ4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2964537.00   | 0.25%             | 2037-10-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                   | HealthEquity Inc                                                                                                             | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1621665.57   | 0.14%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                               | Heartland Dental LLC 2025 Term Loan                                                                                          | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    669938 | PA      | $669441.75    | 0.06%             | 2032-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                              | Heartland Dental LLC / Heartland Dental Finance Corp                                                                         | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    858000 | PA      | $882684.49    | 0.08%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1210779.12   | 0.10%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1035847.92   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310516.61    | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $367757.84    | 0.03%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERON BIDCO                                        | Heron Bidco Term Loan B                                                                                                      | CUSIP: 42772CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700000 | PA      | $698250.00    | 0.06%             | 2032-12-10      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC               | Herschend Entertainment Company LLC 2026 Term Loan B                                                                         | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    397000 | PA      | $397992.50    | 0.03%             | 2032-05-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                           | Hertz Corporation (The) 2021 Term Loan B                                                                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   1001820 | PA      | $745103.92    | 0.06%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                           | Hertz Corporation (The) 2021 Term Loan C                                                                                     | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    198220 | PA      | $147426.17    | 0.01%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation (The)                            | Hertz Corporation (The) 2023 Incremental Term Loan B                                                                         | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    708688 | PA      | $516750.12    | 0.04%             | 2028-06-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                | ESC 144A HERTZ CORP                                                                                                          | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    364000 | PA      | $0.00         | 0.00%             | 2028-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HighTower Holdings LLC                             | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                             | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    998897 | PA      | $990161.81    | 0.08%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                              | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1614947.69   | 0.14%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                | Hilcorp Energy I LP Term Loan B                                                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    841500 | PA      | $842551.88    | 0.07%             | 2030-02-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                         | Homeserve USA Holding Corp 2024 Term Loan B                                                                                  | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    884250 | PA      | $878723.44    | 0.07%             | 2030-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                | Horizon US Finco LP Term Loan B                                                                                              | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    948935 | PA      | $891998.52    | 0.08%             | 2031-10-31      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                          | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   4472347 | PA      | $4467405.08   | 0.38%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hubbard Radio LLC                                  | Hubbard Radio LLC 2024 PIK Term Loan B                                                                                       | CUSIP: 44344HAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    356381 | PA      | $114041.87    | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                | Hudbay Minerals Inc                                                                                                          | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $489094.62    | 0.04%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                | Hudbay Minerals Inc                                                                                                          | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $1085000.00   | 0.09%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                                                                         | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200054.58    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMA Financial Group Inc                            | IMA Financial Group Inc Term Loan                                                                                            | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |    965250 | PA      | $958010.57    | 0.08%             | 2028-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SAS                                                                                                            | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    720000 | PA      | $753950.16    | 0.06%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SAS                                                                                                            | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    915000 | PA      | $917239.92    | 0.08%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                                                                            | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    551000 | PA      | $535047.67    | 0.05%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                   | IRB Holding Corp 2025 Term Loan B                                                                                            | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    287226 | PA      | $286867.45    | 0.02%             | 2030-12-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851167.48    | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                              | Icebox Holdco III Inc 2021 1st Lien Term Loan                                                                                | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    816708 | PA      | $818921.52    | 0.07%             | 2031-12-22      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                  | Imola Merger Corp                                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4050873.59   | 0.34%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imprivata Inc                                      | Imprivata Inc 2025 Term Loan B                                                                                               | CUSIP: 45323KAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387900 | PA      | $385282.12    | 0.03%             | 2027-12-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                            | Crescent Energy Finance LLC                                                                                                  | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    477000 | PA      | $513061.20    | 0.04%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                               | Ineos US Finance LLC 2021 USD Term Loan B                                                                                    | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    514223 | PA      | $489797.77    | 0.04%             | 2028-11-08      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                               | Nielsen Consumer Inc 2025 USD 1st Lien Term Loan                                                                             | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1215812 | PA      | $1202134.61   | 0.10%             | 2030-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                 | Ingles Markets Inc                                                                                                           | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1401633.51   | 0.12%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                   | Insight Enterprises Inc                                                                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1711794.71   | 0.15%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.          | AEA International Holdings (Lux) Sarl 2024 USD Term Loan B                                                                   | CUSIP: 46033XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1029888 | PA      | $1029888.44   | 0.09%             | 2028-09-07      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                             | Brightstar Lottery PLC                                                                                                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   3110000 | PA      | $3086764.88   | 0.26%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                    | Invesco US CLO 2023-4 Ltd                                                                                                    | CUSIP: 46091XAU4<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $3928252.00   | 0.33%             | 2039-01-18      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                  | Invenergy Thermal Operating I LLC 2025 Term Loan B                                                                           | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |   1016920 | PA      | $1020733.27   | 0.09%             | 2032-05-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                  | Invenergy Thermal Operating I LLC 2025 Term Loan C                                                                           | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |     64349 | PA      | $64590.22     | 0.01%             | 2032-05-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    685000 | PA      | $682811.01    | 0.06%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    825000 | PA      | $842815.05    | 0.07%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2002979.77   | 0.17%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iSolved Inc                                        | iSolved Inc 2025 Term Loan                                                                                                   | CUSIP: 46488HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    566303 | PA      | $540997.75    | 0.05%             | 2030-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                           | JH North America Holdings Inc                                                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    704000 | PA      | $698639.74    | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                           | JH North America Holdings Inc                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    905000 | PA      | $902850.44    | 0.08%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                             | JB Poindexter & Co Inc                                                                                                       | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1510052.16   | 0.13%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Heritage-Crystal Clean Inc                         | Heritage-Crystal Clean Inc Term Loan B                                                                                       | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |    684250 | PA      | $686815.95    | 0.06%             | 2030-10-17      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                                                                | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149160 | PA      | $144070.70    | 0.01%             | 2046-01-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                               | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $109145.40    | 0.01%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                          | CUSIP: 46642NAJ5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1376000 | PA      | $932391.36    | 0.08%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                                          | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   3488000 | PA      | $3199490.08   | 0.27%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds             | Jamaica Government International Bonds                                                                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    400000 | PA      | $464600.00    | 0.04%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jennmar Inter III LLC                              | Jennmar Inter III LLC Term Loan B                                                                                            | CUSIP: 47629RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    592500 | PA      | $593427.26    | 0.05%             | 2030-12-16      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                            | K Hovnanian Enterprises Inc                                                                                                  | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643552.00    | 0.05%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                            | K Hovnanian Enterprises Inc                                                                                                  | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    925000 | PA      | $915803.10    | 0.08%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                | KKR Apple Bidco LLC 2025 Term Loan                                                                                           | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    167628 | PA      | $167916.42    | 0.01%             | 2031-09-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                           | Ken Garff Automotive LLC                                                                                                     | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    957000 | PA      | $942819.08    | 0.08%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc                          | Kenan Advantage Group Inc 2024 Term Loan B4                                                                                  | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   2138945 | PA      | $2117021.29   | 0.18%             | 2029-01-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.           | Kestra Advisor Services Holdings A Inc 2024 Repriced Term Loan                                                               | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |    838763 | PA      | $833931.50    | 0.07%             | 2031-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2317841.31   | 0.20%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Knife River HoldCo                                 | Knife River HoldCo Term Loan                                                                                                 | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247500 | PA      | $249046.88    | 0.02%             | 2032-03-08      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners Inc                       | Kodiak Building Partners Inc 2024 Term Loan B                                                                                | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |   1071622 | PA      | $1073047.21   | 0.09%             | 2031-12-04      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                            | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    959000 | PA      | $970020.83    | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                            | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406662.80    | 0.03%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                           | Korn Ferry                                                                                                                   | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1894801.37   | 0.16%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                   | Kronos Acquisition Holdings Inc 2024 Term Loan                                                                               | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1822250 | PA      | $1121576.65   | 0.10%             | 2031-07-08      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                              | Bath & Body Works Inc                                                                                                        | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    437000 | PA      | $419555.57    | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                              | Bath & Body Works Inc                                                                                                        | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    479000 | PA      | $483814.91    | 0.04%             | 2030-10-01      | Fixed         | 6.62%                 | 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        |    446591 | PA      | $360401.10    | 0.03%             | 2031-06-06      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                | LBM Acquisition LLC 2025 Incremental Term Loan                                                                               | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    422875 | PA      | $359367.63    | 0.03%             | 2031-06-06      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                           | LCM Investments Holdings II LLC                                                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1608571.17   | 0.14%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                           | LCM Investments Holdings II LLC                                                                                              | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    262000 | PA      | $272942.43    | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                            | Les Schwab Tire Centers 2025 Term Loan B                                                                                     | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   1575820 | PA      | $1573849.89   | 0.13%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                                                                         | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   1986649 | PA      | $1991118.82   | 0.17%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                            | Crescent Energy Finance LLC                                                                                                  | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    409000 | PA      | $418160.37    | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                                                                          | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1697193.28   | 0.14%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                   | Leeward Renewable Energy Operations LLC                                                                                      | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    838000 | PA      | $787311.39    | 0.07%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    490833 | PA      | $502777.86    | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Libbey Glass Inc                                   | Libbey Glass Inc 2022 Term Loan                                                                                              | CUSIP: 52989XAC7<br>LEI: A7JTTZYG0P336HI4K290 | Long             | LON              | CORP              | US        |   9194164 | PA      | $8791919.40   | 0.75%             | 2027-11-22      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $2787348.00   | 0.24%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    825000 | PA      | $873478.65    | 0.07%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383430.09    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lippert Colipper                                   | Lippert Colipper 2025 Term Loan B                                                                                            | CUSIP: 53631HAG3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | LON              | CORP              | US        |    346507 | PA      | $346939.70    | 0.03%             | 2032-03-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors Inc                                                                                                            | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    514000 | PA      | $508766.71    | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors Inc                                                                                                            | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1101327.14   | 0.09%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors Inc                                                                                                            | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    651000 | PA      | $618709.55    | 0.05%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                        | loanDepot FAMSR Master Trust                                                                                                 | CUSIP: 53949HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $13007335.77  | 1.11%             | 2030-12-19      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                             | LSF12 Helix Parent LLC USD Term Loan B                                                                                       | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |   1075000 | PA      | $1062100.00   | 0.09%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                      | M/I Homes Inc                                                                                                                | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    252000 | PA      | $248941.43    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                      | M/I Homes Inc                                                                                                                | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197124.19    | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                           | MI Windows and Doors LLC 2024 Term Loan B2                                                                                   | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   1252783 | PA      | $1158298.21   | 0.10%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                      | MRP Buyer LLC Term Loan                                                                                                      | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |   1897722 | PA      | $1900093.91   | 0.16%             | 2032-06-04      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                      | MRP Buyer LLC Delayed Draw Term Loan                                                                                         | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    242011 | PA      | $242313.67    | 0.02%             | 2032-06-04      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                    | MV Holding GmbH 2025 USD Term Loan B                                                                                         | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    595511 | PA      | $597744.41    | 0.05%             | 2032-03-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                    | MV Holding GmbH 2025 EUR Term Loan B                                                                                         | CUSIP: 55404TAG7<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1741542.64   | 0.15%             | 2032-03-17      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                    | Madison IAQ LLC                                                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1261996.30   | 0.11%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XXXVII Ltd                                                                                              | CUSIP: 55817FAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $2856724.50   | 0.24%             | 2037-04-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LV Ltd                                                                                                  | CUSIP: 55819FAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2849754.00   | 0.24%             | 2037-07-18      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XXXVI Ltd                                                                                               | CUSIP: 55819NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2499738.00   | 0.21%             | 2035-04-15      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                          | Madison Safety & Flow LLC 2025 1st Lien Term Loan B                                                                          | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    402808 | PA      | $403480.24    | 0.03%             | 2031-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  31036744 | NS      | $31036744.40  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                             | Discovery Global Holdings Inc                                                                                                | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    831000 | PA      | $736473.75    | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                             | Discovery Global Holdings Inc                                                                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    725000 | PA      | $479446.65    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                             | Discovery Global Holdings Inc                                                                                                | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    208000 | PA      | $201370.00    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997000.00   | 0.25%             | 2036-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989676.00    | 0.08%             | 2036-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PMI US BIDCO INC                                   | PMI US BIDCO INC TERM LOAN B                                                                                                 | CUSIP: 56017PAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    581897 | PA      | $584625.64    | 0.05%             | 2033-03-16      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| PMI (Us) Bidco, Inc                                | PMI (Us) Bidco, Inc Delayed Draw Term Loan                                                                                   | CUSIP: 56017PAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93103 | PA      | $93540.11     | 0.01%             | 2033-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                         | MajorDrive Holdings IV LLC Term Loan B                                                                                       | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                         | MajorDrive Holdings IV LLC 2022 Incremental Term Loan B                                                                      | CUSIP: 56085UAC7<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    723293 | PA      | $659461.98    | 0.06%             | 2029-06-01      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| MDVIP INC                                          | MDVIP Inc 2026 Term Loan B                                                                                                   | CUSIP: 56150KAK1<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |    471443 | PA      | $472426.40    | 0.04%             | 2031-10-14      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MARINER WEALTH ADVISORS LLC                        | Mariner Wealth Advisors LLC 2025 Repriced Term Loan B                                                                        | CUSIP: 56846TAJ5<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |    965584 | PA      | $964579.54    | 0.08%             | 2030-12-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                    | Masterbrand Inc                                                                                                              | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1584138.55   | 0.13%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                               | Matador Resources Co                                                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1416268.04   | 0.12%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                               | Matador Resources Co                                                                                                         | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646286.66    | 0.05%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                             | Match Group Holdings II LLC                                                                                                  | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1537505.62   | 0.13%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    423000 | PA      | $418566.27    | 0.04%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1877546.42   | 0.16%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                      | MaxLinear Inc 2021 Term Loan B                                                                                               | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |    285714 | PA      | $275714.27    | 0.02%             | 2028-06-23      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| McAfee LLC                                         | McAfee LLC 2024 EUR Term Loan B                                                                                              | CUSIP: 57906HAC1<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    965306 | PA      | $1031839.49   | 0.09%             | 2029-03-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                        | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2709821 | PA      | $2428677.12   | 0.21%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                                                                    | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1261561.15   | 0.11%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| THE MEN'S WEARHOUSE LLC                            | Men's Wearhouse LLC/The                                                                                                      | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |    820000 | PA      | $842120.32    | 0.07%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                  | Mermaid Bidco Inc 2024 USD Term Loan B                                                                                       | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   1038157 | PA      | $1018691.36   | 0.09%             | 2031-07-03      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                  | Mermaid Bidco Inc 2024 EUR Term Loan B                                                                                       | CUSIP: 59012CAM7<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1127242.93   | 0.10%             | 2031-07-03      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                           | Mavis Tire Express Services Topco Corp                                                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |   2923000 | PA      | $2902184.44   | 0.25%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METROPOLIS TECHNOLOGIES INC                        | Metropolis Technologies Inc 2025 Term Loan B                                                                                 | CUSIP: 59173YAC6<br>LEI: 2549007G4NS5EM5X7O93 | Long             | LON              | CORP              | US        |   1022438 | PA      | $1012852.15   | 0.09%             | 2032-11-03      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Cos Inc/The                                                                                                         | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2309681.13   | 0.20%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                            | Stagwell Global LLC                                                                                                          | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1006270.21   | 0.09%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midwest Physician Administrative Services LLC      | Midwest Physician Administrative Services LLC 2021 Term Loan                                                                 | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |   1292396 | PA      | $1111460.42   | 0.09%             | 2028-03-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                          | Gainwell Acquisition Corp Term Loan B                                                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1445112 | PA      | $1405978.49   | 0.12%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                          | Minerals Technologies Inc 2024 Term Loan B                                                                                   | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    518438 | PA      | $520381.64    | 0.04%             | 2031-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group Inc                                                                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   4839000 | PA      | $4547177.81   | 0.39%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                            | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                      | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1728179.67   | 0.15%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1503154.46   | 0.13%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc                      | Monitronics International Inc 2023 Exit Term Loan                                                                            | CUSIP: 60945HAG9<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |    509113 | PA      | $508636.59    | 0.04%             | 2028-06-30      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| Monogram Food Solutions LLC                        | Monogram Food Solutions LLC Term Loan B                                                                                      | CUSIP: 60976EAH6<br>LEI: 549300RKG7DLLYNXX093 | Long             | LON              | CORP              | US        |    526625 | PA      | $527941.56    | 0.04%             | 2028-08-28      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                           | Moog Inc                                                                                                                     | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    955000 | PA      | $957845.23    | 0.08%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                           | Moog Inc                                                                                                                     | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    760000 | PA      | $764287.63    | 0.06%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2016-UBS12                                                                                    | CUSIP: 61691EAJ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   4488667 | PA      | $2809980.50   | 0.24%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                                  | CUSIP: 61691GAC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1410984.32   | 0.12%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                  | CUSIP: 61766EAL9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   3577365 | PA      | $3114373.84   | 0.26%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                                                                            | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    635000 | PA      | $610693.91    | 0.05%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                  | Motion Finco Sarl                                                                                                            | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    589000 | PA      | $487335.60    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5431000 | PA      | $5386456.57   | 0.46%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                 | Murphy Oil USA Inc                                                                                                           | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560636.44    | 0.05%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N-Able International Holdings II, LLC              | N-Able International Holdings II LLC 2025 Term Loan B                                                                        | CUSIP: 62878KAD6<br>LEI: 254900A8E99QCJOGAZ34 | Long             | LON              | CORP              | US        |    174562 | PA      | $172380.47    | 0.01%             | 2032-11-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    433000 | PA      | $451066.06    | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1425000 | PA      | $1415228.35   | 0.12%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                    | NCL Finance Ltd                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    704000 | PA      | $710397.25    | 0.06%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                           | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    574000 | PA      | $591680.92    | 0.05%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                           | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    910000 | PA      | $938459.34    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    673000 | PA      | $666675.48    | 0.06%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1019963.67   | 0.09%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1349818.18   | 0.11%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1892058.48   | 0.16%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1191065.05   | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    795000 | PA      | $801985.82    | 0.07%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1581309.21   | 0.13%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090652.31   | 0.09%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                     | NCR Atleos LLC 2025 Term Loan B                                                                                              | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    540871 | PA      | $541209.22    | 0.05%             | 2029-04-16      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                    | Natgasoline LLC 2025 Term Loan B                                                                                             | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    511875 | PA      | $516673.83    | 0.04%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ESC CB NATIONAL CINEME                             | ESC CB NATIONAL CINEME                                                                                                       | CUSIP: 635ESCAA4<br>LEI: 5493000MOLIVSOGKEB48 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $0.00         | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                           | National Mentor Holdings Inc                                                                                                 | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1451290.54   | 0.12%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                       | National Mentor Holdings Inc 2025 1st Lien Term Loan B                                                                       | CUSIP: 63689EAX3<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   1433086 | PA      | $1428736.88   | 0.12%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                       | National Mentor Holdings Inc 2025 Delayed Draw Term Loan                                                                     | CUSIP: 63689EAY1<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    614180 | PA      | $612315.80    | 0.05%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                       | National Mentor Holdings Inc 2026 Term Loan B                                                                                | CUSIP: 63689EAZ8<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    490000 | PA      | $488512.85    | 0.04%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                               | Neptune Bidco US Inc                                                                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    545000 | PA      | $546960.91    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                               | Neptune Bidco US Inc 2026 USD Term Loan B                                                                                    | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   1847750 | PA      | $1766449.00   | 0.15%             | 2033-02-03      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                              | NESCO Holdings II Inc                                                                                                        | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1612253.57   | 0.14%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 30 Ltd                                                                                    | CUSIP: 64132MBN7<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2493427.50   | 0.21%             | 2039-01-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 48 Ltd                                                                                    | CUSIP: 64135HAL0<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1898934.00   | 0.16%             | 2036-04-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                 | New Flyer Holdings Inc                                                                                                       | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1334930.45   | 0.11%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                 | Risewell Homes Inc                                                                                                           | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1003548.08   | 0.09%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                | Newfold Digital Holdings Group Inc 2025 Tranche A Term Loan                                                                  | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    412224 | PA      | $303866.98    | 0.03%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                           | NEXSTAR BROADCASTING INC 2026 TERM LOAN B7                                                                                   | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    675000 | PA      | $668250.00    | 0.06%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                             | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1195584.68   | 0.10%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                  | Nexstar Media Inc                                                                                                            | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506055.02   | 0.13%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                  | Nexstar Media Inc                                                                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1683734.08   | 0.14%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                    | Nissan Motor Co Ltd                                                                                                          | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201709.27    | 0.02%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                   | NAB Holdings LLC 2025 Repriced Term Loan B                                                                                   | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1077797 | PA      | $990673.30    | 0.08%             | 2028-11-23      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services Inc                       | Northstar Group Services Inc 2024 Term Loan B                                                                                | CUSIP: 66707RAF4<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |   1697225 | PA      | $1712076.16   | 0.15%             | 2030-05-31      | Floating      | 8.42%                 | 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        |    219477 | PA      | $218380.01    | 0.02%             | 2029-02-01      | Floating      | 9.67%                 | 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        |    894700 | PA      | $598169.59    | 0.05%             | 2029-02-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP CLO 2022-24 Ltd                                                                                                          | CUSIP: 67118YAY9<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1501686.00   | 0.13%             | 2037-10-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   1450000 | PA      | $1442750.00   | 0.12%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                            | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   3631000 | PA      | $3764419.03   | 0.32%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                            | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2817900.54   | 0.24%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | Oaktree CLO 2019-4 Ltd                                                                                                       | CUSIP: 67402CBN5<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003146.00   | 0.17%             | 2037-07-20      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| OceanKey (US) II Corp                              | OceanKey (US) II Corp 2021 Term Loan                                                                                         | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |   1562468 | PA      | $1475555.53   | 0.13%             | 2028-12-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP CLO 2024-32 Ltd                                                                                                          | CUSIP: 67570CAJ1<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4006732.00   | 0.34%             | 2037-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3839044.52   | 0.33%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation               | Olympus Water US Holding Corporation 2024 USD Term Loan                                                                      | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   2020657 | PA      | $1946913.18   | 0.17%             | 2031-06-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                              | ON Semiconductor Corp                                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1490775.39   | 0.13%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1906000 | PA      | $1864161.39   | 0.16%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1014000 | PA      | $1000490.28   | 0.09%             | 2028-01-15      | Fixed         | 4.38%                 | 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        |   2705000 | PA      | $2543917.79   | 0.22%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4674000 | PA      | $4789396.39   | 0.41%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Open Text Corporation                              | Open Text Corporation 2023 Term Loan B                                                                                       | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    466696 | PA      | $457695.57    | 0.04%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                       | Fibercop SpA                                                                                                                 | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    235000 | PA      | $233888.45    | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                             | Option Care Health Inc                                                                                                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1920206.21   | 0.16%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORION ADVISOR SOLUTIONS INC                        | Orion Advisor Solutions Inc 2026 Term Loan B                                                                                 | CUSIP: 68627BAM7<br>LEI: 549300R3BS3HTGTSN386 | Long             | LON              | CORP              | US        |    615668 | PA      | $605921.89    | 0.05%             | 2030-09-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                                | Orion US Finco Inc 1st Lien Term Loan                                                                                        | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    725000 | PA      | $719109.38    | 0.06%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC          | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1000404 | PA      | $1002904.71   | 0.09%             | 2028-10-05      | Floating      | 5.93%                 | 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        |    925000 | PA      | $893019.05    | 0.08%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                           | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $588516.04    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                           | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1538835.05   | 0.13%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                   | Oxbow Carbon LLC 2023 Term Loan B                                                                                            | CUSIP: 69138EBE8<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |    483417 | PA      | $483871.14    | 0.04%             | 2030-05-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| P&L DEV LLC/PLD FIN CORP                           | P&L Development LLC / PLD Finance Corp                                                                                       | CUSIP: 69306RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    924880 | PA      | $920459.07    | 0.08%             | 2029-05-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                        | Pacific Dental Services LLC 2024 Term Loan B                                                                                 | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |   1178705 | PA      | $1180914.76   | 0.10%             | 2031-03-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                            | Nuvei Technologies Corp 2025 Repriced Term Loan B                                                                            | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    519760 | PA      | $510014.34    | 0.04%             | 2031-11-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                         | Paint Intermediate III LLC 2024 Term Loan B                                                                                  | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    871062 | PA      | $868889.20    | 0.07%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | Palmer Square CLO 2019-1 Ltd                                                                                                 | CUSIP: 69700WAL1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1944470.00   | 0.17%             | 2038-08-14      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | Palmer Square CLO 2018-1 Ltd                                                                                                 | CUSIP: 69703PAS8<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2938032.00   | 0.25%             | 2037-04-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                                                                        | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $374360.00    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                                                                        | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    800000 | PA      | $832256.00    | 0.07%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                 | Panama Government International Bond                                                                                         | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    700000 | PA      | $673295.00    | 0.06%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                              | Panther Escrow Issuer LLC                                                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3202000 | PA      | $3214372.53   | 0.27%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings Inc                                                                                                      | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1700414.74   | 0.14%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings Inc                                                                                                      | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $472276.93    | 0.04%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | Patrick Industries Inc                                                                                                       | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1155517.79   | 0.10%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | Patrick Industries Inc                                                                                                       | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    995000 | PA      | $996304.39    | 0.08%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                           | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                                 | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1086478.82   | 0.09%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vision Solutions Inc                               | Vision Solutions Inc 2021 Incremental Term Loan                                                                              | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    406892 | PA      | $316358.75    | 0.03%             | 2028-04-24      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                            | Pebblebrook Hotel Trust                                                                                                      | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |   1800000 | PA      | $1757741.99   | 0.15%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2335190.56   | 0.20%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $962973.12    | 0.08%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1257928.59   | 0.11%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    935000 | PA      | $953069.81    | 0.08%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                           | Perrigo Finance Unlimited Co                                                                                                 | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    588000 | PA      | $379998.82    | 0.03%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                           | Perrigo Finance Unlimited Co                                                                                                 | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2255000 | PA      | $2038197.85   | 0.17%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                                                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    700000 | PA      | $529130.00    | 0.04%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1200000 | PA      | $1026420.00   | 0.09%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                                                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $193300.00    | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $97951.03     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $479247.15    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1002833.00   | 0.09%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $200938.08    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                           | PetSmart LLC / PetSmart Finance Corp                                                                                         | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1608984.00   | 0.14%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                           | PetSmart LLC / PetSmart Finance Corp                                                                                         | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $539367.23    | 0.05%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PFI Lower Midco LLC                                | PFI Lower Midco LLC Term Loan B                                                                                              | CUSIP: 71706PAB8<br>LEI: 549300H3K3S9HXKVDV78 | Long             | LON              | CORP              | US        |    573562 | PA      | $576433.18    | 0.05%             | 2032-12-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds         | Philippines Government International Bonds                                                                                   | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1100000 | PA      | $1093731.69   | 0.09%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds         | Philippines Government International Bonds                                                                                   | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $480899.35    | 0.04%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds         | Philippines Government International Bonds                                                                                   | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $578049.35    | 0.05%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                           | Phoenix Aviation Capital Ltd                                                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   2124000 | PA      | $2139622.02   | 0.18%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                              | Phoenix Guarantor Inc 2024 Term Loan B                                                                                       | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   1558319 | PA      | $1560758.02   | 0.13%             | 2031-02-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                               | Pilgrim's Pride Corp                                                                                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1798345.40   | 0.15%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                           | Plains All American Pipeline LP                                                                                              | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1908500.66   | 0.16%             | 2026-04-30      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                | Planet US Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |   1179000 | PA      | $1180845.60   | 0.10%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                   | Plano HoldCo Inc Term Loan B                                                                                                 | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    594000 | PA      | $481140.00    | 0.04%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                | Recess Holdings Inc 2025 Repriced Term Loan                                                                                  | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1303444 | PA      | $1307224.48   | 0.11%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                              | Playtika Holding Corp 2021 Term Loan B1                                                                                      | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   2103769 | PA      | $1984769.51   | 0.17%             | 2028-03-13      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC USD Term Loan B                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1628496 | PA      | $1437661.08   | 0.12%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC EUR Term Loan B                                                                                            | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    957500 | PA      | $942560.30    | 0.08%             | 2028-06-02      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                                                            | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1189628.66   | 0.10%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                | Artera Services LLC 2024 Term Loan                                                                                           | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    416500 | PA      | $357321.60    | 0.03%             | 2031-02-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                            | Precision Drilling Corp                                                                                                      | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    932000 | PA      | $939442.95    | 0.08%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                           | Pregis TopCo Corporation 2025 Refinancing Term Loan                                                                          | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    609716 | PA      | $609716.24    | 0.05%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                           | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                         | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1716016.35   | 0.15%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                           | Proampac PG Borrower LLC 2026 USD Term Loan B                                                                                | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1775000 | PA      | $1718643.75   | 0.15%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                           | PROAMPAC PG BORROWER LLC 2026 EUR TERM LOAN B                                                                                | CUSIP: 74274NAN3<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1142846.91   | 0.10%             | 2033-03-07      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                        | Project Boost Purchaser LLC 2025 Refinancing Term Loan                                                                       | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |   1112344 | PA      | $1074530.21   | 0.09%             | 2031-07-16      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                 | Project Ruby Ultimate Parent Corp 2025 Term Loan B                                                                           | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   1003143 | PA      | $999802.36    | 0.08%             | 2028-03-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                       | Cloudera Inc 2021 Term Loan                                                                                                  | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   2248403 | PA      | $2013725.70   | 0.17%             | 2028-10-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                       | Cloudera Inc 2021 Second Lien Term Loan                                                                                      | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    775000 | PA      | $603209.63    | 0.05%             | 2029-10-08      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                     | Proofpoint Inc 2025 Repriced Term Loan                                                                                       | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   2394875 | PA      | $2322035.33   | 0.20%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Spectris Plc                                       | Spectris Plc USD Term Loan                                                                                                   | CUSIP: 74352DAB6<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | LON              | CORP              | US        |    400000 | PA      | $401250.00    | 0.03%             | 2032-12-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                               | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    309000 | PA      | $316539.60    | 0.03%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                               | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     31000 | PA      | $29643.75     | 0.00%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                               | Quartz Acquireco LLC 2025 Term Loan B                                                                                        | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    731250 | PA      | $612421.88    | 0.05%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                              | Quikrete Holdings Inc 2024 Term Loan B2                                                                                      | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2088870 | PA      | $2089465.33   | 0.18%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                              | Quikrete Holdings Inc 2025 Term Loan B                                                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1334510 | PA      | $1333675.99   | 0.11%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                              | Quikrete Holdings Inc 2025 Term Loan B1                                                                                      | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1298425 | PA      | $1298054.73   | 0.11%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                           | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                          | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2509158.21   | 0.21%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $2056904.33   | 0.17%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2257457.72   | 0.19%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                             | Rackspace Finance LLC 2024 First Lien First Out Term Loan                                                                    | CUSIP: 75008UAC1<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Radnet Management Inc                              | Radnet Management Inc 2024 1st Lien Term Loan B                                                                              | CUSIP: 75049EAR5<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |    712312 | PA      | $714339.03    | 0.06%             | 2031-04-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                     | Raven Acquisition Holdings LLC Term Loan B                                                                                   | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1501500 | PA      | $1474818.34   | 0.13%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                     | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                                        | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108333 | PA      | $106408.25    | 0.01%             | 2031-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                             | Real Hero Merger Sub 2 Inc                                                                                                   | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2173000 | PA      | $880923.34    | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                       | RealPage Inc 1st Lien Term Loan                                                                                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1345625 | PA      | $1292176.78   | 0.11%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                       | RealPage Inc 2024 Incremental Term Loan                                                                                      | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    445500 | PA      | $433863.54    | 0.04%             | 2028-04-24      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                               | Newly Weds Foods Inc Term Loan B                                                                                             | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   1191000 | PA      | $1191744.38   | 0.10%             | 2032-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                              | Resilience Parent LLC 1st Lien Term Loan                                                                                     | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1475000 | PA      | $1469240.13   | 0.12%             | 2033-02-28      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| RELATIVITY ODA LLC                                 | Relativity ODA LLC 2026 Term Loan B                                                                                          | CUSIP: 75944WAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $297187.50    | 0.03%             | 2033-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    400000 | PA      | $367960.00    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1200000 | PA      | $1226580.00   | 0.10%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                             | Ritchie Bros Holdings Inc                                                                                                    | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1147420.10   | 0.10%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                             | Ritchie Bros Holdings Inc                                                                                                    | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    422000 | PA      | $437635.52    | 0.04%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                            | Rivers Enterprise Borrower LLC                                                                                               | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1227615.28   | 0.10%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                     | Rocket Cos Inc                                                                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1272407.22   | 0.11%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                     | Rocket Cos Inc                                                                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1912668.66   | 0.16%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                | Rocket Software Inc 2023 USD Term Loan B                                                                                     | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    223312 | PA      | $214706.04    | 0.02%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                           | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                          | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $201853.58    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                           | Roller Bearing Co of America Inc                                                                                             | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1471900.26   | 0.13%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC   | Roper Industrial Products Investment Company LLC 2026 USD Term Loan B                                                        | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    982127 | PA      | $983285.87    | 0.08%             | 2029-11-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC   | Roper Industrial Products Investment Company LLC 2026 EUR Term Loan B                                                        | CUSIP: 77669LAM5<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    983853 | PA      | $1139676.77   | 0.10%             | 2029-11-22      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                           | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1234375 | PA      | $1234375.00   | 0.10%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                     | Ryan Specialty LLC                                                                                                           | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1382859.10   | 0.12%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                       | SM Energy Co                                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1093378.43   | 0.09%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                              | SS&C Technologies Inc                                                                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    517000 | PA      | $517735.69    | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                       | First Advantage Holdings LLC 2025 Repriced Term Loan B                                                                       | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   2133661 | PA      | $2082101.50   | 0.18%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                 | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                         | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    860055 | PA      | $850378.99    | 0.07%             | 2031-12-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                             | Sable International Finance Ltd                                                                                              | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    822000 | PA      | $812763.93    | 0.07%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                     | Sabre GLBL Inc 2024 Term Loan B1                                                                                             | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    529659 | PA      | $420252.91    | 0.04%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc 2025 Term Loan B1                                                                                             | CUSIP: 78571YBM1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    100740 | PA      | $79899.13     | 0.01%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Salas O'Brien Inc                                  | Salas O'Brien Inc Term Loan                                                                                                  | CUSIP: 79400JAL2<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |    287857 | PA      | $287857.13    | 0.02%             | 2033-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien Inc                                  | Salas O'Brien Inc Delayed Draw Term Loan                                                                                     | CUSIP: 79400JAM0<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |     37143 | PA      | $37142.86     | 0.00%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                           | Science Applications International Corp                                                                                      | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1464593.44   | 0.12%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                           | Science Applications International Corp                                                                                      | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1030659.46   | 0.09%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                       | Scientific Games Holdings LP 2022 EUR Term Loan B                                                                            | CUSIP: 80875CAC1<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1133455.62   | 0.10%             | 2029-04-04      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd            | SEAGATE DATA STORAGE TECH                                                                                                    | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2300015 | PA      | $2558267.58   | 0.22%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                       | Seaspan Corp                                                                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   1911000 | PA      | $1792341.84   | 0.15%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc            | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1190637 | PA      | $1170652.63   | 0.10%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                         | Select Medical Corporation 2024 Term Loan B                                                                                  | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    962812 | PA      | $957998.44    | 0.08%             | 2031-12-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                   | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    627000 | PA      | $600144.59    | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                           | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1540911.95   | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                           | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408281.60    | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                          | Serta Simmons Bedding LLC 2023 New Term Loan                                                                                 | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   3584190 | PA      | $3372722.70   | 0.29%             | 2028-06-29      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                          | Serta Simmons Bedding LLC 2024 Priority Term Loan                                                                            | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    389112 | PA      | $366154.59    | 0.03%             | 2028-06-29      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                            | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1029828.88   | 0.09%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                | Shift4 Payments LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 82453JAC2<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    249375 | PA      | $249141.83    | 0.02%             | 2032-07-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                           | Air Comm Corporation LLC 2025 Term Loan                                                                                      | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |   1443841 | PA      | $1449255.07   | 0.12%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                           | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                                         | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     70385 | PA      | $70648.56     | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                           | Sinclair Television Group Inc                                                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1360397.50   | 0.12%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                         | Sixth Street CLO XXI Ltd                                                                                                     | CUSIP: 83011PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1968244.00   | 0.17%             | 2037-10-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                     | Skillsoft Corp                                                                                                               | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |      7153 | NS      | $30686.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                                                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1857102.24   | 0.16%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                               | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2228109.75   | 0.19%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                               | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1026998.10   | 0.09%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                           | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                  | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2264000 | PA      | $1967723.90   | 0.17%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                           | Speedway Motorsports LLC / Speedway Funding II Inc                                                                           | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1445170.34   | 0.12%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                           | SPGN Trust 2026-TFLM                                                                                                         | CUSIP: 847946AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9730000 | PA      | $9790617.51   | 0.83%             | 2041-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                           | SPGN Trust 2026-TFLM                                                                                                         | CUSIP: 847946AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5012853.50   | 0.43%             | 2041-02-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Spring Education Group Inc                         | Spring Education Group Inc Term Loan                                                                                         | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1329499 | PA      | $1320943.43   | 0.11%             | 2030-10-04      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1233848.48   | 0.10%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1363551.23   | 0.12%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                           | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3056710.40   | 0.26%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                           | Standard Building Solutions Inc                                                                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    670000 | PA      | $670939.34    | 0.06%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries Inc/NY                                                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1677908.15   | 0.14%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries Inc/NY                                                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2098098.20   | 0.18%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                            | SolarWinds Holdings Inc 2025 Term Loan                                                                                       | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   2039750 | PA      | $1738886.88   | 0.15%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                 | Stonebriar ABF Issuer LLC                                                                                                    | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1375628.31   | 0.12%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                              | Stonepeak Nile Parent LLC                                                                                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    697000 | PA      | $726972.39    | 0.06%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc    | Student Transportation of America Holdings Inc 2025 Term Loan                                                                | CUSIP: 86388BAE6<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    895500 | PA      | $899140.21    | 0.08%             | 2032-06-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                                    | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    824000 | PA      | $776136.64    | 0.07%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2221719.46   | 0.19%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                                                    | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4664453.09   | 0.40%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1157906.76   | 0.10%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                                                    | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    376000 | PA      | $363575.98    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                                                    | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1445521.55   | 0.12%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                             | Sunoco LP / Sunoco Finance Corp                                                                                              | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1632135.01   | 0.14%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                           | Cornerstone OnDemand Inc 2021 Term Loan                                                                                      | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   1299375 | PA      | $953826.03    | 0.08%             | 2028-10-16      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                            | Superior Plus LP / Superior General Partner Inc                                                                              | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1532000 | PA      | $1465595.46   | 0.12%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                        | Surgery Center Holdings Inc 2025 Term Loan B                                                                                 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    923777 | PA      | $925222.85    | 0.08%             | 2030-12-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                            | Surgery Center Holdings Inc                                                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1372858.91   | 0.12%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                           | Suriname Government International Bond                                                                                       | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    278000 | PA      | $281822.50    | 0.02%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                           | Suriname Government International Bond                                                                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   1171000 | PA      | $1208302.21   | 0.10%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Synechron Inc                                      | Synechron Inc Term Loan B                                                                                                    | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |   1090119 | PA      | $1004272.44   | 0.09%             | 2031-10-03      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                           | Synergy Infrastructure Holdings LLC                                                                                          | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1369242.82   | 0.12%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                   | TKC Holdings Inc                                                                                                             | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1417708.23   | 0.12%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                   | TKC Holdings Inc                                                                                                             | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $376770.16    | 0.03%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp/DE                                                                                                    | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1318712.85   | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                               | Taylor Morrison Communities Inc                                                                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521073.80    | 0.04%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                           | Team Health Holdings Inc                                                                                                     | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1737826 | PA      | $1799840.32   | 0.15%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                           | Team Health Holdings Inc                                                                                                     | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    951000 | PA      | $939485.43    | 0.08%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HLDG INC                             | TEAM Services Holding Inc                                                                                                    | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $834100.54    | 0.07%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                | Somnigroup International Inc                                                                                                 | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    968000 | PA      | $931562.25    | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                | Somnigroup International Inc                                                                                                 | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1758136.62   | 0.15%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                       | Somnigroup International Inc Term Loan B                                                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   1311954 | PA      | $1318513.52   | 0.11%             | 2031-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1606407.34   | 0.14%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1118232.89   | 0.10%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    187000 | PA      | $181234.17    | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486065.28    | 0.04%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    925000 | PA      | $917106.70    | 0.08%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                  | Terex Corporation 2025 Term Loan                                                                                             | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |   2351295 | PA      | $2357913.41   | 0.20%             | 2031-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                           | TerraForm Power Operating LLC                                                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1481274.16   | 0.13%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                            | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3621000 | PA      | $2688578.38   | 0.23%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                            | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1125000 | PA      | $1155352.50   | 0.10%             | 2032-12-01      | Fixed         | 6.00%                 | 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        |   1994987 | PA      | $1831109.22   | 0.16%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1238272.12   | 0.11%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC               | Tidal Waste & Recycling Holdings LLC Term Loan B                                                                             | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    718125 | PA      | $719830.23    | 0.06%             | 2031-10-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                      | TopBuild Corp                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1441563.55   | 0.12%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                            | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                    | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1419000 | PA      | $1254856.04   | 0.11%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                    | Trans Union LLC 2024 Term Loan B9                                                                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    653197 | PA      | $650708.48    | 0.06%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                     | TransAlta Corp                                                                                                               | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |   1230000 | PA      | $1225442.08   | 0.10%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1739160.41   | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1836262.68   | 0.16%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662943.44    | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1067070.40   | 0.09%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369325.62    | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1475159.03   | 0.13%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                      | TransDigm Inc 2023 Term Loan J                                                                                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4495615 | PA      | $4501279.33   | 0.38%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                      | TransDigm Inc 2025 Term Loan K                                                                                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1303248 | PA      | $1304727.02   | 0.11%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                           | Transocean International Ltd                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    245000 | PA      | $261951.55    | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                           | Transocean International Ltd                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    494900 | PA      | $516236.62    | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                           | Transocean International Ltd                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1249000 | PA      | $1291314.87   | 0.11%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                | TREEHOUSE FOODS INC 2026 TERM LOAN B                                                                                         | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    875000 | PA      | $872086.25    | 0.07%             | 2033-02-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                 | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                 | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    971516 | PA      | $745196.75    | 0.06%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                 | Tronox Finance LLC 2024 Term Loan B1                                                                                         | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    469074 | PA      | $382588.79    | 0.03%             | 2029-04-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                | Turquoise Topco Ltd Term Loan B                                                                                              | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1068380.50   | 0.09%             | 2032-12-30      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                                | RealTruck Group Inc 2023 Incremental Term Loan                                                                               | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    661500 | PA      | $459190.15    | 0.04%             | 2028-01-31      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                   | Trucordia Insurance Holdings LLC Term Loan B                                                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    870625 | PA      | $805328.13    | 0.07%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                      | Truist Insurance Holdings LLC 2024 Term Loan B                                                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275806 | PA      | $272618.13    | 0.02%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                            | UKG Inc 2024 Term Loan B                                                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3558560 | PA      | $3405328.46   | 0.29%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| X Corp.                                            | X Corp Term Loan                                                                                                             | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                            | UGI Energy Services LLC 2024 Term Loan B                                                                                     | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |   1439035 | PA      | $1443870.46   | 0.12%             | 2030-02-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                       | US Foods Inc                                                                                                                 | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1813907.62   | 0.15%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENVISION PARENT INC                                | ENVISION PARENT INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146518 | NS      | $2549413.20   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MALLINCKRODT INT FINANCE S.A.                      | MALLINCKRODT INT FINANCE S.A.                                                                                                | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | EC               | CORP              | US        |     31584 | NS      | $2684640.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust             | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                                               | CUSIP: 90349GAS4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |   3764280 | PA      | $3500593.10   | 0.30%             | 2046-04-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| US Anesthesia Partners Inc                         | US Anesthesia Partners Inc 2021 Term Loan                                                                                    | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   1455178 | PA      | $1457652.01   | 0.12%             | 2028-10-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| USI Inc                                            | USI Inc 2024 Term Loan D                                                                                                     | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   2983968 | PA      | $2980864.60   | 0.25%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                   | UWM Holdings LLC                                                                                                             | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $429550.42    | 0.04%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                   | UWM Holdings LLC                                                                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1507663.18   | 0.13%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                            | US Acute Care Solutions LLC                                                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2123219.99   | 0.18%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A UNIFIN FIN                             | ESC GCB144A UNIFIN FIN                                                                                                       | CUSIP: 904ESCAJ9<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    620000 | PA      | $0.00         | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESC GCB144A UNIFIN FIN                             | ESC GCB144A UNIFIN FIN                                                                                                       | CUSIP: 904ESCAK6<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    620000 | PA      | $0.00         | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                           | United Airlines Holdings Inc                                                                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460866.35    | 0.04%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $467187.50    | 0.04%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $627160.00    | 0.05%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $759000.00    | 0.06%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $398360.00    | 0.03%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                                                                         | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $200970.00    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    519000 | PA      | $516748.33    | 0.04%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    264000 | PA      | $263788.48    | 0.02%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    500000 | PA      | $498892.47    | 0.04%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    167000 | PA      | $166512.38    | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3550000 | PA      | $3527232.89   | 0.30%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                           | United Wholesale Mortgage LLC                                                                                                | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    480000 | PA      | $449726.93    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                            | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                              | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $723632.55    | 0.06%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                            | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                              | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1165965.68   | 0.10%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472657.85    | 0.04%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1109743.53   | 0.09%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PG INVESTMENT COMPANY 59 SA RL                     | PG Investment Company 59 Sa rl 2025 Repriced Term Loan B                                                                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |   1383366 | PA      | $1385468.30   | 0.12%             | 2031-03-26      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                | VM Consolidated Inc                                                                                                          | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1613016.20   | 0.14%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                            | VZ Secured Financing BV                                                                                                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    546000 | PA      | $468561.37    | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Highspring Holdings LLC                            | Highspring Holdings LLC 2022 Term Loan                                                                                       | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    263312 | PA      | $172717.20    | 0.01%             | 2029-01-22      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                      | Valvoline Inc                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1268978.71   | 0.11%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                 | Varsity Brands Inc 2025 1st Lien Term Loan                                                                                   | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |   1246875 | PA      | $1243178.02   | 0.11%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    297000 | PA      | $142560.00    | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     41000 | PA      | $21012.50     | 0.00%             | 2018-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     49000 | PA      | $23030.00     | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    877000 | PA      | $912514.41    | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1755760.43   | 0.15%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    355000 | PA      | $381439.69    | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1187225.92   | 0.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                               | Verifone Systems Inc 2025 Term Loan                                                                                          | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    555747 | PA      | $524764.45    | 0.04%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                            | Versant Media Group Inc                                                                                                      | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1326366.20   | 0.11%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                       | Victory Capital Holdings Inc 2025 Term Loan                                                                                  | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |   1019875 | PA      | $1018727.64   | 0.09%             | 2032-09-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                           | Viking Baked Goods Acquisition Corp                                                                                          | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    882000 | PA      | $874956.52    | 0.07%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   3054000 | PA      | $2710817.74   | 0.23%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                    | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1120000 | PA      | $968478.90    | 0.08%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                        | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1692805.99   | 0.14%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    939000 | PA      | $917241.61    | 0.08%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1454930.00   | 0.12%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                    | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    954000 | PA      | $932809.08    | 0.08%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                      | VistaJet Malta Finance PLC 2025 Term Loan B                                                                                  | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |   1369000 | PA      | $1357240.29   | 0.12%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                   | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1830000 | PA      | $1576419.24   | 0.13%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                             | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    441000 | PA      | $423270.00    | 0.04%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                      | VoltaGrid LLC                                                                                                                | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2619336.92   | 0.22%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2015-3 Ltd                                                                                                          | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2749737.00   | 0.23%             | 2031-10-20      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2024-2 Ltd                                                                                                          | CUSIP: 92920HAJ5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004948.00   | 0.17%             | 2037-07-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                                                                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3277537.05   | 0.28%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC Repriced Term Loan B                                                                                      | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    870630 | PA      | $865824.58    | 0.07%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                               | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153512.55    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                 | WR Grace & Co-Conn 2025 Term Loan B                                                                                          | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    646750 | PA      | $646213.20    | 0.05%             | 2032-08-19      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                | WEC US Holdings Ltd 2024 Term Loan                                                                                           | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   3004250 | PA      | $3002372.34   | 0.26%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                  | WBI Operating LLC                                                                                                            | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1439488.05   | 0.12%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                  | WBI Operating LLC                                                                                                            | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1231388.20   | 0.10%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                      | LUXCO3 SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4776 | NS      | $81287.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                              | Walker & Dunlop Inc 2025 Term Loan B                                                                                         | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    719562 | PA      | $720461.95    | 0.06%             | 2032-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds             | Lebanon Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     29000 | PA      | $6908.09      | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ameriforge Group Inc.                              | Ameriforge Group Inc.                                                                                                        | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | EC               | CORP              | US        |     29751 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    158000 | PA      | $38349.29     | 0.00%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                   | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                   | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1073723 | PA      | $1066400.50   | 0.09%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                   | Wand NewCo 3 Inc                                                                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2264992.78   | 0.19%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING INC                          | SERTA SIMMONS BEDDING INC                                                                                                    | CUSIP: 937BQA905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246099 | NS      | $2061202.17   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL INC                      | MONITRONICS INTERNATIONAL INC                                                                                                | CUSIP: 937BQB903<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |     26092 | NS      | $247874.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                           | Tanzania 10 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |   1519377 | PA      | $1564958.43   | 0.13%             | 2031-04-28      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| IGT Holding IV AB                                  | IGT Holding IV AB 2021 EUR Term Loan B1A                                                                                     | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1149747.33   | 0.10%             | 2028-03-31      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Synlab Bondco Plc                                  | Synlab Bondco Plc 2020 EUR Term Loan B4                                                                                      | CUSIP: 000000000<br>LEI: 5493007KBBOGQWJ10272 | Long             | LON              | CORP              | GB        |    500000 | PA      | $578234.30    | 0.05%             | 2027-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Phillips Feed Service Inc                          | Phillips Feed Service Inc 2020 Term Loan                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102989 | PA      | $63163.15     | 0.01%             | 2026-11-13      | Floating      | 10.77%                | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     42000 | PA      | $10027.50     | 0.00%             | 2024-12-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                           | Watco Cos LLC / Watco Finance Corp                                                                                           | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2575127.48   | 0.22%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc                                   | DexKo Global Inc 2021 EUR Term Loan B                                                                                        | CUSIP: 25213YAW5<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    315855 | PA      | $351693.98    | 0.03%             | 2028-10-04      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS PET HOLDING CORP                          | PHILLIPS PET HOLDING CORP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zephyr German BidCo GmbH                           | Zephyr German BidCo GmbH EUR Term Loan B1                                                                                    | CUSIP: 000000000<br>LEI: 529900TJ6NYOFABGF758 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1735162.35   | 0.15%             | 2028-03-10      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                      | GEE ACQUISITION HOLDINGS CORP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37259 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rainbow Finco Sa rl                                | Rainbow Finco Sa rl EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1160040.18   | 0.10%             | 2029-02-23      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                           | Weatherford International Ltd                                                                                                | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    825000 | PA      | $843495.68    | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                        | SERTA SSB EQUIPMENT COMPANY                                                                                                  | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246099 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2015-C31                                                                               | CUSIP: 94989WBB2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   2475000 | PA      | $2245618.24   | 0.19%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                               | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1767038.42   | 0.15%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                               | CUSIP: 95000MAC5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1114269.75   | 0.09%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    915000 | PA      | $920625.91    | 0.08%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1883405.83   | 0.16%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    854000 | PA      | $875162.12    | 0.07%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1014523.89   | 0.09%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373699.09    | 0.03%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEGLETES B.V.                                      | AEGLETES B.V.                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11215 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ammeraal Beltech Holding BV                        | Ammeraal Beltech Holding BV 2023 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 724500HW03Y0R2FX0U51 | Long             | LON              | CORP              | NL        |    942156 | PA      | $932944.71    | 0.08%             | 2028-12-30      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| JPM Lending Facility                               | JPM Lending Facility                                                                                                         | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $8286646.50   | 0.70%             | 2029-07-15      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| RANGE RED ACQ LLC (ROBERTSHAW                      | RANGE RED ACQ LLC (ROBERTSHAW                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $715681.68    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| COHESITY GLOBAL INC                                | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6910 | NS      | $136472.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                      | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |    487000 | PA      | $574660.00    | 0.05%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT INTERMEDIATECO B.V.                         | SPRINT INTERMEDIATECO B.V.                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6079 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPRINT INTERMEDIATECO B.V.                         | SPRINT INTERMEDIATECO B.V.                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     16949 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COHESITY GLOBAL INC                                | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10002 | NS      | $197539.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVIVA LLC                                         | ENVIVA LLC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     33067 | NS      | $620006.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                | White Cap Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1593320 | PA      | $1536167.61   | 0.13%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                           | White Cap Supply Holdings LLC                                                                                                | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1649300.51   | 0.14%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Befesa S.A.                                        | Befesa SA 2019 EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1161814.41   | 0.10%             | 2029-07-09      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| LG PARENT HOLDCO(LIBBEYGLASS)                      | LG PARENT HOLDCO(LIBBEYGLASS)                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166175 | NS      | $488139.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                           | Windsor Holdings III LLC                                                                                                     | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |   2847000 | PA      | $2952683.49   | 0.25%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                           | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    629619 | PA      | $621553.92    | 0.05%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                           | Windsor Holdings III LLC 2025 EUR Term Loan B                                                                                | CUSIP: 97360BAJ4<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    500000 | PA      | $569620.33    | 0.05%             | 2030-08-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                           | Windstream Services LLC / Windstream Escrow Finance Corp                                                                     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $232175.81    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                 | Uniti Services LLC                                                                                                           | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2956722.05   | 0.25%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                              | WireCo WorldGroup Inc 2023 Term Loan B                                                                                       | CUSIP: 97654QAK3<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |    427113 | PA      | $426756.57    | 0.04%             | 2028-11-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                   | WULF Compute LLC                                                                                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1101722.23   | 0.09%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                       | Wyndham Hotels & Resorts Inc 2024 Term Loan                                                                                  | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    755727 | PA      | $759346.64    | 0.06%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                             | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1162588.50   | 0.10%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                             | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    760000 | PA      | $800466.96    | 0.07%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                             | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    765000 | PA      | $808676.96    | 0.07%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                    | Yum! Brands Inc                                                                                                              | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    603000 | PA      | $557388.19    | 0.05%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                            | Zayo Group Holdings Inc 2025 EUR Term Loan                                                                                   | CUSIP: 98919XAJ0<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-03-11      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                 | Zegona Finance PLC                                                                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   2674000 | PA      | $2809272.31   | 0.24%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                            | Zekelman Industries Inc 2024 Term Loan B                                                                                     | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |   1075190 | PA      | $1078163.25   | 0.09%             | 2031-01-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                           | Ziggo BV                                                                                                                     | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    628000 | PA      | $587056.97    | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KENNOVA THERAPEUTICS.                              | KENNOVA THERAPEUTICS.                                                                                                        | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | US        |       280 | NS      | $24640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITYBREWING TOPCO, LLC                             | CITYBREWING TOPCO, LLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     66096 | NS      | $348986.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Mortgage Trust                     | Bank of America Mortgage Trust                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2032882 | PA      | $2044367.38   | 0.17%             | 2028-06-16      | Variable      | 12.35%                | No            |                  2 | On Loan: No      |
| PAR HEALTH, INC. PVE                               | PAR HEALTH, INC. PVE                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31864 | NS      | $203133.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDHILL CLO 5                                     | WINDHILL CLO 5                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9059500 | PA      | $9233886.32   | 0.78%             | 2035-10-22      | Variable      | 13.00%                | No            |                  2 | On Loan: No      |
| Bank of America Mortgage Trust                     | Bank of America Mortgage Trust                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4985324 | PA      | $5036537.95   | 0.43%             | 2027-09-10      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| APEX TOOL ULTIMATEHOLDINGSLLC                      | APEX TOOL ULTIMATEHOLDINGSLLC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18422 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW BLACKBOARD, LLC                                | NEW BLACKBOARD, LLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13024 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW BLACKBOARD, LLC                                | NEW BLACKBOARD, LLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11615 | NS      | $213599.85    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| QXO INC                                            | QXO INC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       276 | NS      | $2760000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                        | Long: BEV4V9AX0 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   2041000 | OU      | $-21264.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: S92XVTUE9 CDS USD R F  1.00000 Z92XVTUG4 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT Z92XVTUF6 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    158000 | OU      | $-9856.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIDYNLX1 CDS USD R F  7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |   4437800 | OU      | $4983.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $720.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    173000 | OU      | $-375.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     91000 | OU      | $-197.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    462000 | OU      | $-6569.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIF9ER00 CDS USD R F  1.00000 BMIF9ER18 CORPORATE / Short: BMIF9ER00 CDS USD P V 03MEVENT BMIF9ER26 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     92000 | OU      | $-1308.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Long: BMIFA9JN8 CDS USD R F  1.00000 BMIFA9JN8_FEE CORPORATE / Short: BMIFA9JN8 CDS USD P V 03MEVENT BMIFA9JN8_PRO CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    175000 | OU      | $-2391.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIFD3UV7 CDS USD R F  1.00000 BMIFD3UW5 CORPORATE / Short: BMIFD3UV7 CDS USD P V 03MEVENT BMIFD3UX3 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    721000 | OU      | $-10253.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                            | Long: BMIFNBTB4 CDS USD R F  5.50000 / Short: BMIFNBTB4 CDS USD P V 01MEVENT                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |   8500000 | OU      | $-119085.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INNIO GROUP HOLDING GMBH                           | INNIO Group Holding GmbH 2026 EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | AT        |    578210 | PA      | $668253.94    | 0.06%             | 2031-11-02      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     69000 | PA      | $16468.58     | 0.00%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     72000 | PA      | $17254.80     | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     49000 | PA      | $12053.02     | 0.00%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    365000 | PA      | $88853.49     | 0.01%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     63000 | PA      | $15440.04     | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1029936 | PA      | $311864.62    | 0.03%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $163250.12    | 0.01%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                             | Egypt Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $433808.32    | 0.04%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     49000 | PA      | $11743.37     | 0.00%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                             | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    300000 | PA      | $297056.96    | 0.03%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    154000 | PA      | $134403.50    | 0.01%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                             | Egypt Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $435904.06    | 0.04%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ABENGOA ABENEWCO TWO                               | Abengoa Abenewco 2 SA                                                                                                        | CUSIP: 000000000<br>LEI: 9598003HU5TEDMWEKB27 | Long             | DBT              | CORP              | ES        |    377752 | PA      | $0.00         | 0.00%             | 2024-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ABENGOA ABENEWCO TWO                               | Abengoa Abenewco 2 SA                                                                                                        | CUSIP: 000000000<br>LEI: 9598003HU5TEDMWEKB27 | Long             | DBT              | CORP              | ES        |    377752 | PA      | $0.00         | 0.00%             | 2024-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $411867.39    | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                                                                            | CUSIP: 000000000<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $109290.41    | 0.01%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                   | Mobico Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119335.34    | 0.01%             | 2028-11-20      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds              | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $198037.45    | 0.02%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds              | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    600000 | PA      | $523248.71    | 0.04%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28000 | PA      | $19739.70     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                  | Gabon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    400000 | PA      | $335054.88    | 0.03%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VF CORP                                            | VF Corp                                                                                                                      | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    478000 | PA      | $507130.42    | 0.04%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    244000 | PA      | $59206.60     | 0.01%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    283000 | PA      | $250019.58    | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $983902.61    | 0.08%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bonds              | Jordan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    468000 | PA      | $461550.58    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                             | TK Elevator Midco GmbH                                                                                                       | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     99273 | PA      | $114755.55    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds             | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    262423 | PA      | $231766.75    | 0.02%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds             | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $157000.00    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    315000 | PA      | $262158.75    | 0.02%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                   | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $124386.50    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    650000 | PA      | $724558.89    | 0.06%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| RENAULT SA                                         | Renault SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115353.54    | 0.01%             | 2026-05-25      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bonds                         | Serbia International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    450000 | PA      | $389393.42    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Morocco Government International Bonds             | Morocco Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    365000 | PA      | $313940.12    | 0.03%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    152000 | PA      | $165892.82    | 0.01%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    683000 | PA      | $712747.05    | 0.06%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $184517.44    | 0.02%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    300000 | PA      | $329134.57    | 0.03%             | 2029-03-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                             | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    190000 | PA      | $198778.93    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Pakistan Government International Bonds            | Pakistan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $370742.54    | 0.03%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                            | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    650000 | PA      | $836101.84    | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                   | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111574.83    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OHL OPERACIONES SA                                 | OHL Operaciones SA                                                                                                           | CUSIP: 000000000<br>LEI: 959800P4NZ87GY0BVB62 | Long             | DBT              | CORP              | ES        |    291058 | PA      | $310205.90    | 0.03%             | 2029-12-31      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57000 | PA      | $58310.04     | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $162475.39    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $339678.50    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    979000 | PA      | $860923.77    | 0.07%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $186531.76    | 0.02%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                             | BCP V Modular Services Finance PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $96868.52     | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SAS                                                                                                            | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116397.13    | 0.01%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                               | Teva Pharmaceutical Finance Netherlands II BV                                                                                | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    592000 | PA      | $686500.33    | 0.06%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                               | Telefonica Europe BV                                                                                                         | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $224998.04    | 0.02%             | 2028-02-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                             | B&M European Value Retail plc                                                                                                | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $374963.79    | 0.03%             | 2028-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    200000 | PA      | $223577.45    | 0.02%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                              | UGI International LLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161015.33    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                             | Odido Group Holding BV                                                                                                       | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $386444.17    | 0.03%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                                           | Bayer AG                                                                                                                     | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $345943.69    | 0.03%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds              | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    250000 | PA      | $243079.47    | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $200719.58    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    700000 | PA      | $730442.32    | 0.06%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ENEL SPA                                           | Enel SpA                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $374368.48    | 0.03%             | 2031-04-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DELIVERY HERO AG                                   | Delivery Hero SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $323627.00    | 0.03%             | 2030-02-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                               | Teva Pharmaceutical Finance Netherlands II BV                                                                                | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    395000 | PA      | $532169.98    | 0.05%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    320000 | PA      | $379313.97    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                           | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    472500 | PA      | $566193.09    | 0.05%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           |                  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        |    700000 | PA      | $826124.20    | 0.07%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                            | Dana Financing Luxembourg Sarl                                                                                               | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120499.00    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $555555.43    | 0.05%             | 2086-08-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                | Cirsa Finance International Sarl                                                                                             | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118313.29    | 0.01%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                 | Cellnex Telecom SA                                                                                                           | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $485934.41    | 0.04%             | 2030-08-11      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                             | Volkswagen International Finance NV                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $256470.66    | 0.02%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| REXEL SA                                           | Rexel SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $177267.77    | 0.02%             | 2030-09-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                              | EG Global Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $391435.14    | 0.03%             | 2028-11-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                             | B&M European Value Retail plc                                                                                                | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $269599.47    | 0.02%             | 2030-11-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    800000 | PA      | $780661.42    | 0.07%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                | New Immo Holding SA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $339091.06    | 0.03%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WEPA HYGIENEPRODUKTE GMB                           | WEPA Hygieneprodukte GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |    660000 | PA      | $768939.52    | 0.07%             | 2031-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds         | Ivory Coast Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    491000 | PA      | $505030.20    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                                    | United Group BV                                                                                                              | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $140007.74    | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109469.15    | 0.01%             | 2029-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $196592.93    | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| TUI AG                                             | TUI AG                                                                                                                       | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $692258.08    | 0.06%             | 2029-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORVIA SE                                          | Forvia SE                                                                                                                    | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    223000 | PA      | $255871.48    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                       | Casino Guichard Perrachon SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | EC               | CORP              | FR        |     32288 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                             | CD&R Firefly Bidco PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $1013019.48   | 0.09%             | 2029-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                | New Immo Holding SA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231886.45    | 0.02%             | 2028-04-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                             | IMA Industria Macchine Automatiche SpA                                                                                       | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $173841.78    | 0.01%             | 2029-04-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                               | Flutter Treasury DAC                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    135000 | PA      | $157800.32    | 0.01%             | 2029-04-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                                                                | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $120185.10    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                         | Grifols SA                                                                                                                   | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    689000 | PA      | $825950.25    | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SAS                                                                                                            | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $241650.23    | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                   | Multiversity SpA                                                                                                             | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115796.99    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                   | Multiversity SpA                                                                                                             | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |    120000 | PA      | $138956.39    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                   | CPUK Finance Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    130000 | PA      | $174898.57    | 0.01%             | 2029-08-28      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                              | Alexandrite Monnet UK Holdco PLC                                                                                             | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |    700000 | PA      | $854816.15    | 0.07%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                    | Fiber Midco Spa                                                                                                              | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |    190000 | PA      | $160606.69    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                    | Fiber Midco Spa                                                                                                              | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |    155000 | PA      | $131021.25    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    163000 | PA      | $177960.94    | 0.02%             | 2037-05-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                               | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    300000 | PA      | $313587.34    | 0.03%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| ALSTOM SA                                          | Alstom SA                                                                                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $238175.07    | 0.02%             | 2029-05-29      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds              | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    100403 | PA      | $94293.94     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds              | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    440000 | PA      | $290695.79    | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                 | PrestigeBidCo GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115700.10    | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| RCI BANQUE SA                                      | RCI Banque SA                                                                                                                | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117212.67    | 0.01%             | 2034-10-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMBER FINCO PLC                                    | Amber Finco PLC                                                                                                              | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $196089.41    | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR                                   | BE Semiconductor Industries NV                                                                                               | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $235315.77    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                 | Zegona Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $367193.49    | 0.03%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROSSINI SARL                                       | Rossini Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |    310000 | PA      | $369260.38    | 0.03%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    180000 | PA      | $127223.11    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $46676.25     | 0.00%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     16825 | PA      | $9895.28      | 0.00%             | 2030-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bonds            | Bulgaria Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    120000 | PA      | $116046.32    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    495000 | PA      | $265044.39    | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    154000 | PA      | $71894.78     | 0.01%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    250000 | PA      | $107492.55    | 0.01%             | 2034-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    645451 | PA      | $340019.52    | 0.03%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    322803 | PA      | $166876.74    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                           | Perrigo Finance Unlimited Co                                                                                                 | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $433701.55    | 0.04%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AZELIS FINANCE NV                                  | Azelis Finance NV                                                                                                            | CUSIP: 000000000<br>LEI: 699400J0P7A5VXKGK641 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $231312.86    | 0.02%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ESSENDI SA                                         | Essendi SA                                                                                                                   | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    165000 | PA      | $191970.75    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1200000 | PA      | $1137325.87   | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CEME SPA                                           | CEME SpA                                                                                                                     | CUSIP: 000000000<br>LEI: 8156008942D954A64F32 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $251704.72    | 0.02%             | 2031-09-30      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                               | Dynamo Newco II GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |    235000 | PA      | $242253.55    | 0.02%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds               | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    500315 | PA      | $427982.95    | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds               | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    336688 | PA      | $321856.93    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds               | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     18365 | PA      | $18054.27     | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                              | Belron UK Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116028.22    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                              | Belron UK Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $266864.91    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds          | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    500000 | PA      | $486236.08    | 0.04%             | 2035-04-09      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| EDGE FINCO PLC                                     | Edge Finco PLC                                                                                                               | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1096848.19   | 0.09%             | 2031-08-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121280.42    | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                                    | United Group BV                                                                                                              | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114324.76    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                                    | United Group BV                                                                                                              | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $280095.68    | 0.02%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                         | Essendi SA                                                                                                                   | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    254000 | PA      | $287488.35    | 0.02%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC POWER CORP                                  | Public Power Corp SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | DBT              | CORP              | GR        |    300000 | PA      | $346896.62    | 0.03%             | 2031-10-31      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                           | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112024.46    | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                           | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    385000 | PA      | $431294.15    | 0.04%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASK CHEM DE HOLD GMBH                              | ASK Chemicals Deutschland Holding GmbH                                                                                       | CUSIP: 000000000<br>LEI: 529900793W6Y4S5VIK84 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $109580.73    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CASTELLO BC BIDCO SPA                              | Castello BC Bidco SpA                                                                                                        | CUSIP: 000000000<br>LEI: 894500HFFY9ABW4ZUZ66 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $254891.64    | 0.02%             | 2031-11-14      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CASTELLO BC BIDCO SPA                              | Castello BC Bidco SpA                                                                                                        | CUSIP: 000000000<br>LEI: 894500HFFY9ABW4ZUZ66 | Long             | DBT              | CORP              | IT        |    125000 | PA      | $144824.80    | 0.01%             | 2031-11-14      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SAS                                                                                                            | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117171.61    | 0.01%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                             | Sherwood Financing PLC                                                                                                       | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $438579.76    | 0.04%             | 2029-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds             | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    920000 | PA      | $1055540.60   | 0.09%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                   | Galaxy Bidco Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $244686.17    | 0.02%             | 2029-12-19      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    123000 | PA      | $102960.84    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    118000 | PA      | $104546.66    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds           | Sri Lanka Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $177197.72    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    132000 | PA      | $121442.95    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    119840 | PA      | $107137.82    | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    127750 | PA      | $122133.40    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     57000 | PA      | $43179.38     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $197739.46    | 0.02%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ADLER FINANCING SARL                               | Adler Financing Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |    588987 | PA      | $755632.45    | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                    | Waga Bondco Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $221452.35    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    314000 | PA      | $325054.72    | 0.03%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    648000 | PA      | $685852.20    | 0.06%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    200000 | PA      | $226978.30    | 0.02%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds   | Republic of Kenya Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $392456.59    | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                | Republic of Armenia International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $203352.35    | 0.02%             | 2035-03-12      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RCI BANQUE SA                                      | RCI Banque SA                                                                                                                | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112137.65    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                   | alstria Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $348560.84    | 0.03%             | 2031-03-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                             | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    829000 | PA      | $952344.77    | 0.08%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bonds            | Romanian Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    111000 | PA      | $130267.79    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    152000 | PA      | $175631.00    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                             | Miller Homes Group Finco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $228850.19    | 0.02%             | 2030-10-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                  | LHMC Finco 2 Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |    104766 | PA      | $127063.02    | 0.01%             | 2030-05-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                  | LHMC Finco 2 Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |    209531 | PA      | $254124.82    | 0.02%             | 2030-05-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                            | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    230000 | PA      | $230430.91    | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                            | Currenta Group Holdings Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $367434.31    | 0.03%             | 2032-05-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                            | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $584527.51    | 0.05%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                            | Currenta Group Holdings Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $229646.45    | 0.02%             | 2032-05-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                         | Essendi SA                                                                                                                   | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $145605.58    | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WOLSELEY GROUP FINCO PLC                           | Wolseley Group Finco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800Q996QYBUUWRZ96 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $222109.50    | 0.02%             | 2031-01-31      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                  | Punch Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $277175.93    | 0.02%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                           | British Telecommunications PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $736488.58    | 0.06%             | 2055-12-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    280000 | PA      | $318569.66    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                                                               | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $320880.06    | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                            | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                                                                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |    430000 | PA      | $498434.27    | 0.04%             | 2031-01-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| FIBERCOP SPA                                       | Fibercop SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    430000 | PA      | $493041.08    | 0.04%             | 2032-06-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| LUNA 2 5SARL                                       | Luna 2 5SARL                                                                                                                 | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    510000 | PA      | $582191.97    | 0.05%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                           | Cheplapharm Arzneimittel GmbH                                                                                                | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $197345.50    | 0.02%             | 2031-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                 | Czechoslovak Group AS                                                                                                        | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    150000 | PA      | $177904.24    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                 | Czechoslovak Group AS                                                                                                        | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    250000 | PA      | $296507.07    | 0.03%             | 2031-01-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    330000 | PA      | $366757.63    | 0.03%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222277.35    | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                             | Discovery Global Holdings Inc                                                                                                | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    330000 | PA      | $378528.06    | 0.03%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LA DORIA SPA                                       | La Doria SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 815600857F45E3102897 | Long             | DBT              | CORP              | IT        |    540000 | PA      | $626061.89    | 0.05%             | 2030-12-30      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                             | Froneri Lux FinCo SARL                                                                                                       | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $356246.67    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                               | Boots Group Finco LP                                                                                                         | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115426.59    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                               | Boots Group Finco LP                                                                                                         | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    275000 | PA      | $363330.23    | 0.03%             | 2032-08-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                           | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $442196.44    | 0.04%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                           | Alexandrite Lake Lux Holdings Sarl                                                                                           | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $226433.95    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                  | Iron Mountain Inc                                                                                                            | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    320000 | PA      | $345104.23    | 0.03%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INPOST NA                                          | InPost SA                                                                                                                    | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $243987.46    | 0.02%             | 2031-04-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NJJ CONTINENTAL SA                                 | NJJ Continental SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $300617.77    | 0.03%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $263918.82    | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GESTAMP AUTOMOCION SA                              | Gestamp Automocion SA                                                                                                        | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | DBT              | CORP              | ES        |    315000 | PA      | $361574.90    | 0.03%             | 2030-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUX                               | Intralot Capital Luxembourg SA                                                                                               | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    327000 | PA      | $362057.08    | 0.03%             | 2031-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                                                                | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    425000 | PA      | $474525.36    | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                                                                | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114922.19    | 0.01%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    287000 | PA      | $322481.54    | 0.03%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                 | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1135000 | PA      | $1140293.29   | 0.10%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                 | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    426000 | PA      | $431639.45    | 0.04%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                   | CPUK Finance Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    380000 | PA      | $504146.65    | 0.04%             | 2032-08-28      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                              | Gruppo San Donato SPA                                                                                                        | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $337392.68    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AEGIS LUX                                          | Aegis Lux 1a Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $228835.91    | 0.02%             | 2031-10-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAMSONITE FINCO SARL                               | Samsonite Finco Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 222100JLR1QL2IJ49Q65 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $265952.74    | 0.02%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                            | Gatwick Airport Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $639679.11    | 0.05%             | 2030-11-21      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KING US BIDCO INC                                  | King US Bidco Inc                                                                                                            | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $507326.14    | 0.04%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                             | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    105000 | PA      | $118009.45    | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                           | Biffa Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    435000 | PA      | $487652.64    | 0.04%             | 2031-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                           | Biffa Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $259264.98    | 0.02%             | 2031-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                   | Asmodee Group AB                                                                                                             | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |    130000 | PA      | $148331.02    | 0.01%             | 2031-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MATICMIND SPA                                      | Maticmind SpA                                                                                                                | CUSIP: 000000000<br>LEI: 8156006C71D2D2746F30 | Long             | DBT              | CORP              | IT        |    265000 | PA      | $294402.01    | 0.03%             | 2032-12-31      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    220000 | PA      | $159128.82    | 0.01%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                    | Summer BidCo BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113819.43    | 0.01%             | 2031-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                    | Summer BidCo BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $125201.36    | 0.01%             | 2031-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                           | Betclic Everest Group SAS                                                                                                    | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $400076.14    | 0.03%             | 2031-12-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                                | Georgia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |    343000 | PA      | $329755.06    | 0.03%             | 2031-01-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                               | Sonangol Finance Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |    223000 | PA      | $222386.73    | 0.02%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    300000 | PA      | $294750.00    | 0.03%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    300000 | PA      | $294750.00    | 0.03%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                             | FIS Fabbrica Italiana Sintetici SpA                                                                                          | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $111941.20    | 0.01%             | 2031-02-05      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                             | FIS Fabbrica Italiana Sintetici SpA                                                                                          | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $223882.41    | 0.02%             | 2031-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIDRON ATRIUM SE                                   | Cidron Atrium SE                                                                                                             | CUSIP: 000000000<br>LEI: 2549004YHD7GOLT9Y166 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $110253.66    | 0.01%             | 2033-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                             | FIS Fabbrica Italiana Sintetici SpA                                                                                          | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113564.05    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                            | Italmatch Chemicals SpA                                                                                                      | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $109885.58    | 0.01%             | 2031-02-05      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                  | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    220000 | PA      | $200258.10    | 0.02%             | 2034-02-26      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                  | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    220000 | PA      | $199668.45    | 0.02%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                            | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118136.08    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                            | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    340000 | PA      | $401662.68    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                 | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    440000 | PA      | $435833.24    | 0.04%             | 2033-03-31      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                 | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    440000 | PA      | $435927.18    | 0.04%             | 2037-03-31      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REP SRPSKA INTL BOND                               | Republic of Srpska International Government Bond                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |    140000 | PA      | $162647.54    | 0.01%             | 2031-04-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BOBL FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -16 | NC      | $31587.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BUND FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -9 | NC      | $28711.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BUXL 30Y BND JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $1780.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US LONG BOND(CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -164 | NC      | $520657.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US ULTRA BOND CBT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -30 | NC      | $118323.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR NOTE (CBT)JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -132 | NC      | $273765.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1172 | NC      | $-1612401.27  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -109 | NC      | $178689.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $1621.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         8 | NC      | $-17402.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Telenet International Finance Sarl                 | Telenet International Finance Sarl 2020 EUR Term Loan AQ                                                                     | CUSIP: 000000000<br>LEI: 213800UQWC6KB34WEQ10 | Long             | LON              | CORP              | LU        |   1750000 | PA      | $1999779.81   | 0.17%             | 2029-04-30      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                   | Boluda Towage SL 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1161323.17   | 0.10%             | 2030-01-31      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                               | Ameriforge Group Inc 2024 PIK Class A Initial Term Loan                                                                      | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |   1216665 | PA      | $23603.30     | 0.00%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| AMERIFORGE GROUP INC                               | Ameriforge Group Inc 2024 PIK Class A Delayed Draw Term Loan                                                                 | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |    140501 | PA      | $2725.71      | 0.00%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                             | Aernnova Aerospace SAU 2024 EUR Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1125266.39   | 0.10%             | 2030-02-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                        | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |    495000 | PA      | $587364.94    | 0.05%             | 2028-11-24      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                               | Pretzel Parent Inc 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 254900X2H81QPLWW7G13 | Long             | LON              | CORP              | US        |    690000 | PA      | $671025.00    | 0.06%             | 2031-10-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                               | Provincia De Neuquen Tranche B Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |     94795 | PA      | $95742.97     | 0.01%             | 2027-05-28      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| Delachaux Group SA                                 | Delachaux Group SA 2024 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 969500XJHVZW0HF1ZQ71 | Long             | LON              | CORP              | FR        |    922078 | PA      | $1072445.12   | 0.09%             | 2029-04-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                  | Nobian Finance BV 2024 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |    500000 | PA      | $553568.46    | 0.05%             | 2029-07-02      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| New Generation Gas Gathering LLC                   | New Generation Gas Gathering LLC Delayed Draw Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2260811 | PA      | $2181216.70   | 0.19%             | 2029-09-30      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| POP Bidco SAS                                      | POP Bidco SAS EUR Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900R1W5DBBQ780814 | Long             | LON              | CORP              | FR        |    500000 | PA      | $578442.35    | 0.05%             | 2031-11-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Range Red Operating, Inc                           | Range Red Operating Inc First Out Term Loan                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187933 | PA      | $150346.20    | 0.01%             | 2029-10-01      | Floating      | 11.76%                | No            |                  3 | On Loan: No      |
| Safic-Alcan SAS                                    | Safic-Alcan SAS 2024 EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 969500O0FCNLBB65QM29 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1157780.49   | 0.10%             | 2029-06-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Range Red Operating, Inc                           | Range Red Operating Inc Second Out Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    788350 | PA      | $630680.29    | 0.05%             | 2029-10-01      | Floating      | 11.76%                | No            |                  3 | On Loan: No      |
| Galaxy Bidco Limited                               | Galaxy Bidco Limited 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1161011.09   | 0.10%             | 2029-12-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group                              | Betclic Everest Group EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |    500000 | PA      | $571628.62    | 0.05%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sport Group Holding GmbH                           | Sport Group Holding GmbH 2024 EUR 1st Lien Term Loan B                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1002700.07   | 0.09%             | 2031-07-08      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| TMF Group Holding BV                               | TMF Group Holding BV 2025 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |    366619 | PA      | $367718.48    | 0.03%             | 2028-05-03      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Applegreen Ireland                                 | Applegreen Ireland 2025 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |    500000 | PA      | $581826.10    | 0.05%             | 2032-01-30      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Cegid Group SAS                                    | Cegid Group SAS 2025 EUR Term Loan B4                                                                                        | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1120839.52   | 0.10%             | 2028-07-10      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                | Boels Topholding BV 2025 EUR Term Loan B3                                                                                    | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |    862069 | PA      | $991973.58    | 0.08%             | 2031-05-23      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| TMF Group Holding B.V.                             | TMF Group Holding BV 2025 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1155607.49   | 0.10%             | 2028-05-03      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                          | United Petfood Finance BV 2025 EUR Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |    750000 | PA      | $863576.15    | 0.07%             | 2032-02-26      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| ACCELL GROUP NV                                    | Accell Group NV 2025 EUR PIK Super Senior Term Loan                                                                          | CUSIP: 000000000<br>LEI: 724500PZHSQTJODTGY09 | Long             | LON              | CORP              | NL        |    101425 | PA      | $15093.60     | 0.00%             | 2030-05-31      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Ceva Sante Animale                                 | Ceva Sante Animale 2025 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1733203.18   | 0.15%             | 2030-11-08      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ceva Sante Animale                                 | Ceva Sante Animale 2025 USD Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |    392038 | PA      | $395407.06    | 0.03%             | 2030-11-08      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PHM Group Holding Oy                               | PHM Group Holding Oy 2025 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 7437002P82P6OBDFWT48 | Long             | LON              | CORP              | FI        |    500000 | PA      | $573307.49    | 0.05%             | 2032-04-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SPRINT HOLDCO BV                                   | Sprint Holdco BV EUR 15 Lien Opco Term Loan                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     92679 | PA      | $1606.84      | 0.00%             | 2030-05-31      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| SPRINT HOLDCO BV                                   | Sprint Holdco BV EUR 2nd Lien Opco Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     53313 | PA      | $154.05       | 0.00%             | 2031-06-30      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| SPRINT MIDCO BV                                    | Sprint MidCo BV EUR 3rd Lien Holdco Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     81697 | PA      | $236.07       | 0.00%             | 2031-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPRINT MIDCO BV                                    | Sprint MidCo BV EUR 2nd Lien Holdco Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     62344 | PA      | $540.45       | 0.00%             | 2031-06-30      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Ramudden Global Group GmbH                         | Ramudden Global Group GmbH 2025 EUR Repriced Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 391200FFKUBV74UKZW85 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1148337.19   | 0.10%             | 2029-12-10      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Edge Finco PLC                                     | Edge Finco PLC 2025 EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | LON              | CORP              | GB        |    500000 | PA      | $578543.49    | 0.05%             | 2031-08-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Mosel Bidco SE                                     | Mosel Bidco SE 2025 EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 984500Y5D569472B6455 | Long             | LON              | CORP              | DE        |    750000 | PA      | $833057.37    | 0.07%             | 2030-09-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Admiral Bidco GmbH                                 | Admiral Bidco GmbH 2025 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 254900O4RJ7PDAMUHY66 | Long             | LON              | CORP              | DE        |         0 | PA      | $0.00         | 0.00%             | 2032-09-30      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ATHENA BIDCO GMBH                                  | Athena BidCo GmBH 2025 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 3912007R7X33FTYO8Z65 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1130623.79   | 0.10%             | 2032-05-31      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                | Staatsolie Maatschappij Suriname NV 2025 Term Loan                                                                           | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |    123532 | PA      | $125036.88    | 0.01%             | 2032-05-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Amber Finco PLC                                    | Amber Finco PLC 2025 EUR Term Loan B2                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | LON              | CORP              | GB        |   1100000 | PA      | $1276997.77   | 0.11%             | 2029-06-11      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                            | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |   1176468 | PA      | $1176468.11   | 0.10%             | 2032-04-26      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                | Viavi Solutions Inc Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |    487500 | PA      | $489328.13    | 0.04%             | 2032-10-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                               | Mehilainen Yhtiot Oy 2025 EUR Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |   1000000 | PA      | $1158832.31   | 0.10%             | 2031-08-05      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Flugo BidCo AB                                     | Flugo BidCo AB EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 636700G7LA5KXTC45W49 | Long             | LON              | CORP              | SE        |    937337 | PA      | $1037126.94   | 0.09%             | 2031-11-02      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                              | Boots Group Bidco Ltd EUR Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1158947.90   | 0.10%             | 2032-08-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Saphilux Sarl                                      | Saphilux Sarl 2025 EUR Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |    500000 | PA      | $580453.53    | 0.05%             | 2028-07-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Motogp Sports Entertainment Group, S.L.            | Motogp Sports Entertainment Group SL 2025 EUR Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 95980020140005602218 | Long             | LON              | CORP              | ES        |   1500000 | PA      | $1737026.16   | 0.15%             | 2032-08-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco LLC                                  | Indy US Bidco LLC 2025 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $572535.96    | 0.05%             | 2030-10-31      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH             | Techem Verwaltungsgesellschaft 675 mbH 2025 EUR Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |   1825618 | PA      | $2111460.08   | 0.18%             | 2032-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Reverb Buyer, Inc.                                 | Reverb Buyer Inc 2025 Steerco Term Loan                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1420998 | PA      | $1023118.44   | 0.09%             | 2028-11-01      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                    | Parts Europe SA 2025 EUR Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1737381.58   | 0.15%             | 2031-02-06      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Athena Holdco SAS                                  | Athena Holdco SAS 2025 EUR Repriced Term Loan                                                                                | CUSIP: 000000000<br>LEI: 2549000RJO0263KQGB75 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1145014.12   | 0.10%             | 2031-04-14      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SPECTRIS PLC                                       | Spectris Plc EUR Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: 254900MC2V3YQMK9JH74 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1155312.75   | 0.10%             | 2032-12-06      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                 | Owens-Illinois Inc 2025 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |   1022438 | PA      | $1013915.48   | 0.09%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Normec 1 B.V.                                      | Normec 1 BV 2025 EUR Term Loan B3A                                                                                           | CUSIP: 000000000<br>LEI: 724500QBPCBJWX2FJR30 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1156676.65   | 0.10%             | 2031-04-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                               | Dynamo Newco II GmbH 2025 EUR Add on Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | LON              | CORP              | DE        |    500000 | PA      | $539516.21    | 0.05%             | 2031-10-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA 2025 USD Term Loan B14                                                                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    801330 | PA      | $804503.49    | 0.07%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                     | Trio Bidco Inc 2025 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |    384524 | PA      | $373630.25    | 0.03%             | 2032-10-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                     | Trio Bidco Inc 2025 Delayed Draw Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |     40476 | PA      | $39329.50     | 0.00%             | 2032-10-29      | Fixed         | 0.50%                 | No            |                  2 | 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        |     26429 | PA      | $26296.56     | 0.00%             | 2032-10-27      | Fixed         | 4.00%                 | 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        |    898571 | PA      | $894083.07    | 0.08%             | 2032-10-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BG MS US Holding LLC                               | BG MS US Holding LLC Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800000 | PA      | $796000.00    | 0.07%             | 2032-10-22      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                   | Nomad Foods Europe Midco Limited 2025 EUR Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 213800FGWQXPVI86SE26 | Long             | LON              | CORP              | GB        |   3000000 | PA      | $3421501.59   | 0.29%             | 2032-10-28      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                         | Anticimex International AB 2025 EUR Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1157115.88   | 0.10%             | 2031-11-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING BV                               | Trivium Packaging BV EUR Repriced Term Loan                                                                                  | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | LON              | CORP              | NL        |    500000 | PA      | $574313.08    | 0.05%             | 2030-05-28      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                        | Gategroup Fin Luxembourg SA USD Repriced Term Loan B                                                                         | CUSIP: 000000000<br>LEI: 5299006HGCSTED8GE975 | Long             | LON              | CORP              | US        |    597000 | PA      | $598492.50    | 0.05%             | 2032-06-10      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| BEAUPARC                                           | Beauparc 2025 EUR Repriced Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 9845005DD58BDDC8D847 | Long             | LON              | CORP              | IE        |    750000 | PA      | $855509.76    | 0.07%             | 2031-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                        | Nidda Healthcare Holding AG 2025 EUR Repriced Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |    750000 | PA      | $867594.18    | 0.07%             | 2032-12-09      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| TALBOT PARTICIPATION SAS                           | Talbot Participation SAS EUR Refinance Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 213800YELAANTUZKN615 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1154041.31   | 0.10%             | 2032-07-07      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                               | Lernen Bidco Limited 2025 USD Term Loan B3                                                                                   | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | US        |    543159 | PA      | $525055.80    | 0.04%             | 2031-10-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Foundever Group                                    | Foundever Group 2025 USD Steerco CoOp Term Loan                                                                              | CUSIP: 000000000<br>LEI: 549300BCU0GW2NDZ8U96 | Long             | LON              | CORP              | LU        |   1814500 | PA      | $889105.00    | 0.08%             | 2028-08-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| FOUNDEVER GROUP                                    | Foundever Group 2025 EUR Steerco Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300BCU0GW2NDZ8U96 | Long             | LON              | CORP              | LU        |    500000 | PA      | $304855.50    | 0.03%             | 2028-08-28      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                        | HOLOGIC INC 2026 TERM LOAN B                                                                                                 | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   1150000 | PA      | $1137712.25   | 0.10%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                        | HOLOGIC INC 2026 EUR TERM LOAN B                                                                                             | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1148025.11   | 0.10%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP                              | Betclic Everest Group 2026 EUR Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |    150000 | PA      | $171101.95    | 0.01%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Valeo F1 Company Limited (Ireland)                 | VALEO F1 COMPANY LTD IRELAND 2026 EUR TERM LOAN B                                                                            | CUSIP: 000000000<br>LEI: 259400O9OX5WFOBC8C47 | Long             | LON              | CORP              | GB        |    500000 | PA      | $546428.19    | 0.05%             | 2031-09-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP                              | BETCLIC EVEREST GROUP 2026 USD TERM LOAN B                                                                                   | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |    325000 | PA      | $324696.13    | 0.03%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                  | Citco Funding LLC 2026 Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573562 | PA      | $572105.65    | 0.05%             | 2033-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HOLDING SOCOTEC                                    | Holding Socotec 2026 EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1157358.60   | 0.10%             | 2031-06-02      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ALKERMES INC                                       | Alkermes Inc 2026 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |    575000 | PA      | $580034.13    | 0.05%             | 2031-08-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RUBIX GROUP MIDCO 3 LIMITED                        | Rubix Group Midco 3 Limited 2026 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 213800ENCGCXQFBAPG24 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1135478.36   | 0.10%             | 2031-09-30      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FINCO UTILITAS BV                                  | FINCO UTILITAS BV 2026 EUR REPRICED TERM LOAN B                                                                              | CUSIP: 000000000<br>LEI: 699400OA31YDOOASVM61 | Long             | LON              | CORP              | BE        |    175000 | PA      | $201796.42    | 0.02%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                         | Quimper AB 2026 EUR Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |   1875000 | PA      | $2141765.18   | 0.18%             | 2030-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SYNLAB BONDCO PLC                                  | Synlab Bondco Plc 2026 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | LON              | CORP              | LU        |    125000 | PA      | $144172.82    | 0.01%             | 2031-04-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| TARKETT PARTICIPATION                              | Tarkett Participation 2026 EUR Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 9695009BVDNB65W81L34 | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1717217.78   | 0.15%             | 2031-04-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SGB SMIT MIDCO GMBH                                | SGB SMIT MIDCO GMBH EUR TERM LOAN B                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    150000 | PA      | $174099.65    | 0.01%             | 2033-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOIRE FINCO LUXEMBOURG SARL                        | Loire Finco Luxembourg Sarl 2026 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1158595.36   | 0.10%             | 2030-01-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                    | WH BORROWER LLC 2026 Add-On TERM LOAN B                                                                                      | CUSIP: 000000000<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    125000 | PA      | $125244.38    | 0.01%             | 2032-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ARCLIN US HOLDING CORP                         | NEW ARCLIN US HOLDING CORP 2026 USD TERM LOAN B                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    450000 | PA      | $413718.75    | 0.04%             | 2033-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAMUDDEN GLOBAL GROUP GMBH                         | RAMUDDEN GLOBAL GROUP GMBH 2026 EUR TERM LOAN B                                                                              | CUSIP: 000000000<br>LEI: 254900VV71UO3IOOQZ21 | Long             | LON              | CORP              | SE        |   1500000 | PA      | $1725418.53   | 0.15%             | 2033-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                           | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                                                                    | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    175000 | PA      | $175491.75    | 0.01%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                         | SELECT MEDICAL CORPORATION 2026 TERM LOAN B                                                                                  | CUSIP: 816194AZ7<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    800000 | PA      | $799000.00    | 0.07%             | 2031-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                               | JUPITER BORROWER INC TERM LOAN B                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.13%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BETTCHER INDUSTRIES INC                            | BETTCHER INDUSTRIES INC 2026 TERM LOAN                                                                                       | CUSIP: 000000000<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |    400000 | PA      | $401000.00    | 0.03%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14000 | PA      | $10978.86     | 0.00%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pakistan Government International Bonds            | Pakistan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $197859.33    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds             | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $211619.86    | 0.02%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| EUTELSAT SA                                        | Eutelsat SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $439669.08    | 0.04%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    241000 | PA      | $239865.45    | 0.02%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE                              | Premier Foods Finance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $164078.21    | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                               | Lorca Telecom Bondco SA                                                                                                      | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     95766 | PA      | $110821.31    | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ATOS SE                                            | Atos SE                                                                                                                      | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    152978 | PA      | $199566.73    | 0.02%             | 2029-12-18      | Variable      | 9.36%                 | Yes           |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                          | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                            | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1022431 | PA      | $1025948.24   | 0.09%             | 2031-01-15      | Floating      | 7.42%                 | 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        |    843625 | PA      | $816439.18    | 0.07%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                              | Ontario Gaming GTA LP Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |   1470128 | PA      | $1381266.09   | 0.12%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                  | PointClickCare Technologies Inc 2025 Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    643516 | PA      | $640903.56    | 0.05%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP 2024 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2571917 | PA      | $2567094.26   | 0.22%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP 2024 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    913043 | PA      | $1056270.21   | 0.09%             | 2031-07-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |   1001989 | PA      | $998356.56    | 0.08%             | 2028-12-12      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                | IVC Acquisition Ltd 2025 GBP Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1318087.66   | 0.11%             | 2028-12-12      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                 | WestJet Loyalty LP Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    491250 | PA      | $478531.54    | 0.04%             | 2031-02-14      | Floating      | 6.45%                 | 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        |    875000 | PA      | $861603.75    | 0.07%             | 2029-12-12      | None          | 0.00%                 | 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        |    897628 | PA      | $789917.48    | 0.07%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Orion Engineered Carbons GmbH                      | Orion Engineered Carbons GmbH 2021 USD Term Loan                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    354831 | PA      | $306928.90    | 0.03%             | 2028-09-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Rain Carbon GmbH                                   | Rain Carbon GmbH 2023 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 529900OO18PWCCZRYG63 | Long             | LON              | CORP              | DE        |    900609 | PA      | $1028284.78   | 0.09%             | 2028-10-31      | Floating      | 7.11%                 | 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        |       649 | PA      | $595.93       | 0.00%             | 2029-01-31      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                               | Speedster Bidco GmbH 2025 USD Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    493641 | PA      | $474206.29    | 0.04%             | 2031-12-11      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                             | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                                                                 | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1726606.17   | 0.15%             | 2030-04-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                             | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1970914 | PA      | $1977348.76   | 0.17%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                            | Apex Group Treasury LLC 2025 USD Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    100000 | PA      | $91416.50     | 0.01%             | 2032-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eircom Finco S.a.r.l.                              | Eircom Finco Sarl 2025 EUR Term Loan B6                                                                                      | CUSIP: 000000000<br>LEI: 6354009LHESIJBCL1Y98 | Long             | LON              | CORP              | LU        |   1785614 | PA      | $2060682.70   | 0.18%             | 2032-05-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                             | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |   1275000 | PA      | $1451971.82   | 0.12%             | 2031-09-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                             | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   2085435 | PA      | $2047313.25   | 0.17%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                             | Froneri Lux Finco Sarl 2025 EUR Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1141402.09   | 0.10%             | 2032-09-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                             | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    847875 | PA      | $833096.54    | 0.07%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                               | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    795484 | PA      | $688375.74    | 0.06%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                            | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    997409 | PA      | $1002396.33   | 0.09%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1150000 | PA      | $1112142.00   | 0.09%             | 2029-01-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK HOLDCO 4 LIMITED                        | VMED O2 UK HOLDCO 4 LIMITED 2025 EUR TERM LOAN AE                                                                            | CUSIP: 000000000<br>LEI: 213800ZRKYXK2SHQOW75 | Long             | LON              | CORP              | GB        |    600000 | PA      | $641763.87    | 0.05%             | 2033-01-31      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                         | Camelot US Acquisition LLC 2024 Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                     | Lonza Group AG EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1000966.29   | 0.09%             | 2028-07-03      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                     | Lonza Group AG USD Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   1671104 | PA      | $1465466.69   | 0.12%             | 2028-07-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                 | Marcel LUX IV SARL 2025 USD Repriced Term Loan                                                                               | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |   2007751 | PA      | $1990183.44   | 0.17%             | 2030-11-12      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                 | Marcel LUX IV SARL 2025 EUR Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 2138005L24MEKHQKLX11 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1711834.40   | 0.15%             | 2030-11-09      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Matador Bidco Sarl                                 | Matador Bidco Sarl 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |    905726 | PA      | $893498.26    | 0.08%             | 2029-07-30      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg Sarl                        | Loire Finco Luxembourg Sarl 2025 USD Term Loan B                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    331247 | PA      | $331523.56    | 0.03%             | 2030-01-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    250000 | PA      | $216157.98    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     98000 | PA      | $23341.15     | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    221000 | PA      | $53002.43     | 0.00%             | 2049-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    824000 | PA      | $195128.35    | 0.02%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    125000 | PA      | $29877.34     | 0.00%             | 2049-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     25000 | PA      | $6120.26      | 0.00%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $201189.48    | 0.02%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    230000 | PA      | $239670.73    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Iraq International Bonds                           | Iraq International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     62500 | PA      | $60881.61     | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    102000 | PA      | $24432.83     | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     66000 | PA      | $15852.54     | 0.00%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     91000 | PA      | $21840.00     | 0.00%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    918000 | PA      | $219998.70    | 0.02%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    530000 | PA      | $127200.00    | 0.01%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     35000 | PA      | $8491.88      | 0.00%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    858000 | PA      | $203260.20    | 0.02%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    648000 | PA      | $154266.93    | 0.01%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    101000 | PA      | $24244.57     | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    267000 | PA      | $63659.48     | 0.01%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bright Bidco BV                                    | Bright Bidco BV 2022 Exit Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |    353753 | PA      | $134868.49    | 0.01%             | 2027-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO BV                                    | Bright Bidco BV 2026 Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |     15642 | PA      | $15286.81     | 0.00%             | 2026-06-30      | Floating      | 13.70%                | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO BV                                    | BRIGHT BIDCO BV 2026 DELAYED DRAW TERM LOAN                                                                                  | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |     11294 | PA      | $11037.41     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                               | Flutter Financing BV 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   3005812 | PA      | $2980263.09   | 0.25%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                   | Fugue Finance BV 2026 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900LPOM3DXTS8SI47 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1149712.66   | 0.10%             | 2032-01-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                | Peer Holding III BV 2025 USD Term Loan B4B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1078000 | PA      | $1077832.91   | 0.09%             | 2030-10-28      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                | Peer Holding III BV 2025 USD Term Loan B5B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1407188 | PA      | $1406089.89   | 0.12%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                | Peer Holding III BV 2025 EUR Term Loan B7                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1732873.77   | 0.15%             | 2031-11-26      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                                   | Pegasus BidCo BV 2025 EUR 1st Lien Repriced Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    939940 | PA      | $1089390.31   | 0.09%             | 2029-07-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                            | El Salvador Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    230000 | PA      | $236412.40    | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| El Salvador Government International Bonds         | El Salvador Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    100000 | PA      | $98033.00     | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    426700 | PA      | $193081.75    | 0.02%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    151700 | PA      | $69782.00     | 0.01%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    580900 | PA      | $294806.75    | 0.03%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    238600 | PA      | $122879.00    | 0.01%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    170600 | PA      | $88285.50     | 0.01%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $313140.00    | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $391380.00    | 0.03%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    700000 | PA      | $666960.00    | 0.06%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | Dominican Republic International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $461950.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $255990.00    | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica Government International Bonds          | Costa Rica Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $212918.00    | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                              | Costa Rica Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    550000 | PA      | $581270.25    | 0.05%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                              | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    330000 | PA      | $327030.00    | 0.03%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                              | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $175275.00    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                              | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $418200.00    | 0.04%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                | Honduras Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $224908.00    | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bonds            | Paraguay Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    301000 | PA      | $300623.75    | 0.03%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    744200 | PA      | $249158.16    | 0.02%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    487824 | PA      | $222203.83    | 0.02%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    612159 | PA      | $235681.22    | 0.02%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    630123 | PA      | $263265.39    | 0.02%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    542803 | PA      | $186778.51    | 0.02%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    634874 | PA      | $218523.63    | 0.02%             | 2049-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                               | Provincia de Cordoba                                                                                                         | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    127000 | PA      | $130098.80    | 0.01%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                               | Province of Santa Fe                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    133000 | PA      | $127088.15    | 0.01%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     60000 | PA      | $30750.00     | 0.00%             | 2018-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                  | Trinidad & Tobago Government International Bond                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    300000 | PA      | $303450.00    | 0.03%             | 2031-01-14      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    203000 | PA      | $79170.00     | 0.01%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    288000 | PA      | $110880.00    | 0.01%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela Government International Bonds           | Venezuela Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    100000 | PA      | $41250.00     | 0.00%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    533400 | PA      | $220027.50    | 0.02%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    485400 | PA      | $209450.10    | 0.02%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    394000 | PA      | $166465.00    | 0.01%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SECTOR ALARM HOLDING AS                            | SECTOR ALARM HOLDING AS 2026 EUR TERM LOAN B                                                                                 | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |    500000 | PA      | $575035.48    | 0.05%             | 2032-06-14      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds              | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $177790.49    | 0.02%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds             | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $290306.09    | 0.02%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds   | Republic of Kenya Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $174370.74    | 0.01%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                            | Ethiopia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    974000 | PA      | $998262.34    | 0.08%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Senegal Government International Bonds             | Senegal Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    270000 | PA      | $144488.33    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Platea BC Bidco AB                                 | Platea BC Bidco AB EUR Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |    416667 | PA      | $484501.11    | 0.04%             | 2031-04-03      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Platea BC Bidco AB                                 | Platea BC Bidco AB EUR Delayed Draw Term Loan                                                                                | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |     83333 | PA      | $96900.22     | 0.01%             | 2031-04-03      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Recipharm AB                                       | Recipharm AB EUR Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: 5493001Q7PMOE0LQ5N14 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1148088.69   | 0.10%             | 2028-02-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                   | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B4                                                                       | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   1118775 | PA      | $1300358.15   | 0.11%             | 2028-06-30      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                 | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $406138.13    | 0.03%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                               | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    310000 | PA      | $266832.49    | 0.02%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                               | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    800000 | PA      | $821602.66    | 0.07%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                               | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    600000 | PA      | $537323.02    | 0.05%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds         | Republic of Azerbaijan International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    240000 | PA      | $221416.55    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** Eaton Vance Ltd Duration Income Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer