# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001410368-26-020025
**Filing Date:** 2026-2
**Character Count:** 198878
**Document Hash:** c006e35b011846aab1de982fdc3c6d38
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020025.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020025

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSGA Active Trust
- **CENTRAL INDEX KEY:** 0001516212

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 26689824

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active Trust
- **DATE OF NAME CHANGE:** 20141208

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active ETF Trust
- **DATE OF NAME CHANGE:** 20110322

## Series and Classes Contracts Data

### State Street(R) Loomis Sayles Opportunistic Bond ETF (Series ID: S000072972)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000229692 | State Street(R) Loomis Sayles Opportunistic Bond ETF | OBND            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SSGA Active Trust

- **b. Investment Company Act file number:** 811-22542

- **c. CIK number of Registrant:** 0001516212

- **d. LEI of Registrant:** 549300MAXSRPQ75ICU67

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** State Street(R) Loomis Sayles Opportunistic Bond ETF

- **b. EDGAR series identifier (if any):** S000072972

- **c. LEI of Series:** 5493007M7KWDIQDQBK57

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $52538973.86

**Total Liabilities:** $470586.71

**Net Assets:** $52068387.15

**Delayed Delivery Securities:** $418118.91

**Cash Not Reported:** $373347.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -33.13000000 | **1-Year:** -771.68000000 | **5-Year:** -4282.03000000 | **10-Year:** -7616.48000000 | **30-Year:** -895.74000000

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

- **3-Month:** -81.53000000 | **1-Year:** -1821.34000000 | **5-Year:** -5239.18000000 | **10-Year:** -1546.19000000 | **30-Year:** -175.48000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229692 | 0.65%                | 0.59%                | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $104831.10               | $-81834.36                                 |
| Month 2  | $23351.03                | $27844.92                                  |
| Month 3  | $9612.44                 | $-147701.21                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                       | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AMC NETWORKS INC                           | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40864.98     | 0.08%             | 2029-01-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                           | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $87346.35     | 0.17%             | 2032-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                     | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152167.50    | 0.29%             | 2029-11-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     86000 | PA      | $79575.80     | 0.15%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ADVANCED ENERGY IND                        | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $40996.25     | 0.08%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group Inc                                                    | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213134.19    | 0.41%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                      | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37239.76     | 0.07%             | 2028-05-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Alera Group Inc                            | Alera Group Inc 2025 Term Loan                                                   | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     68079 | PA      | $68484.01     | 0.13%             | 2032-05-31      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    123000 | PA      | $83649.84     | 0.16%             | 2051-02-09      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ATI INC                                    | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159283.02    | 0.31%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ATI INC                                    | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19992.60     | 0.04%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                        | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105464.32    | 0.20%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                    | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $29435.60     | 0.06%             | 2027-09-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255163.20    | 0.49%             | 2035-11-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196362.00    | 0.38%             | 2055-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ALTA EQUIPMENT GROUP                       | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47931.61     | 0.09%             | 2029-06-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     81000 | PA      | $54371.25     | 0.10%             | 2051-05-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AMER SPORTS COMPANY                        | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    132000 | PA      | $138482.52    | 0.27%             | 2031-02-16      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                    | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85698.10     | 0.16%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                    | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68253.57     | 0.13%             | 2033-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    203000 | PA      | $201538.40    | 0.39%             | 2056-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34131.90     | 0.07%             | 2027-11-05      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| AMERICAN FINANCIAL GROUP                   | American Financial Group Inc/OH                                                  | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181879.05    | 0.35%             | 2035-09-23      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    137000 | PA      | $121717.65    | 0.23%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial Inc                                                         | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42378.42     | 0.08%             | 2032-05-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                     | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98267.05     | 0.19%             | 2028-06-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                     | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $19180.08     | 0.04%             | 2030-06-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84044.36     | 0.16%             | 2033-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                   | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63422.40     | 0.12%             | 2032-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AmWINS Group Inc                           | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     84263 | PA      | $84600.35     | 0.16%             | 2032-01-30      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                     | Anglo American Capital PLC                                                       | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $199207.40    | 0.38%             | 2034-04-05      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                     | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     54000 | PA      | $57649.86     | 0.11%             | 2040-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62092.38     | 0.12%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $76443.08     | 0.15%             | 2033-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                   | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |     72000 | PA      | $69513.84     | 0.13%             | 2029-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                   | Apollo Global Management Inc                                                     | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47075.67     | 0.09%             | 2035-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co                                                             | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25466.70     | 0.05%             | 2050-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| APPLIED MATERIALS INC                      | Applied Materials Inc                                                            | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1191886.30   | 2.29%             | 2036-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ARCHES BUYER INC                           | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49761.21     | 0.10%             | 2028-12-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ARETEC GROUP INC                           | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51231.03     | 0.10%             | 2029-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ASCENDIS PHARMA A/S                        | Ascendis Pharma A/S                                                              | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |     24000 | PA      | $34000.56     | 0.07%             | 2028-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ARMOR HOLDCO INC                           | Armor Holdco Inc                                                                 | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26194.74     | 0.05%             | 2029-11-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    111619 | PA      | $111951.98    | 0.22%             | 2028-08-19      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229717.10    | 0.44%             | 2055-06-28      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                   | Atlanticus Holdings Corp                                                         | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51018.36     | 0.10%             | 2030-09-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| AVIANCA MIDCO 2 PLC                        | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     97045 | PA      | $97991.19     | 0.19%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $84808.47     | 0.16%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14392.56     | 0.03%             | 2031-02-15      | Fixed         | 8.00%                 | 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        |     54000 | PA      | $55770.66     | 0.11%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet Inc                                                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40564.00     | 0.08%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BCC Middle Market CLO                      | BCC Middle Market CLO 2025-1 LLC                                                 | CUSIP: 05555YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $923524.52    | 1.77%             | 2037-07-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                   | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    157000 | PA      | $155632.53    | 0.30%             | 2027-01-12      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    358000 | PA      | $358504.78    | 0.69%             | 2033-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                       | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143395.56    | 0.28%             | 2029-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer Inc                      | BCPE Pequod Buyer Inc USD Term Loan B                                            | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |    222442 | PA      | $223206.59    | 0.43%             | 2031-11-25      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                   | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143048.30    | 0.27%             | 2026-10-13      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Bakelite US Holdco Inc                     | Bakelite US Holdco Inc 2024 Term Loan B                                          | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |    203363 | PA      | $197685.66    | 0.38%             | 2031-12-23      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    190000 | PA      | $202475.40    | 0.39%             | 2035-03-13      | Fixed         | 6.03%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    190000 | PA      | $203493.80    | 0.39%             | 2032-01-14      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                               | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    190000 | PA      | $204785.80    | 0.39%             | 2034-03-14      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                               | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200458.00    | 0.38%             | 2035-11-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213078.00    | 0.41%             | 2035-03-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     47000 | PA      | $47440.86     | 0.09%             | 2032-09-12      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                    | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133958 | PA      | $134879.04    | 0.26%             | 2031-10-16      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| BIOGEN INC                                 | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56754.50     | 0.11%             | 2031-01-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock Inc                                                                    | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     59000 | PA      | $52109.39     | 0.10%             | 2032-02-25      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                     | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     67000 | PA      | $71450.81     | 0.14%             | 2029-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BLACKROCK TCP CAP CORP                     | BlackRock TCP Capital Corp                                                       | CUSIP: 09259EAB4<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117643.64    | 0.23%             | 2026-02-09      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                           | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100520.00    | 0.19%             | 2036-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                             | Bombardier Inc                                                                   | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $111748.00    | 0.21%             | 2034-05-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                             | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $62914.06     | 0.12%             | 2031-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     89000 | PA      | $108640.52    | 0.21%             | 2030-12-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107549.20    | 0.21%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    194000 | PA      | $158164.32    | 0.30%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| B2GOLD CORP                                | B2Gold Corp                                                                      | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $31997.20     | 0.06%             | 2030-02-01      | Fixed         | 2.75%                 | 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        |     81000 | PA      | $76310.10     | 0.15%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHC GROUP LLC                              | CHC Group LLC                                                                    | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     41000 | PA      | $38546.56     | 0.07%             | 2030-09-01      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                        | COMM 2012-CCRE3 Mortgage Trust                                                   | CUSIP: 12624PAL9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     94569 | PA      | $88921.08     | 0.17%             | 2045-10-15      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                         | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97762.42     | 0.19%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                             | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34452.95     | 0.07%             | 2028-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                             | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95653.29     | 0.18%             | 2029-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CADENCE DESIGN SYS INC                     | Cadence Design Systems Inc                                                       | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53010.07     | 0.10%             | 2034-09-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CRP                   | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78512.25     | 0.15%             | 2029-06-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CRP                   | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47374.56     | 0.09%             | 2034-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256081.35    | 0.49%             | 2036-01-30      | Fixed         | 6.18%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill Inc                                                                      | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77035.20     | 0.15%             | 2055-10-23      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CARLYLE GROUP INC/THE                      | Carlyle Group Inc/The                                                            | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147999.00    | 0.28%             | 2035-09-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    162000 | PA      | $167378.40    | 0.32%             | 2031-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    168000 | PA      | $169999.20    | 0.33%             | 2029-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CARRIAGE PURCHASER INC                     | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36380.44     | 0.07%             | 2029-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CASCADES INC/USA INC                       | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    156000 | PA      | $162544.20    | 0.31%             | 2030-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103798.00    | 0.20%             | 2035-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Cengage Learning Inc                       | Cengage Learning Inc 2024 1st Lien Term Loan B                                   | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     55178 | PA      | $55469.98     | 0.11%             | 2031-03-24      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                   | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15257.44     | 0.03%             | 2053-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                    | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $53857.54     | 0.10%             | 2029-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CENTURY COMMUNITIES                        | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32362.24     | 0.06%             | 2033-09-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CHAMPION IRON CANADA INC                   | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    131000 | PA      | $138960.87    | 0.27%             | 2032-07-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CHAMPIONS FINANCING INC                    | Champions Financing Inc                                                          | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57121.88     | 0.11%             | 2029-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $229726.30    | 0.44%             | 2035-12-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CIENA CORP                                 | Ciena Corp                                                                       | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137140.76    | 0.26%             | 2030-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CITADEL LP                                 | Citadel LP                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34469.82     | 0.07%             | 2030-01-23      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173103.15    | 0.33%             | 2036-01-24      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70734.30     | 0.14%             | 2036-09-11      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235165.80    | 0.45%             | 2030-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                          | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9006.66      | 0.02%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Clover Holdings 2 LLC                      | Clover Holdings 2 LLC Term Loan B                                                | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86565 | PA      | $86740.73     | 0.17%             | 2031-12-09      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| CLOUDFLARE INC                             | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33791.55     | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COBRA ACQUISITIONCO LLC                    | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $156059.72    | 0.30%             | 2029-11-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    233000 | PA      | $126129.89    | 0.24%             | 2063-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                     | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235591.30    | 0.45%             | 2032-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                       | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91236.40     | 0.18%             | 2030-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE LLC                              | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70948.17     | 0.14%             | 2029-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE LLC                              | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45462.60     | 0.09%             | 2031-12-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| COMPASS MINERALS INTERNA                   | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79527.92     | 0.15%             | 2030-07-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources Inc/OK                                                     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53023.68     | 0.10%             | 2026-11-15      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| COREWEAVE INC                              | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82779.79     | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| COREWEAVE INC                              | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16446.78     | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     17000 | PA      | $15513.52     | 0.03%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256682.50    | 0.49%             | 2031-05-27      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                     | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    202000 | PA      | $209336.64    | 0.40%             | 2028-08-11      | Fixed         | 6.44%                 | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                         | Crown Americas LLC                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130955.52    | 0.25%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Crown Subsea Communications Holding,Inc.   | Crown Subsea Communications HoldingInc 2025 Term Loan B                          | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    131176 | PA      | $132356.55    | 0.25%             | 2031-01-30      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51439.50     | 0.10%             | 2035-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                           | DT Midstream Inc                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13710.90     | 0.03%             | 2031-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DANAOS CORP                                | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    168000 | PA      | $173229.84    | 0.33%             | 2032-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| DAYFORCE INC                               | DAYFORCE INC 2025 TERM LOAN                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    101728 | PA      | $101546.94    | 0.20%             | 2032-08-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd        | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |     62685 | PA      | $63223.78     | 0.12%             | 2032-01-27      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                        | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35983.15     | 0.07%             | 2030-07-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DELUXE CORP                                | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    113000 | PA      | $119046.63    | 0.23%             | 2029-09-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     86000 | PA      | $78972.94     | 0.15%             | 2032-05-28      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    198000 | PA      | $213523.20    | 0.41%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DirecTV Financing LLC                      | DirecTV Financing LLC 2024 Term Loan                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90004 | PA      | $90427.96     | 0.17%             | 2029-08-02      | Floating      | 9.35%                 | No            | 2                  | On Loan: No      |
| DirecTV Financing LLC                      | DirecTV Financing LLC 2025 Term Loan B                                           | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100359 | PA      | $100467.81    | 0.19%             | 2031-02-17      | Floating      | 9.34%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    236000 | PA      | $278227.48    | 0.53%             | 2034-11-02      | Fixed         | 7.96%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22417.64     | 0.04%             | 2037-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47282.64     | 0.09%             | 2040-06-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Kohler Energy Co LLC                       | Kohler Energy Co LLC USD Term Loan B                                             | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    192349 | PA      | $193732.20    | 0.37%             | 2031-05-01      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                   | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |     48000 | PA      | $41983.20     | 0.08%             | 2031-03-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                   | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $46037.70     | 0.09%             | 2030-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79074.20     | 0.15%             | 2055-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| DOORDASH INC                               | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31337.70     | 0.06%             | 2030-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DOTDASH MEREDITH INC                       | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38266.62     | 0.07%             | 2032-06-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Dotdash Meredith Inc                       | Dotdash Meredith Inc 2025 Term Loan B                                            | CUSIP: 25849KAH0<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    135623 | PA      | $124518.79    | 0.24%             | 2032-06-17      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-728.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-800.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-340.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-796.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $10.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $213.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-34.07       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $43.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                              | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234132.85    | 0.45%             | 2036-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                          | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228427.50    | 0.44%             | 2035-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                                                 | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     66000 | PA      | $65338.68     | 0.13%             | 2034-09-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| E.W. Scripps Company (The)                 | EW Scripps Company (The) 2025 Term Loan B2                                       | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     38074 | PA      | $38603.98     | 0.07%             | 2028-06-30      | Floating      | 9.60%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                              | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     84019 | PA      | $92798.99     | 0.18%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                                             | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5229.65      | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EMERGENT BIOSOLUTIONS                      | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33171.24     | 0.06%             | 2028-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    132000 | PA      | $142622.04    | 0.27%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112915.53    | 0.22%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77676.75     | 0.15%             | 2035-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230913.10    | 0.44%             | 2056-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                    | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151866.27    | 0.29%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ENOVA INTERNATIONAL INC                    | Enova International Inc                                                          | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30657.93     | 0.06%             | 2028-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| ENOVA INTERNATIONAL INC                    | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40319.90     | 0.08%             | 2029-08-01      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                       | Entergy Arkansas LLC                                                             | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52289.00     | 0.10%             | 2034-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ESAB CORP                                  | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13380.77     | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group Inc                                                                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123178.80    | 0.24%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| EZCORP INC                                 | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    134000 | PA      | $142464.78    | 0.27%             | 2032-04-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     84000 | PA      | $83721.12     | 0.16%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     13000 | PA      | $13372.97     | 0.03%             | 2030-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    201000 | PA      | $209568.63    | 0.40%             | 2032-04-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189853.70    | 0.36%             | 2035-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| F&G GLOBAL FUNDING                         | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45267.75     | 0.09%             | 2028-09-08      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| FNZ Group Services Ltd                     | FNZ Group Services Ltd 2024 USD Term Loan B                                      | CUSIP: 30339HAD3<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | US        |    155822 | PA      | $123995.75    | 0.24%             | 2031-11-05      | Floating      | 8.90%                 | No            | 2                  | On Loan: No      |
| FERGUSON ENTERPRISES INC                   | Ferguson Enterprises Inc                                                         | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134526.15    | 0.26%             | 2031-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                   | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |     54000 | PA      | $54446.58     | 0.10%             | 2030-09-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial Inc                                                  | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28575.68     | 0.05%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| First Brands Group LLC                     | First Brands Group LLC 2021 Term Loan                                            | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     62726 | PA      | $338.09       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| First Brands Group LLC                     | First Brands Group LLC 2022 Incremental Term Loan                                | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    228498 | PA      | $1231.60      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| First Brands Group, LLC                    | First Brands Group LLC 2025 DIP Term Loan                                        | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |        38 | PA      | $7.51         | 0.00%             | 2026-06-29      | Floating      | 8.45%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     81000 | PA      | $82593.27     | 0.16%             | 2032-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    198000 | PA      | $197677.26    | 0.38%             | 2035-11-13      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FLORIDA GAS TRANSMISSION                   | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57056.45     | 0.11%             | 2035-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC                       | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138039.83    | 0.27%             | 2030-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                    | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87675.99     | 0.17%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc                      | GFL Environmental Inc 2025 Term Loan B                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |     81870 | PA      | $82320.01     | 0.16%             | 2032-03-03      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc                         | Galaxy US Opco Inc Term Loan                                                     | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325341 | PA      | $313836.47    | 0.60%             | 2030-07-31      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| GARRETT MOTION HLD/SARL                    | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $75507.08     | 0.15%             | 2032-05-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp                                                            | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35698.95     | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72187.12     | 0.14%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GETTY IMAGES INC                           | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     46077 | PA      | $43230.82     | 0.08%             | 2030-02-21      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| GETTY IMAGES INC                           | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55415.25     | 0.11%             | 2030-11-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33554.73     | 0.06%             | 2032-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                    | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    133000 | PA      | $138068.63    | 0.27%             | 2027-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Barnes Group Inc                           | Barnes Group Inc 2025 Term Loan B                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |     46099 | PA      | $46267.69     | 0.09%             | 2032-01-27      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $128976.34    | 0.25%             | 2030-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LTD            | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $265519.93    | 0.51%             | 2038-01-25      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| GOTO GROUP INC                             | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34517.08     | 0.07%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC                             | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53822.00     | 0.10%             | 2029-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                    | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     53000 | PA      | $53574.52     | 0.10%             | 2029-11-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                    | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37085.34     | 0.07%             | 2029-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Gryphon Acquire Newco, LLC                 | Gryphon Acquire Newco LLC Term Loan B                                            | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88000 | PA      | $88706.20     | 0.17%             | 2032-09-13      | Floating      | 6.85%                 | No            | 2                  | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                     | Guidewire Software Inc                                                           | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27510.50     | 0.05%             | 2029-11-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                    | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69233.78     | 0.13%             | 2029-09-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                   | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $189712.34    | 0.36%             | 2029-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                   | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $60569.04     | 0.12%             | 2029-04-15      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $216867.90    | 0.42%             | 2034-11-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200416.00    | 0.38%             | 2036-11-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227864.25    | 0.44%             | 2030-06-05      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174503.00    | 0.34%             | 2030-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne Inc                                                            | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    359000 | PA      | $353780.14    | 0.68%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121701.30    | 0.23%             | 2029-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64468.53     | 0.12%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                      | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64012.79     | 0.12%             | 2032-01-31      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                   | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20079.36     | 0.04%             | 2026-08-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47173.50     | 0.09%             | 2032-03-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                   | iRhythm Technologies Inc                                                         | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |     25000 | PA      | $34926.50     | 0.07%             | 2029-09-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| IXS Holdings Inc                           | IXS Holdings Inc 2025 Repriced Term Loan B                                       | CUSIP: 45074HAC2<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |    182541 | PA      | $182579.68    | 0.35%             | 2029-09-05      | Floating      | 9.22%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     86032 | PA      | $82872.90     | 0.16%             | 2029-05-01      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27089.97     | 0.05%             | 2030-08-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    190000 | PA      | $224483.10    | 0.43%             | 2033-11-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Invesco Senior Loan ETF                    | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     74586 | NS      | $1566306.00   | 3.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $58944.84     | 0.11%             | 2042-04-22      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44981.87     | 0.09%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126000.00    | 0.24%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119179.10    | 0.23%             | 2036-07-23      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268266.60    | 0.52%             | 2036-10-22      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11350.79     | 0.02%             | 2029-02-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                    | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $64695.14     | 0.12%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JBS USA SARL/FOOD/GRP                      | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $34682.67     | 0.07%             | 2035-04-20      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                    | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     82000 | PA      | $82595.32     | 0.16%             | 2031-09-20      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88194.30     | 0.17%             | 2030-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                      | KKR CLO 22 Ltd                                                                   | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249475.00    | 0.48%             | 2031-07-20      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Kaman Corporation                          | Kaman Corporation 2025 Term Loan B                                               | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     87658 | PA      | $88118.22     | 0.17%             | 2032-02-26      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Kaman Corporation                          | Kaman Corporation 2025 Delayed Draw Term Loan                                    | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      7998 | PA      | $8040.11      | 0.02%             | 2032-02-26      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     33000 | PA      | $23554.08     | 0.05%             | 2045-07-17      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22811.10     | 0.04%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     89000 | PA      | $97910.68     | 0.19%             | 2030-06-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| LFS TOPCO LLC                              | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63498.33     | 0.12%             | 2030-07-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204604.00    | 0.39%             | 2035-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138975.75    | 0.27%             | 2035-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC        | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                             | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    163216 | PA      | $164440.46    | 0.32%             | 2031-12-02      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158941.65    | 0.31%             | 2028-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     94000 | PA      | $62968.72     | 0.12%             | 2061-02-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                   | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70487.64     | 0.14%             | 2033-02-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                   | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25020.96     | 0.05%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210408.00    | 0.40%             | 2036-06-13      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| LONG RIDGE ENERGY LLC                      | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     68000 | PA      | $72343.84     | 0.14%             | 2032-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                   | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     89000 | PA      | $63957.18     | 0.12%             | 2041-09-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                   | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     50632 | PA      | $44717.17     | 0.09%             | 2030-12-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MP MATERIALS CORP                          | MP Materials Corp                                                                | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |      9000 | PA      | $22482.18     | 0.04%             | 2030-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                          | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136017.90    | 0.26%             | 2035-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                   | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21588.26     | 0.04%             | 2031-11-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $101622.08    | 0.20%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $48699.74     | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                            | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71604.72     | 0.14%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118516.50    | 0.23%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     27000 | PA      | $19070.37     | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| MAGNA INTERNATIONAL INC                    | Magna International Inc                                                          | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42384.80     | 0.08%             | 2035-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MANITOWOC COMPANY INC                      | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     63000 | PA      | $67823.28     | 0.13%             | 2031-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138196.80    | 0.27%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                     | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84078.17     | 0.16%             | 2033-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                      | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125321.84    | 0.24%             | 2029-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MCAFEE CORP                                | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46256.28     | 0.09%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| McGraw-Hill Global Education Holdings, LLC | McGraw-Hill Global Education Holdings LLC 2025 1st Lien Term Loan B              | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     47016 | PA      | $47473.45     | 0.09%             | 2031-08-06      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Mckissock Investment Holdings LLC          | Mckissock Investment Holdings LLC Incremental Term Loan                          | CUSIP: 58175BAG7<br>LEI: 549300Y8K947LX22YC70 | Long             | LON              | CORP              | US        |     92355 | PA      | $86929.14     | 0.17%             | 2029-03-12      | Floating      | 8.87%                 | No            | 2                  | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                    | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22957.68     | 0.04%             | 2030-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81828.62     | 0.16%             | 2035-12-04      | Fixed         | 4.75%                 | 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        |     27000 | PA      | $32033.77     | 0.06%             | 2031-07-03      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106751.00    | 0.21%             | 2035-11-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| MILLENNIUM ESCROW CORP                     | Millennium Escrow Corp                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $47284.51     | 0.09%             | 2026-08-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| MILLROSE PROPERTIES INC                    | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |     31000 | PA      | $31707.42     | 0.06%             | 2030-08-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                      | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    162000 | PA      | $170232.84    | 0.33%             | 2028-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| MOBIUS MERGER SUB                          | Mobius Merger Sub Inc                                                            | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $31165.20     | 0.06%             | 2030-06-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Modena Buyer LLC                           | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     68950 | PA      | $68729.37     | 0.13%             | 2031-07-01      | Floating      | 8.09%                 | No            | 2                  | On Loan: No      |
| MOOG INC                                   | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12884.30     | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162957.70    | 0.31%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208307.40    | 0.40%             | 2036-10-22      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| MUELLER WATER PRODUCTS                     | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136152.80    | 0.26%             | 2029-06-15      | Fixed         | 4.00%                 | 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        |     85000 | PA      | $88249.55     | 0.17%             | 2029-02-15      | Fixed         | 8.13%                 | 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        |     31000 | PA      | $32136.15     | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84116.56     | 0.16%             | 2029-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50448.42     | 0.10%             | 2031-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18486.00     | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40188.40     | 0.08%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45384.75     | 0.09%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                     | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     42000 | PA      | $42658.98     | 0.08%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NCR Atleos LLC                             | NCR Atleos LLC 2025 Term Loan B                                                  | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    100611 | PA      | $101177.00    | 0.19%             | 2029-04-16      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| NASSAU COMPANIES OF NY                     | Nassau Cos of New York/The                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $74483.76     | 0.14%             | 2030-07-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Natgasoline LLC                            | Natgasoline LLC 2025 Term Loan B                                                 | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    250000 | PA      | $252603.75    | 0.49%             | 2030-03-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                       | Neptune Bidco US Inc 2022 USD Term Loan B                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    145736 | PA      | $144443.00    | 0.28%             | 2029-04-11      | Floating      | 9.03%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                 | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36628.20     | 0.07%             | 2035-03-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP                         | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     71000 | PA      | $72591.82     | 0.14%             | 2030-07-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    215000 | PA      | $220590.00    | 0.42%             | 2033-11-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103349.52    | 0.20%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORTHERN STAR RESOU                        | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $126942.00    | 0.24%             | 2033-04-11      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                     | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $70391.73     | 0.14%             | 2032-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                               | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    312000 | PA      | $301557.36    | 0.58%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                        | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33349.14     | 0.06%             | 2027-04-28      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                        | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81047.89     | 0.16%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                   | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75380.25     | 0.14%             | 2030-07-15      | Fixed         | 6.19%                 | No            | 2                  | On Loan: No      |
| CHORD ENERGY CORP                          | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30303.90     | 0.06%             | 2030-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation       | Olympus Water US Holding Corporation 2024 EUR Term Loan B                        | CUSIP: 68163YAH8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    107000 | PA      | $127276.63    | 0.24%             | 2031-06-20      | Floating      | 5.77%                 | 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        |     48203 | PA      | $47857.74     | 0.09%             | 2031-06-20      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation       | Olympus Water US Holding Corporation 2025 USD Term Loan B                        | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    117000 | PA      | $116461.22    | 0.22%             | 2032-11-03      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90716.40     | 0.17%             | 2028-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25788.75     | 0.05%             | 2035-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10722.90     | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                             | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100353.33    | 0.19%             | 2032-06-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP II                   | Blue Owl Capital Corp II                                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54441.07     | 0.10%             | 2026-11-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                         | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $85615.33     | 0.16%             | 2030-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                         | PBF HOLDING CO LLC                                                               | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $88338.34     | 0.17%             | 2030-03-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| PPL CAPITAL FUNDING INC                    | PPL Capital Funding Inc                                                          | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15369.60     | 0.03%             | 2034-09-01      | Fixed         | 5.25%                 | 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        |    134102 | PA      | $134431.02    | 0.26%             | 2031-11-17      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92636.10     | 0.18%             | 2035-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147075.60    | 0.28%             | 2035-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                       | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38338.20     | 0.07%             | 2051-03-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PATRICK INDUSTRIES INC                     | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106824.96    | 0.21%             | 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        |     28000 | PA      | $28733.32     | 0.06%             | 2032-11-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PAYCHEX INC                                | Paychex Inc                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68047.20     | 0.13%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Paysafe Holdings (US) Corp                 | Paysafe Holdings (US) Corp USD Term Loan B1                                      | CUSIP: 70451NAB2<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |    149990 | PA      | $143990.83    | 0.28%             | 2028-06-28      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Petrobras Global Finance BV                | Petrobras Global Finance BV                                                      | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     99000 | PA      | $102382.83    | 0.20%             | 2033-07-03      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                   | Petrobras Global Finance BV                                                      | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $230365.80    | 0.44%             | 2036-01-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PetSmart Inc                               | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    194000 | PA      | $193454.86    | 0.37%             | 2032-08-18      | Floating      | 7.73%                 | No            | 2                  | On Loan: No      |
| PHINIA INC                                 | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10358.90     | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                           | Pitney Bowes Inc                                                                 | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41628.94     | 0.08%             | 2029-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| PLANET FINANCIAL GROUP                     | Planet Financial Group LLC                                                       | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $72181.59     | 0.14%             | 2029-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.   | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70935 | PA      | $70904.67     | 0.14%             | 2030-10-26      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                  | Prosus NV                                                                        | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    157000 | PA      | $150338.49    | 0.29%             | 2032-01-19      | Fixed         | 4.19%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                                         | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84592.02     | 0.16%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co                                                      | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     42000 | PA      | $37473.24     | 0.07%             | 2031-11-09      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                     | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    124000 | PA      | $131350.72    | 0.25%             | 2033-05-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS                      | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16717.76     | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                      | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    106198 | PA      | $106645.12    | 0.20%             | 2032-02-10      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| RAND PARENT LLC                            | Rand Parent LLC                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $82359.08     | 0.16%             | 2030-02-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                   | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87246 | PA      | $87280.03     | 0.17%             | 2030-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SPX FLOW INC                               | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48489.43     | 0.09%             | 2030-04-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| LifePoint Health Inc                       | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    118185 | PA      | $118705.05    | 0.23%             | 2031-05-19      | Floating      | 7.65%                 | No            | 2                  | On Loan: No      |
| RESIDEO FUNDING INC                        | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34829.28     | 0.07%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                      | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72158.10     | 0.14%             | 2035-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RB GLOBAL HOLDINGS INC                     | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142184.49    | 0.27%             | 2028-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROBLOX CORP                                | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    152000 | PA      | $145257.28    | 0.28%             | 2030-05-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings Inc                                                               | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    424000 | PA      | $422113.20    | 0.81%             | 2035-12-02      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                   | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75203.52     | 0.14%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ROLLINS INC                                | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20420.00     | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies Inc                                                           | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231711.20    | 0.45%             | 2035-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SESI LLC                                   | SESI LLC                                                                         | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31499.20     | 0.06%             | 2030-09-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| State Street Blackstone Senior Loan ETF    | State Street Blackstone Senior Loan ETF                                          | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |     57875 | NS      | $2388501.25   | 4.59%             |  |  |  | No            | 1                  | On Loan: No      |
| S&S Holdings LLC                           | S&S Holdings LLC 2024 Term Loan                                                  | CUSIP: 78524JAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330028 | PA      | $325285.23    | 0.62%             | 2031-10-01      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc                             | Sabre GLBL Inc 2024 Term Loan B2                                                 | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     25861 | PA      | $23274.68     | 0.04%             | 2029-11-15      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| SATURN OIL & GAS INC                       | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     47000 | PA      | $46522.01     | 0.09%             | 2029-06-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition, Inc.                    | Savor Acquisition Inc Term Loan B                                                | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     76454 | PA      | $76868.25     | 0.15%             | 2032-02-19      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition, Inc.                    | Savor Acquisition Inc Delayed Draw Term Loan                                     | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      7684 | PA      | $7725.19      | 0.01%             | 2032-02-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MATIV HOLDINGS INC                         | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41436.65     | 0.08%             | 2029-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    144000 | PA      | $148622.40    | 0.29%             | 2030-07-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     42000 | PA      | $41153.70     | 0.08%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12000 | PA      | $12270.60     | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                         | Seagate HDD Cayman                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     18000 | PA      | $60430.32     | 0.12%             | 2028-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SEALED AIR/SEALED AIR US                   | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26027.25     | 0.05%             | 2031-02-15      | Fixed         | 7.25%                 | 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        |    252343 | PA      | $253421.41    | 0.49%             | 2031-07-31      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                             | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $248464.65    | 0.48%             | 2036-01-06      | Fixed         | 4.75%                 | 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        |     93633 | PA      | $94094.17     | 0.18%             | 2031-12-11      | Floating      | 6.57%                 | 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        |      5897 | PA      | $5926.51      | 0.01%             | 2031-12-11      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| SNOWFLAKE INC                              | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $30952.00     | 0.06%             | 2029-10-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200436.00    | 0.38%             | 2036-10-03      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20962.20     | 0.04%             | 2050-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                   | Southwestern Public Service Co                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204328.00    | 0.39%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SPOTIFY USA INC                            | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28442.50     | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                     | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59070.21     | 0.11%             | 2028-06-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    248000 | PA      | $254996.08    | 0.49%             | 2035-11-14      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                           | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $219188.20    | 0.42%             | 2036-08-12      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| STAR LEASING CO LLC                        | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67995.12     | 0.13%             | 2030-02-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| STAPLES INC                                | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13922.86     | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    137000 | PA      | $136178.00    | 0.26%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     90000 | PA      | $92256.30     | 0.18%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     57000 | PA      | $59429.34     | 0.11%             | 2030-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| STEM INC                                   | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     95000 | PA      | $37623.80     | 0.07%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| STONEMOR INC                               | StoneMor Inc                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19513.20     | 0.04%             | 2029-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| STONEX ESCROW ISSUER LLC                   | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $125485.47    | 0.24%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| STONEPEAK NILE PARENT                      | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    119000 | PA      | $126023.38    | 0.24%             | 2032-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SUNCOKE ENERGY INC                         | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68743.78     | 0.13%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                               | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30481.80     | 0.06%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SYNOVUS BANK GA                            | Synovus Bank/Columbus GA                                                         | CUSIP: 87164DXY1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251782.50    | 0.48%             | 2036-01-15      | Fixed         | 5.96%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    106000 | PA      | $114061.30    | 0.22%             | 2033-02-02      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CARLYLE SECURED LENDING                    | Carlyle Secured Lending Inc                                                      | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64056.85     | 0.12%             | 2031-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TMS INTERNATIONAL CORP                     | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36781.72     | 0.07%             | 2029-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TTM TECHNOLOGIES INC                       | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85949.60     | 0.17%             | 2029-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                    | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62212.68     | 0.12%             | 2034-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TALOS PRODUCTION INC                       | Talos Production Inc                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81459.30     | 0.16%             | 2031-02-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    231000 | PA      | $231512.82    | 0.44%             | 2036-07-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91612.80     | 0.18%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TEGNA INC                                  | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54550.65     | 0.10%             | 2029-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $16277.70     | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     86000 | PA      | $95380.88     | 0.18%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                        | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100425.00    | 0.19%             | 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        |     52000 | PA      | $48659.00     | 0.09%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                            | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92902.50     | 0.18%             | 2033-03-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TIDEWATER INC                              | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139514.70    | 0.27%             | 2030-07-15      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                     | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77617.50     | 0.15%             | 2035-06-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TRANSALTA CORP                             | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65081.25     | 0.12%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                              | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     39302 | PA      | $39493.74     | 0.08%             | 2031-02-28      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                   | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    117000 | PA      | $117693.81    | 0.23%             | 2029-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                        | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78195.81     | 0.15%             | 2033-09-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| TRIMAS CORP                                | TriMas Corp                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138249.78    | 0.27%             | 2029-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Truist Insurance Holdings LLC              | Truist Insurance Holdings LLC 2nd Lien Term Loan                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38421 | PA      | $39013.31     | 0.07%             | 2032-05-06      | Floating      | 8.42%                 | 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        |     75125 | PA      | $75344.64     | 0.14%             | 2031-05-06      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| UKG Inc                                    | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     98869 | PA      | $99086.74     | 0.19%             | 2031-02-10      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| TUTOR PERINI CORP                          | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     32000 | PA      | $35482.56     | 0.07%             | 2029-04-30      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| TWILIO INC                                 | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    148000 | PA      | $143342.44    | 0.28%             | 2029-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                     | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    285000 | PA      | $290560.35    | 0.56%             | 2035-02-05      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                               | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75377.88     | 0.14%             | 2033-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| USI INC/NY                                 | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38807.45     | 0.07%             | 2032-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| USI Inc                                    | USI Inc 2024 Term Loan C                                                         | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     21508 | PA      | $21572.50     | 0.04%             | 2030-09-29      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| USI Inc                                    | USI Inc 2024 Term Loan D                                                         | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     96787 | PA      | $97115.44     | 0.19%             | 2029-11-21      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| UWM HOLDINGS LLC                           | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33943.90     | 0.07%             | 2031-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                      | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     23000 | PA      | $29884.59     | 0.06%             | 2028-12-01      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                              | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    384000 | PA      | $411256.32    | 0.79%             | 2034-04-02      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2020-1 A PTT                    | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186692 | PA      | $190999.00    | 0.37%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                        | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36290.80     | 0.07%             | 2035-05-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UNITY SOFTWARE INC                         | Unity Software Inc                                                               | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     26000 | PA      | $37577.80     | 0.07%             | 2030-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                   | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68898.72     | 0.13%             | 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        |     25000 | PA      | $26885.75     | 0.05%             | 2032-08-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| SWAP CCPC MORGAN STANLEY COC               | SWAP CCPC MORGAN STANLEY COC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    410000 | NS      | $410000.00    | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| VERMILION ENERGY INC                       | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $38586.60     | 0.07%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| VERMILION ENERGY INC                       | Vermilion Energy Inc                                                             | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47028.00     | 0.09%             | 2033-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors               | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1411959 | NS      | $1411959.32   | 2.71%             |  |  |  | No            | 1                  | On Loan: No      |
| VERSANT MEDIA GROUP INC                    | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16514.56     | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                 | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24320.25     | 0.05%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                 | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65578.98     | 0.13%             | 2031-05-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VIAVI SOLUTIONS INC                        | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138511.25    | 0.27%             | 2029-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                   | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23312.80     | 0.04%             | 2034-08-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| VIRTUSA CORP                               | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25614.16     | 0.05%             | 2028-12-15      | Fixed         | 7.13%                 | 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        |     14000 | PA      | $13389.04     | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26015.08     | 0.05%             | 2027-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92960.94     | 0.18%             | 2027-07-31      | Fixed         | 5.00%                 | 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        |     99000 | PA      | $102331.35    | 0.20%             | 2028-06-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| VOLTAGRID LLC                              | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90174.63     | 0.17%             | 2030-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| W & T OFFSHORE INC                         | W&T Offshore Inc                                                                 | CUSIP: 92922PAN6<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |     59000 | PA      | $53973.20     | 0.10%             | 2029-02-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| WAYFAIR LLC                                | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143679.15    | 0.28%             | 2030-09-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                   | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35834.75     | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                 | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     18000 | PA      | $35339.76     | 0.07%             | 2028-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| International Textile Group Inc            | International Textile Group Inc 2023 Term Loan                                   | CUSIP: 000000000<br>LEI: M4ZRS7E9USM0DKM0N876 | Long             | LON              | CORP              | US        |    180537 | PA      | $181609.47    | 0.35%             | 2027-09-30      | Floating      | 12.64%                | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp                                                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $45878.60     | 0.09%             | 2028-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11660.33     | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23919.12     | 0.05%             | 2035-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58053.94     | 0.11%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    132000 | PA      | $160164.84    | 0.31%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| WINDFALL MINING GROUP                      | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $265834.95    | 0.51%             | 2032-05-13      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| WULF COMPUTE LLC                           | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $168934.76    | 0.32%             | 2030-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                   | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $13005.84     | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                     | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167937.60    | 0.32%             | 2031-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC                                 | Zoetis Inc                                                                       | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70786.80     | 0.14%             | 2035-08-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                           | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $213737.80    | 0.41%             | 2030-04-30      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                     | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        77 | NC      | $-15707.12    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.   | Project Alpha Intermediate Holding Inc 2025 2nd Lien Incremental Term Loan       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CommScope Inc                              | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    180250 | PA      | $180823.53    | 0.35%             | 2029-12-17      | Floating      | 8.47%                 | No            | 2                  | On Loan: No      |
| Node AcquiCo GmbH                          | Node AcquiCo GmbH EUR Term Loan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    116584 | PA      | $138053.21    | 0.27%             | 2032-12-08      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV               | LAVENDER DUTCH BORROWERCO BV EUR TERM LOAN                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     55000 | PA      | $65336.66     | 0.13%             | 2032-12-02      | None          | 0.00%                 | 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        |    244770 | PA      | $239692.25    | 0.46%             | 2030-10-08      | Floating      | 9.97%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                          | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     95760 | PA      | $96373.34     | 0.19%             | 2032-01-28      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                          | Clarios Global LP 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     62000 | PA      | $73734.51     | 0.14%             | 2032-01-28      | Floating      | 5.15%                 | 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        |     42877 | PA      | $42388.39     | 0.08%             | 2031-01-31      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition LLC                 | Camelot US Acquisition LLC 2025 Incremental Term Loan B                          | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     61083 | PA      | $61254.53     | 0.12%             | 2031-01-31      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| Ardonagh Midco 3 PLC                       | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    167736 | PA      | $167701.28    | 0.32%             | 2031-02-15      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-16

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer