# EDGAR Filing Document

**Accession Number:** 0001982467
**File Stem:** 0001193125-26-244833
**Filing Date:** 2026-5
**Character Count:** 393888
**Document Hash:** 1e129b2d854026cec5f19efad9f33d43
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-244833.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-244833

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Jackson Credit Opportunities Fund
- **CENTRAL INDEX KEY:** 0001982467

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23889
- **FILM NUMBER:** 261034274

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** 517-381-5500

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Jackson Credit Opportunities Fund

- **b. Investment Company Act file number:** 811-23889

- **c. CIK number of Registrant:** 0001982467

- **d. LEI of Registrant:** 254900BVRRGX6TK1HJ82

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-381-5500

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

- **a. Name of Series:** Jackson Credit Opportunities Fund

- **c. LEI of Series:** 254900BVRRGX6TK1HJ82

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $594782442.76

**Total Liabilities:** $16413152.83

**Net Assets:** $578369289.93

**Cash Not Reported:** $6851581.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12.298825340183 | **1-Year:** -418.137317924619 | **5-Year:** -2062.689121374227 | **10-Year:** -2440.729394733919 | **30-Year:** -15376.638533992928

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

- **3-Month:** -8047.237197821456 | **1-Year:** -16924.616394069230 | **5-Year:** -82881.156806375791 | **10-Year:** -32063.038303079589 | **30-Year:** -16147.981096335155

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.19%                | 0.19%                | -1.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $584167.41               | $-1671425.21                               |
| Month 2  | $135334.25               | $-3610529.19                               |
| Month 3  | $198801.36               | $-7797059.13                               |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Standard Chartered Bank                                                        | EURO DOLLAR                                                                    | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |  10425365 | PA      | $-212634.18   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                        | EURO DOLLAR                                                                    | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |   1720555 | PA      | $-9983.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                        | BRITISH POUND STERLING                                                         | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | GB        |   5392657 | PA      | $-163660.53   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank, Inc.                                                                 | BRITISH POUND STERLING                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | GB        |    267792 | PA      | $697.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                        | BRITISH POUND STERLING                                                         | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | GB        |    521641 | PA      | $-9568.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank, Inc.                                                                 | BRITISH POUND STERLING                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | GB        |    116704 | PA      | $-1415.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                        | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |   7859678 | PA      | $176177.77    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                        | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |  22676535 | PA      | $392951.24    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                        | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |  43211338 | PA      | $748789.41    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                              | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |  17429085 | PA      | $391174.32    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                              | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     89454 | PA      | $1936.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -43 | NC      | $51174.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       695 | NC      | $-1010937.40  | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                      | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |       -13 | NC      | $85936.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -17 | NC      | $80144.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -105 | NC      | $274385.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -53 | NC      | $198517.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       309 | NC      | $-230906.86   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       252 | NC      | $-546009.08   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $4903.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        19 | NC      | $-68368.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       216 | NC      | $-426326.72   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -3 | NC      | $11221.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                      | EXCHANGE CLEARED CDS - INDEX                                                   | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |  -5800000 | PA      | $47732.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amentum Escrow Corp.                                                           | Amentum Escrow Corp.                                                           | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $470938.65    | 0.08%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                              | Benchmark 2020-B16 Mortgage Trust                                              | CUSIP: 08161NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373000 | PA      | $330407.02    | 0.06%             | 2030-01-17      | Variable      | 3.18%                 | No            | 2                  | On Loan: No      |
| FMC Corporation                                                                | FMC Corporation                                                                | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18812.50     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568000 | PA      | $474697.54    | 0.08%             | 2027-01-08      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| Kendall Re Ltd.                                                                | Kendall Re Ltd.                                                                | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1537500.00   | 0.27%             | 2027-04-30      | Floating      | 9.80%                 | Yes           | 2                  | On Loan: No      |
| Velocity Commercial Capital, LLC                                               | Velocity Commercial Capital, LLC                                               | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154612.50    | 0.03%             | 2031-02-15      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                           | Heimstaden Bostad AB                                                           | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98058.87     | 0.02%             | 2031-10-13      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                          | Ardagh Metal Packaging Finance Public Limited Company                          | CUSIP: N/A<br>LEI: 635400FSFRHBFVPTP424       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $335461.25    | 0.06%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Zegona Finance PLC                                                             | Zegona Finance PLC                                                             | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    180000 | PA      | $215572.08    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| New World Development Company Limited                                          | New World Development Company Limited                                          | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | DBT              | CORP              | US        |    550000 | PA      | $436562.50    | 0.08%             | 2029-07-18      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Brand Industrial Services Inc                                                  | Brand Industrial Services Inc                                                  | CUSIP: 10524MAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1109157 | PA      | $949250.03    | 0.16%             | 2030-08-01      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| Gategroup Fin Luxembourg SA                                                    | Gategroup Fin Luxembourg SA                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1990000 | PA      | $1986676.70   | 0.34%             | 2032-06-10      | Floating      | 7.20%                 | No            | 2                  | On Loan: No      |
| Presidencia De La Nacion                                                       | Presidencia De La Nacion                                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    420000 | PA      | $302400.00    | 0.05%             | 2035-07-09      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corporation                                               | Garda World Security Corporation                                               | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1982456 | PA      | $1967587.45   | 0.34%             | 2029-02-01      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Turkiye Is Bankasi Anonim Sirketi                                              | Turkiye Is Bankasi Anonim Sirketi                                              | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | DBT              | CORP              | US        |    250000 | PA      | $255327.50    | 0.04%             | 2029-06-12      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC                                                              | CCO Holdings, LLC                                                              | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84580.95     | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| CFCRE 2016-C4 Mortgage Trust                                                   | CFCRE 2016-C4 Mortgage Trust                                                   | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291205 | PA      | $282905.37    | 0.05%             | 2026-05-12      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Golar LNG Limited                                                              | Golar LNG Limited                                                              | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272270.70    | 0.05%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| JELD-WEN Holding, Inc.                                                         | JELD-WEN Holding, Inc.                                                         | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $49766.85     | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Meadows Ltd.                                                                   | Meadows Ltd.                                                                   | CUSIP: 58320RAB7<br>LEI: 254900W9CHL6SO5U0P81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973300.00    | 0.17%             | 2029-12-07      | Floating      | 15.16%                | Yes           | 2                  | On Loan: No      |
| Sensata Technologies, Inc.                                                     | Sensata Technologies, Inc.                                                     | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315921.00    | 0.05%             | 2032-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                                               | Veraison Re Ltd.                                                               | CUSIP: 92335TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020900.00   | 0.18%             | 2027-03-08      | Floating      | 8.28%                 | Yes           | 2                  | On Loan: No      |
| Dana Financing Luxembourg S.a r.l.                                             | Dana Financing Luxembourg S.a r.l.                                             | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120352.90    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                    | Allied Universal Holdco LLC                                                    | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112384.47    | 0.02%             | 2028-06-01      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                         | Telefonica Europe B.V.                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $236140.20    | 0.04%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Proximus                                                                       | Proximus                                                                       | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |    300000 | PA      | $343720.96    | 0.06%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria Sociedad Anonima                               | Banco Bilbao Vizcaya Argentaria Sociedad Anonima                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $483145.39    | 0.08%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Glatfelter Corp                                                                | Glatfelter Corp                                                                | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2259946 | PA      | $2161638.57   | 0.37%             | 2031-10-10      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Presidencia De La Nacion                                                       | Presidencia De La Nacion                                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    642960 | PA      | $536871.60    | 0.09%             | 2030-07-09      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| CCO Holdings, LLC                                                              | CCO Holdings, LLC                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15029.21     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Cape Lookout Re Ltd.                                                           | Cape Lookout Re Ltd.                                                           | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $749250.00    | 0.13%             | 2029-03-21      | Floating      | 9.51%                 | Yes           | 2                  | On Loan: No      |
| Eversource Energy                                                              | Eversource Energy                                                              | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261332.53    | 0.05%             | 2056-08-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Samarco Mineracao S.A.                                                         | Samarco Mineracao S.A.                                                         | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | US        |    295054 | PA      | $290628.19    | 0.05%             | 2031-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Sociedad Quimica Y Minera De Chile S.A.                                        | Sociedad Quimica Y Minera De Chile S.A.                                        | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214891.60    | 0.04%             | 2056-04-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| United Rentals (North America), Inc.                                           | United Rentals (North America), Inc.                                           | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399637.30    | 0.07%             | 2034-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Viking Cruises Limited                                                         | Viking Cruises Limited                                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247130.00    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| UGI International, LLC                                                         | UGI International, LLC                                                         | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |    200000 | PA      | $213871.59    | 0.04%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Maya                                                                           | Maya                                                                           | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232087.79    | 0.04%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Ahlstrom Oyj                                                                   | Ahlstrom Oyj                                                                   | CUSIP: N/A<br>LEI: 743700UEY0YM039XN974       | Long             | DBT              | CORP              | FI        |    200000 | PA      | $224357.46    | 0.04%             | 2028-02-04      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Maya                                                                           | Maya                                                                           | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $241112.67    | 0.04%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Landesbank Baden-Wurttemberg                                                   | Landesbank Baden-Wurttemberg                                                   | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $233770.71    | 0.04%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Aramark International Finance S.a r.l.                                         | Aramark International Finance S.a r.l.                                         | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $164956.59    | 0.03%             | 2033-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Abertis Infraestructuras Finance B.V.                                          | Abertis Infraestructuras Finance B.V.                                          | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $462918.01    | 0.08%             | 2500-12-31      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| Nourish Buyer I Inc                                                            | Nourish Buyer I Inc                                                            | CUSIP: 66979CAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $1996256.85   | 0.35%             | 2032-07-09      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                           | Neptune Bidco US Inc                                                           | CUSIP: 64069JAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1906000.00   | 0.33%             | 2033-01-28      | Floating      | 8.76%                 | No            | 2                  | On Loan: No      |
| COMM 2025-167G Mortgage Trust                                                  | COMM 2025-167G Mortgage Trust                                                  | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $561897.98    | 0.10%             | 2030-08-12      | Variable      | 8.20%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corporation                                                  | Columbus McKinnon Corporation                                                  | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274227.25    | 0.05%             | 2033-02-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Froneri Lux Topco S.a r.l.                                                     | Froneri Lux Topco S.a r.l.                                                     | CUSIP: 35901MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $273669.20    | 0.05%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| INEOS Finance PLC                                                              | INEOS Finance PLC                                                              | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33950.00     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Mineral Resources Limited                                                      | Mineral Resources Limited                                                      | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310136.20    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                 | COMMERZBANK Aktiengesellschaft                                                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $501061.07    | 0.09%             | 2500-12-31      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Ceconomy AG                                                                    | Ceconomy AG                                                                    | CUSIP: N/A<br>LEI: 5299001X9L42HXEBCZ51       | Long             | DBT              | CORP              | DE        |    330000 | PA      | $391336.32    | 0.07%             | 2029-07-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                   | Unibail-Rodamco-Westfield SE                                                   | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $342854.07    | 0.06%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| New Fortress Energy Inc                                                        | New Fortress Energy Inc                                                        | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1975038 | PA      | $1098772.66   | 0.19%             | 2028-10-30      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| Natgasoline LLC                                                                | Natgasoline LLC                                                                | CUSIP: 63232EAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1462500 | PA      | $1467984.38   | 0.25%             | 2030-03-25      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| National Mentor Holdings, Inc.                                                 | National Mentor Holdings, Inc.                                                 | CUSIP: 63689EAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700000 | PA      | $695625.00    | 0.12%             | 2030-12-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Auris Luxembourg III S.a.r.l.                                                  | Auris Luxembourg III S.a.r.l.                                                  | CUSIP: L0421UAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965200 | PA      | $1962743.10   | 0.34%             | 2029-02-28      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                       | BX Trust                                                                       | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $275307.04    | 0.05%             | 2029-02-15      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| BX Trust 2025-VOLT                                                             | BX Trust 2025-VOLT                                                             | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384000 | PA      | $381239.58    | 0.07%             | 2030-12-16      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications LLC                                                | Consolidated Communications LLC                                                | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485749 | PA      | $509953.92    | 0.09%             | 2030-05-20      | Fixed         | 9.41%                 | No            | 2                  | On Loan: No      |
| Discovery Communications, LLC                                                  | Discovery Communications, LLC                                                  | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67731.30     | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Gateway Re II Ltd.                                                             | Gateway Re II Ltd.                                                             | CUSIP: 367927AA8<br>LEI: 5493000ENKV5WXNA8Z86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251250.00    | 0.04%             | 2026-04-27      | Floating      | 13.12%                | Yes           | 2                  | On Loan: No      |
| Government of Ghana                                                            | Government of Ghana                                                            | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |    983760 | PA      | $836196.00    | 0.14%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro III Re Limited                                                     | Kilimanjaro III Re Limited                                                     | CUSIP: 49407PAJ9<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500000.00    | 0.09%             | 2026-04-20      | Floating      | 8.43%                 | Yes           | 2                  | On Loan: No      |
| NGL Energy Operating LLC                                                       | NGL Energy Operating LLC                                                       | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303375.05    | 0.05%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Sabine RE Ltd.                                                                 | Sabine RE Ltd.                                                                 | CUSIP: 785628AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.17%             | 2030-04-08      | Floating      | 9.18%                 | Yes           | 2                  | On Loan: No      |
| Six Flags Entertainment Corporation                                            | Six Flags Entertainment Corporation                                            | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80120.00     | 0.01%             | 2032-01-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Spire Inc.                                                                     | Spire Inc.                                                                     | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473736.24    | 0.08%             | 2056-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| U.S. Bank National Association                                                 | U.S. Bank National Association                                                 | CUSIP: 90355PAL0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |    256000 | PA      | $256747.24    | 0.04%             | 2046-12-25      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Uniti Group Inc.                                                               | Uniti Group Inc.                                                               | CUSIP: 91327BAA8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.00      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Vistra Corp.                                                                   | Vistra Corp.                                                                   | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648323.00    | 0.11%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Winston Re Ltd.                                                                | Winston Re Ltd.                                                                | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766275.00    | 0.13%             | 2028-02-21      | Floating      | 10.05%                | Yes           | 2                  | On Loan: No      |
| Construction Finance Holdings LLC                                              | Construction Finance Holdings LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   4830000 | NS      | $4903898.66   | 0.85%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Trivium Packaging Finance B.V.                                                 | Trivium Packaging Finance B.V.                                                 | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |    250000 | PA      | $290485.39    | 0.05%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation                                           | Olympus Water US Holding Corporation                                           | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    200000 | PA      | $222089.68    | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Amentum Government Services Holdings LLC                                       | Amentum Government Services Holdings LLC                                       | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    890400 | PA      | $889660.67    | 0.15%             | 2031-07-31      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Confluence Technologies, Inc                                                   | Confluence Technologies, Inc                                                   | CUSIP: 20716HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    610943 | PA      | $604833.65    | 0.10%             | 2028-07-30      | Floating      | 8.65%                 | No            | 2                  | On Loan: No      |
| Peninsula Pacific Entertainment, LLC                                           | Peninsula Pacific Entertainment, LLC                                           | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    379747 | PA      | $377848.11    | 0.07%             | 2032-10-07      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| Altice France S.A.                                                             | Altice France S.A.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    986449 | PA      | $987070.68    | 0.17%             | 2031-05-31      | Floating      | 10.55%                | No            | 2                  | On Loan: No      |
| Gobierno De La Republica De Honduras                                           | Gobierno De La Republica De Honduras                                           | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | US        |   1480000 | PA      | $1659450.00   | 0.29%             | 2034-11-27      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Alpha Generation LLC                                                           | Alpha Generation LLC                                                           | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $791559.60    | 0.14%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Bank5 2025-5YR17                                                               | Bank5 2025-5YR17                                                               | CUSIP: 06211GBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $194806.41    | 0.03%             | 2030-10-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Century Aluminum Company                                                       | Century Aluminum Company                                                       | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139218.75    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Mattamy Homes Limited                                                          | Mattamy Homes Limited                                                          | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | US        |    295000 | PA      | $277391.45    | 0.05%             | 2033-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                                                     | Trident TPI Holdings, Inc.                                                     | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377504.40    | 0.07%             | 2028-12-31      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| Windrose Re Ltd.                                                               | Windrose Re Ltd.                                                               | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995600.00    | 0.17%             | 2029-02-13      | Floating      | 8.79%                 | Yes           | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                 | Wyndham Hotels & Resorts, Inc.                                                 | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236188.80    | 0.04%             | 2033-03-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Castello (BC) Bidco S.p.A.                                                     | Castello (BC) Bidco S.p.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |    136000 | PA      | $156527.55    | 0.03%             | 2031-11-14      | Floating      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                          | Banco Santander, S.A.                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $648591.48    | 0.11%             | 2500-12-31      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| FNAC Darty                                                                     | FNAC Darty                                                                     | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237612.75    | 0.04%             | 2029-04-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Boels Topholding B.V.                                                          | Boels Topholding B.V.                                                          | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116002.28    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Dufry One B.V.                                                                 | Dufry One B.V.                                                                 | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |    253000 | PA      | $288494.00    | 0.05%             | 2032-05-23      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Cast and Crew Payroll, LLC                                                     | Cast and Crew Payroll, LLC                                                     | CUSIP: 14835JAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1859589 | PA      | $710828.06    | 0.12%             | 2028-12-30      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Jupiter Buyer, Inc.                                                            | Jupiter Buyer, Inc.                                                            | CUSIP: 48205CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    887597 | PA      | $887047.07    | 0.15%             | 2031-10-10      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Catawba Nation Gaming Authority                                                | Catawba Nation Gaming Authority                                                | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2026260.00   | 0.35%             | 2031-12-13      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Auris Luxembourg III S.a.r.l.                                                  | Auris Luxembourg III S.a.r.l.                                                  | CUSIP: L0421UAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4950 | PA      | $4943.90      | 0.00%             | 2029-02-28      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver | Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver | CUSIP: N/A<br>LEI: 4469000001BLWI4LQJ08       | Long             | DBT              | CORP              | US        |    198101 | PA      | $198282.52    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Government of the People's Republic of Benin                                   | Government of the People's Republic of Benin                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    770000 | PA      | $753637.50    | 0.13%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           | 2                  | On Loan: No      |
| Archrock Partners, L.P.                                                        | Archrock Partners, L.P.                                                        | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320446.35    | 0.06%             | 2032-09-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                           | Clear Channel Outdoor Holdings, Inc.                                           | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $204354.15    | 0.04%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac MSCR Trust MN8                                                     | Freddie Mac MSCR Trust MN8                                                     | CUSIP: 35563RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    256861 | PA      | $260235.37    | 0.04%             | 2029-05-25      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Gateway Re Ltd                                                                 | Gateway Re Ltd                                                                 | CUSIP: 36779CAQ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530400.00    | 0.09%             | 2028-07-07      | Floating      | 14.05%                | Yes           | 2                  | On Loan: No      |
| Patrick Industries, Inc.                                                       | Patrick Industries, Inc.                                                       | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355000.00    | 0.06%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Purple Re Ltd.                                                                 | Purple Re Ltd.                                                                 | CUSIP: 74639NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $510400.00    | 0.09%             | 2028-06-07      | Floating      | 11.30%                | Yes           | 2                  | On Loan: No      |
| QTS Issuer ABS II LLC                                                          | QTS Issuer ABS II LLC                                                          | CUSIP: 74690FBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    535000 | PA      | $534957.20    | 0.09%             | 2056-03-06      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| 3264 Re Ltd.                                                                   | 3264 Re Ltd.                                                                   | CUSIP: 88577CAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999800.00   | 0.35%             | 2029-01-08      | Floating      | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd.                                                           | Torrey Pines Re Ltd.                                                           | CUSIP: 89141WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513300.00    | 0.09%             | 2028-06-07      | Floating      | 10.04%                | Yes           | 2                  | On Loan: No      |
| Albion Financing 2 S.a r.l.                                                    | Albion Financing 2 S.a r.l.                                                    | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $173407.01    | 0.03%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                           | Heimstaden Bostad AB                                                           | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $115151.58    | 0.02%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Petco Health and Wellness Company, Inc.                                        | Petco Health and Wellness Company, Inc.                                        | CUSIP: 71601HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1950680.00   | 0.34%             | 2031-01-22      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Presidencia de la Republica de El Salvador                                     | Presidencia de la Republica de El Salvador                                     | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | US        |    310000 | PA      | $328600.00    | 0.06%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Gobierno de la Provincia de Buenos Aires                                       | Gobierno de la Provincia de Buenos Aires                                       | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | US        |   1503086 | PA      | $1129569.13   | 0.20%             | 2037-09-01      | Variable      | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Coreweave, Inc.                                                                | Coreweave, Inc.                                                                | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $163200.00    | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Constellation Oil Services Holding S.A.                                        | Constellation Oil Services Holding S.A.                                        | CUSIP: 650921AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $234169.90    | 0.04%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| CPI Property Group                                                             | CPI Property Group                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $253752.74    | 0.04%             | 2028-01-22      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Coventry Building Society                                                      | Coventry Building Society                                                      | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $406510.79    | 0.07%             | 2500-12-31      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Heimstaden AB                                                                  | Heimstaden AB                                                                  | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    200000 | PA      | $236452.28    | 0.04%             | 2030-01-29      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Ray Financing LLC                                                              | Ray Financing LLC                                                              | CUSIP: N/A<br>LEI: 254900IA5MVMGDF40Z19       | Long             | DBT              | CORP              | US        |    400000 | PA      | $460222.57    | 0.08%             | 2031-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Valeo                                                                          | Valeo                                                                          | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115386.22    | 0.02%             | 2031-05-20      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Constant Contact Inc                                                           | Constant Contact Inc                                                           | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997810 | PA      | $925827.87    | 0.16%             | 2028-02-10      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Trulite Holding Corp.                                                          | Trulite Holding Corp.                                                          | CUSIP: 89789MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1900000 | PA      | $1748000.00   | 0.30%             | 2031-02-15      | Floating      | 9.66%                 | No            | 3                  | On Loan: No      |
| Trident TPI Holdings, Inc.                                                     | Trident TPI Holdings, Inc.                                                     | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1960138 | PA      | $1853251.47   | 0.32%             | 2028-09-15      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Albertsons Companies, Inc.                                                     | Albertsons Companies, Inc.                                                     | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171281.25    | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Alpha Generation LLC                                                           | Alpha Generation LLC                                                           | CUSIP: 02073LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $294660.00    | 0.05%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                              | Benchmark 2020-B16 Mortgage Trust                                              | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298000 | PA      | $251229.50    | 0.04%             | 2030-01-17      | Variable      | 3.64%                 | No            | 2                  | On Loan: No      |
| Gateway Re Ltd                                                                 | Gateway Re Ltd                                                                 | CUSIP: 36779CAY2<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748875.00    | 0.13%             | 2029-07-06      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Madison IAQ LLC                                                                | Madison IAQ LLC                                                                | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $552457.00    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Queen Mergerco, Inc.                                                           | Queen Mergerco, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $770326.50    | 0.13%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                      | Zayo Group Holdings, Inc.                                                      | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    269479 | PA      | $267538.75    | 0.05%             | 2030-03-09      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TVL Finance PLC                                                                | TVL Finance PLC                                                                | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $127450.81    | 0.02%             | 2028-04-28      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| Studio City Finance Limited                                                    | Studio City Finance Limited                                                    | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | US        |    250000 | PA      | $247040.00    | 0.04%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Orion US Finco Inc.                                                            | Orion US Finco Inc.                                                            | CUSIP: 68631KAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1870000.00   | 0.32%             | 2033-07-29      | Floating      | 9.15%                 | No            | 2                  | On Loan: No      |
| 1211 Avenue of The Americas                                                    | 1211 Avenue of The Americas                                                    | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $331856.84    | 0.06%             | 2035-08-10      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                   | UBS Group AG                                                                   | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    440000 | PA      | $493900.00    | 0.09%             | 2500-12-31      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                         | CHI Commercial Mortgage Trust 2025-SFT                                         | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911000 | PA      | $892605.73    | 0.15%             | 2030-12-13      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Hestia Re Ltd                                                                  | Hestia Re Ltd                                                                  | CUSIP: 42815KAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $765375.00    | 0.13%             | 2028-03-13      | Floating      | 11.78%                | Yes           | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                       | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122607.60    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Company                                                          | Wells Fargo & Company                                                          | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    795000 | PA      | $797484.69    | 0.14%             | 2500-12-31      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                | Teva Pharmaceutical Finance Netherlands II B.V.                                | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $577809.53    | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Celsa OpCo S.A.                                                                | Celsa OpCo S.A.                                                                | CUSIP: N/A<br>LEI: 95980020140005024777       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $229806.14    | 0.04%             | 2030-12-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Digicel International Finance Limited                                          | Digicel International Finance Limited                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $202959.52    | 0.04%             | 2032-08-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Brock Holdings III, Inc.                                                       | Brock Holdings III, Inc.                                                       | CUSIP: 11163AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1252357 | PA      | $1245569.36   | 0.22%             | 2030-05-01      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| Ascensus Group Holdings Inc.                                                   | Ascensus Group Holdings Inc.                                                   | CUSIP: 04370PAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1010000.00   | 0.17%             | 2033-11-20      | Floating      | 8.92%                 | No            | 3                  | On Loan: No      |
| Federal Government of Nigeria                                                  | Federal Government of Nigeria                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    590000 | PA      | $621712.50    | 0.11%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Industrial Subordinated Trust 2.0                                              | Industrial Subordinated Trust 2.0                                              | CUSIP: 456349AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199350.00    | 0.03%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| Kaiser Aluminum Corporation                                                    | Kaiser Aluminum Corporation                                                    | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $327941.55    | 0.06%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro Re Limited                                                         | Kilimanjaro Re Limited                                                         | CUSIP: 49407QAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $515900.00    | 0.09%             | 2029-07-09      | Floating      | 9.81%                 | Yes           | 2                  | On Loan: No      |
| Meritage Re Ltd.                                                               | Meritage Re Ltd.                                                               | CUSIP: 59002JAA0<br>LEI: 254900TG8PO2J3ZD4Q82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990900.00    | 0.17%             | 2029-03-08      | Floating      | 9.10%                 | Yes           | 2                  | On Loan: No      |
| NRZ FHT Excess LLC                                                             | NRZ FHT Excess LLC                                                             | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671144 | PA      | $673142.50    | 0.12%             | 2032-03-25      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| Transmontaigne Partners LLC                                                    | Transmontaigne Partners LLC                                                    | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161200.00    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                            | Venture Global Plaquemines LNG, LLC                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    595000 | PA      | $618800.00    | 0.11%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Veolia Environnement                                                           | Veolia Environnement                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $436333.46    | 0.08%             | 2500-12-31      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Valeo                                                                          | Valeo                                                                          | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111808.86    | 0.02%             | 2032-03-23      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Kronos International, Inc.                                                     | Kronos International, Inc.                                                     | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    149000 | PA      | $148255.31    | 0.03%             | 2029-03-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Atos SE                                                                        | Atos SE                                                                        | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108694.24    | 0.02%             | 2030-12-18      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Optics BidCo S.p.A.                                                            | Optics BidCo S.p.A.                                                            | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $240090.90    | 0.04%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CPI Holdco B LLC                                                               | CPI Holdco B LLC                                                               | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |   1984887 | PA      | $1969781.66   | 0.34%             | 2031-05-19      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| National Mentor Holdings, Inc.                                                 | National Mentor Holdings, Inc.                                                 | CUSIP: 63689EAY1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $298125.00    | 0.05%             | 2030-12-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico | BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |    359000 | PA      | $369963.32    | 0.06%             | 2035-02-11      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                  | Departamento Administrativo De La Presidencia De La Republica                  | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    670000 | PA      | $688185.14    | 0.12%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| FMC Corporation                                                                | FMC Corporation                                                                | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12850.00     | 0.00%             | 2055-11-01      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| Corporation De Securite Garda World                                            | Corporation De Securite Garda World                                            | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425910.70    | 0.07%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Global Medical Response, Inc.                                                  | Global Medical Response, Inc.                                                  | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    480000 | PA      | $498072.00    | 0.09%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Kendall Re Ltd.                                                                | Kendall Re Ltd.                                                                | CUSIP: 48878QAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $769500.00    | 0.13%             | 2027-04-30      | Floating      | 11.29%                | Yes           | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                        | Level 3 Financing, Inc.                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335636.40    | 0.06%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Macys Retail Holdings                                                          | Macys Retail Holdings                                                          | CUSIP: 55617LAS1<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158540.20    | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| New Residential Mortgage LLC                                                   | New Residential Mortgage LLC                                                   | CUSIP: 62956YAA7<br>LEI: 549300FB4YR8GY21CA08 | Long             | ABS-MBS          | CORP              | US        |    541918 | PA      | $545447.82    | 0.09%             | 2029-11-25      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| Nexans                                                                         | Nexans                                                                         | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $346949.25    | 0.06%             | 2030-03-11      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Lorca Telecom Bondco S.A.                                                      | Lorca Telecom Bondco S.A.                                                      | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |     74468 | PA      | $85987.87     | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BSF Finance                                                                    | BSF Finance                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    215000 | PA      | $206167.09    | 0.04%             | 2035-09-03      | Fixed         | 5.76%                 | No            | 2                  | On Loan: No      |
| Albertsons Companies, Inc.                                                     | Albertsons Companies, Inc.                                                     | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368426.25    | 0.06%             | 2032-03-31      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Kodiak Gas Services, LLC                                                       | Kodiak Gas Services, LLC                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147243.15    | 0.03%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Navient Corporation                                                            | Navient Corporation                                                            | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128590.35    | 0.02%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance B.V.                                                 | Trivium Packaging Finance B.V.                                                 | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |    364000 | PA      | $380835.00    | 0.07%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $105139.60    | 0.02%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                  | Nidda Healthcare Holding GmbH                                                  | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $231216.28    | 0.04%             | 2030-02-21      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Optics BidCo S.p.A.                                                            | Optics BidCo S.p.A.                                                            | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $107609.66    | 0.02%             | 2029-01-18      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Galaxy US Opco Inc.                                                            | Galaxy US Opco Inc.                                                            | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1384495 | PA      | $1189184.26   | 0.21%             | 2029-04-19      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| EMG Utica, LLC                                                                 | EMG Utica, LLC                                                                 | CUSIP: 26869HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1979934 | PA      | $1984884.11   | 0.34%             | 2029-10-24      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Limited                                                         | Azorra Finance Limited                                                         | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199828.16    | 0.03%             | 2034-02-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BX Trust 2026-OPTM                                                             | BX Trust 2026-OPTM                                                             | CUSIP: 05594XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $253326.21    | 0.04%             | 2028-03-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                          | GS Mortgage Securities Trust 2017-GS6                                          | CUSIP: 36253PAH5<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $166007.31    | 0.03%             | 2027-05-12      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| Hanwha Life Insurance Co., Ltd.                                                | Hanwha Life Insurance Co., Ltd.                                                | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307336.56    | 0.05%             | 2055-06-24      | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| Harvest Midstream I, L.P.                                                      | Harvest Midstream I, L.P.                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345742.60    | 0.06%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| INEOS Finance PLC                                                              | INEOS Finance PLC                                                              | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58050.00     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                     | Rogers Communications Inc.                                                     | CUSIP: 775109DL2<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321152.00    | 0.06%             | 2056-07-31      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| South Africa, Parliament of                                                    | South Africa, Parliament of                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |   1290000 | PA      | $996525.00    | 0.17%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Turris Re Ltd.                                                                 | Turris Re Ltd.                                                                 | CUSIP: 900442AA2<br>LEI: 254900AYLTVDMB8FO181 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601200.00    | 0.10%             | 2029-01-08      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                                                       | W. R. Grace Holdings LLC                                                       | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $197262.50    | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Primo Water Holdings Inc.                                                      | Primo Water Holdings Inc.                                                      | CUSIP: N/A<br>LEI: 9845008F9A5F2E1D4832       | Long             | DBT              | CORP              | US        |    150000 | PA      | $169889.18    | 0.03%             | 2028-10-31      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Bausch Health Companies Inc.                                                   | Bausch Health Companies Inc.                                                   | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1985000 | PA      | $1912765.85   | 0.33%             | 2030-09-25      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| Federal Government of Nigeria                                                  | Federal Government of Nigeria                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $207750.00    | 0.04%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Cipher Compute LLC                                                             | Cipher Compute LLC                                                             | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $196887.50    | 0.03%             | 2030-11-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                                             | Energy Transfer LP                                                             | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512862.04    | 0.09%             | 2054-10-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                     | Mauser Packaging Solutions Holding Company                                     | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    580000 | PA      | $537950.00    | 0.09%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Novelis Corporation                                                            | Novelis Corporation                                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458839.06    | 0.08%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Permian Resources Operating, LLC                                               | Permian Resources Operating, LLC                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363011.43    | 0.06%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| SMRT 2022-MINI                                                                 | SMRT 2022-MINI                                                                 | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $383556.10    | 0.07%             | 2039-01-18      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corporation                                                         | Sealed Air Corporation                                                         | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    505000 | PA      | $529303.13    | 0.09%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Sierra Timeshare 2022-2 Receivables Funding LLC                                | Sierra Timeshare 2022-2 Receivables Funding LLC                                | CUSIP: 82650TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    227725 | PA      | $231188.63    | 0.04%             | 2040-06-20      | Fixed         | 9.22%                 | No            | 2                  | On Loan: No      |
| Willis Engine Structured Trust VIII                                            | Willis Engine Structured Trust VIII                                            | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276406 | PA      | $274678.26    | 0.05%             | 2031-06-16      | Fixed         | 6.07%                 | No            | 3                  | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                   | Presidence de la Republique de Cote d'Ivoire                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1410000 | PA      | $1398699.32   | 0.24%             | 2048-03-22      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Grunenthal GmbH                                                                | Grunenthal GmbH                                                                | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $452635.57    | 0.08%             | 2031-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                        | Allwyn Entertainment Financing (UK) PLC                                        | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    201600 | PA      | $240664.78    | 0.04%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Benteler International Aktiengesellschaft                                      | Benteler International Aktiengesellschaft                                      | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |    200000 | PA      | $239739.52    | 0.04%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                       | Project Alpha Intermediate Holding, Inc.                                       | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1162000.00   | 0.20%             | 2032-11-22      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| BKV Upstream Midstream, LLC                                                    | BKV Upstream Midstream, LLC                                                    | CUSIP: 05619CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $434364.50    | 0.08%             | 2030-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Black Pearl Compute LLC                                                        | Black Pearl Compute LLC                                                        | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $661781.25    | 0.11%             | 2031-02-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Gateway Re Ltd                                                                 | Gateway Re Ltd                                                                 | CUSIP: 36779CAN6<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513600.00    | 0.09%             | 2027-07-07      | Floating      | 13.05%                | Yes           | 2                  | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                  | Volcan Compania Minera S.A.A.                                                  | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335742.00    | 0.06%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Amber FinCo PLC                                                                | Amber FinCo PLC                                                                | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $237485.61    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Cutting Edge Group                                                             | Cutting Edge Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |    965917 | NS      | $950268.81    | 0.16%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Edge Finco PLC                                                                 | Edge Finco PLC                                                                 | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $273379.09    | 0.05%             | 2031-08-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                            | LBM Acquisition LLC                                                            | CUSIP: 50179JAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1592000 | PA      | $1338983.44   | 0.23%             | 2031-06-06      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Fortune Star (BVI) Limited                                                     | Fortune Star (BVI) Limited                                                     | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | US        |    330000 | PA      | $321585.00    | 0.06%             | 2027-01-27      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| IHS Holding Limited                                                            | IHS Holding Limited                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $205000.00    | 0.04%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Longfor Group Holdings Limited                                                 | Longfor Group Holdings Limited                                                 | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | US        |    200000 | PA      | $156250.00    | 0.03%             | 2029-09-16      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| Icebox Holdco III, Inc.                                                        | Icebox Holdco III, Inc.                                                        | CUSIP: 45114NAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004380.00   | 0.17%             | 2029-12-21      | Floating      | 10.17%                | No            | 2                  | On Loan: No      |
| Help At Home, Inc.                                                             | Help At Home, Inc.                                                             | CUSIP: 40467AAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1953571 | PA      | $1661512.35   | 0.29%             | 2031-09-20      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C31                                                 | BBCMS Mortgage Trust 2024-5C31                                                 | CUSIP: 07336YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $341437.69    | 0.06%             | 2029-12-17      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                           | Clear Channel Outdoor Holdings, Inc.                                           | CUSIP: 18453HAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $317262.00    | 0.05%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| EMRLD Borrower LP                                                              | EMRLD Borrower LP                                                              | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236161.70    | 0.04%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Goat Holdco, LLC                                                               | Goat Holdco, LLC                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $395987.50    | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Lifepoint Health, Inc.                                                         | Lifepoint Health, Inc.                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376475.00    | 0.07%             | 2032-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| OBX 2025-HE1 Trust                                                             | OBX 2025-HE1 Trust                                                             | CUSIP: 67121CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266000 | PA      | $266691.01    | 0.05%             | 2055-02-25      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corporation                                                         | CMS Energy Corporation                                                         | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    935000 | PA      | $948878.39    | 0.16%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CACI International Inc.                                                        | CACI International Inc.                                                        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320537.70    | 0.06%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Michaels Companies, Inc., The                                                  | Michaels Companies, Inc., The                                                  | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219019.50    | 0.04%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| WBI Operations LLC                                                             | WBI Operations LLC                                                             | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $208162.50    | 0.04%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Taseko Mines Limited                                                           | Taseko Mines Limited                                                           | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | US        |    310000 | PA      | $323429.20    | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115786.14    | 0.02%             | 2029-03-13      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CMA CGM                                                                        | CMA CGM                                                                        | CUSIP: N/A<br>LEI: 969500BZJ49IICIBZZ08       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111286.42    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Nissan Motor Co., Ltd.                                                         | Nissan Motor Co., Ltd.                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $114560.94    | 0.02%             | 2033-07-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Loxama                                                                         | Loxama                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    180000 | PA      | $213514.43    | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Boels Topholding B.V.                                                          | Boels Topholding B.V.                                                          | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    125000 | PA      | $147892.48    | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal Government of Nigeria                                                  | Federal Government of Nigeria                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | US        |   1370000 | PA      | $1316912.50   | 0.23%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| Government of the Republic of Zambia                                           | Government of the Republic of Zambia                                           | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | US        |   1108601 | PA      | $1037927.41   | 0.18%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Dubai Islamic Bank (P S C) Br.                                                 | Dubai Islamic Bank (P S C) Br.                                                 | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198278.66    | 0.03%             | 2028-08-16      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Rackspace Finance, LLC                                                         | Rackspace Finance, LLC                                                         | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1404381 | PA      | $1389901.58   | 0.24%             | 2028-05-15      | Floating      | 10.04%                | No            | 2                  | On Loan: No      |
| SCIL IV LLC                                                                    | SCIL IV LLC                                                                    | CUSIP: 80881LAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $991894.05    | 0.17%             | 2032-10-09      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco, LLC                                                            | Radiate Holdco, LLC                                                            | CUSIP: 75025KAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334920 | PA      | $334360.76    | 0.06%             | 2029-06-26      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Banque Ouest Africaine De Developpement                                        | Banque Ouest Africaine De Developpement                                        | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | US        |    240000 | PA      | $219738.72    | 0.04%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                    | Allied Universal Holdco LLC                                                    | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262290.45    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities 2024-2, LLC                                            | Business Jet Securities 2024-2, LLC                                            | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298782 | PA      | $295077.49    | 0.05%             | 2030-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2026-XL6                                          | BX Commercial Mortgage Trust 2026-XL6                                          | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $126364.90    | 0.02%             | 2028-03-15      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Capstone Copper Corp.                                                          | Capstone Copper Corp.                                                          | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327525.00    | 0.06%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                        | Sasol Financing USA LLC                                                        | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292630.30    | 0.05%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ADLER Financing S.a r.l.                                                       | ADLER Financing S.a r.l.                                                       | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |    270934 | PA      | $345536.67    | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                             | MetroNet Infrastructure Issuer LLC                                             | CUSIP: 59170JBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    582000 | PA      | $576626.74    | 0.10%             | 2031-04-20      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Michaels Companies, Inc., The                                                  | Michaels Companies, Inc., The                                                  | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93250.00     | 0.02%             | 2034-03-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Montoya Re Ltd.                                                                | Montoya Re Ltd.                                                                | CUSIP: 613752AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2237625.00   | 0.39%             | 2030-04-09      | Floating      | 8.93%                 | Yes           | 2                  | On Loan: No      |
| Alamo Re Ltd.                                                                  | Alamo Re Ltd.                                                                  | CUSIP: 011395AN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1184500.00   | 0.20%             | 2027-06-07      | Floating      | 10.06%                | Yes           | 2                  | On Loan: No      |
| Clarios Global LP                                                              | Clarios Global LP                                                              | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332468.40    | 0.06%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Herbie Re Ltd.                                                                 | Herbie Re Ltd.                                                                 | CUSIP: 42703VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1282625.00   | 0.22%             | 2029-01-08      | Floating      | 14.40%                | Yes           | 2                  | On Loan: No      |
| Manitowoc Company, Inc., The                                                   | Manitowoc Company, Inc., The                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    255000 | PA      | $266362.80    | 0.05%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Rocket Companies, Inc.                                                         | Rocket Companies, Inc.                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $383298.40    | 0.07%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Mystic Re IV Ltd.                                                              | Mystic Re IV Ltd.                                                              | CUSIP: 62865LAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009300.00   | 0.17%             | 2028-01-10      | Floating      | 7.58%                 | Yes           | 2                  | On Loan: No      |
| PoleStar Re Ltd.                                                               | PoleStar Re Ltd.                                                               | CUSIP: 73110JAE2<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998500.00    | 0.17%             | 2029-01-08      | Floating      | 12.65%                | Yes           | 2                  | On Loan: No      |
| Rocket Companies, Inc.                                                         | Rocket Companies, Inc.                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $343060.00    | 0.06%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| VB-S1 Issuer, LLC                                                              | VB-S1 Issuer, LLC                                                              | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    477000 | PA      | $479893.34    | 0.08%             | 2031-03-15      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                             | ABN AMRO Bank N.V.                                                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $488346.72    | 0.08%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Schaeffler AG                                                                  | Schaeffler AG                                                                  | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $794555.71    | 0.14%             | 2030-03-28      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| EDP, S.A.                                                                      | EDP, S.A.                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    100000 | PA      | $114810.60    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                | Teva Pharmaceutical Finance Netherlands II B.V.                                | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    550000 | PA      | $625679.64    | 0.11%             | 2031-06-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Arcline FM Holdings, LLC                                                       | Arcline FM Holdings, LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2000000 | PA      | $2000840.00   | 0.35%             | 2049-12-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works, Inc.                                                        | Bath & Body Works, Inc.                                                        | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122987.50    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TELUS Corporation                                                              | TELUS Corporation                                                              | CUSIP: 87971MCR2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |    655000 | PA      | $637434.34    | 0.11%             | 2056-06-09      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings, LLC                                                 | White Cap Supply Holdings, LLC                                                 | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198829.50    | 0.03%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                    | Allied Universal Holdco LLC                                                    | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $255904.91    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Southern Disposal Solutions, LLC                                               | Southern Disposal Solutions, LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   3000000 | NS      | $2960400.00   | 0.51%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Electricite de France                                                          | Electricite de France                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $898918.59    | 0.16%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Bertrand Franchise Finance                                                     | Bertrand Franchise Finance                                                     | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112183.35    | 0.02%             | 2030-07-18      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| CD&R Firefly Bidco PLC                                                         | CD&R Firefly Bidco PLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    100000 | PA      | $134731.94    | 0.02%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                                           | Mehilainen Yhtiot Oy                                                           | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    200000 | PA      | $229787.65    | 0.04%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Vector WP Holdco,Inc                                                           | Vector WP Holdco,Inc                                                           | CUSIP: 92243EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1974227 | PA      | $1776804.12   | 0.31%             | 2028-10-12      | Floating      | 8.79%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc.                                                            | Galaxy US Opco Inc.                                                            | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    662540 | PA      | $569075.87    | 0.10%             | 2029-04-19      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                                          | Applied Systems, Inc.                                                          | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2461450.00   | 0.43%             | 2032-02-07      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| 888 Acquisitions Limited                                                       | 888 Acquisitions Limited                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1951974 | PA      | $1808366.98   | 0.31%             | 2028-07-01      | Floating      | 9.05%                 | No            | 2                  | On Loan: No      |
| Advance Auto Parts, Inc.                                                       | Advance Auto Parts, Inc.                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96216.00     | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Atela Re Ltd.                                                                  | Atela Re Ltd.                                                                  | CUSIP: 04681FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $793500.00    | 0.14%             | 2027-05-09      | Floating      | 17.80%                | Yes           | 2                  | On Loan: No      |
| Blue Ridge Re Ltd.                                                             | Blue Ridge Re Ltd.                                                             | CUSIP: 096003AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $491950.00    | 0.09%             | 2029-01-08      | Floating      | 11.52%                | Yes           | 2                  | On Loan: No      |
| BMO 2024-5C6 Mortgage Trust                                                    | BMO 2024-5C6 Mortgage Trust                                                    | CUSIP: 09661XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281000 | PA      | $256715.22    | 0.04%             | 2057-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Daintree Bidco Pty Ltd.                                                        | Daintree Bidco Pty Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $980830.00    | 0.17%             | 2049-12-31      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Clearway Energy Operating LLC                                                  | Clearway Energy Operating LLC                                                  | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137025.00    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                    | Mozart Debt Merger Sub Inc.                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316800.00    | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| FMC Corporation                                                                | FMC Corporation                                                                | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22378.25     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| First Quantum Minerals Ltd                                                     | First Quantum Minerals Ltd                                                     | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    207000 | PA      | $198058.64    | 0.03%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                               | One Market Plaza Trust 2017-1MKT                                               | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $100704.00    | 0.02%             | 2032-02-10      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc.                                                                 | TransDigm Inc.                                                                 | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343735.00    | 0.06%             | 2034-07-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Lune Holdings S.a r.l.                                                         | Lune Holdings S.a r.l.                                                         | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $4150.66      | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| PRM Trust 2025-PRM6                                                            | PRM Trust 2025-PRM6                                                            | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358000 | PA      | $355757.31    | 0.06%             | 2028-07-05      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc.                                                                 | TransDigm Inc.                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24901.50     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK Financing I PLC                                                     | VMED O2 UK Financing I PLC                                                     | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $166773.66    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Flora Food Management B.V.                                                     | Flora Food Management B.V.                                                     | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |    250000 | PA      | $271064.21    | 0.05%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Endeavour Mining PLC                                                           | Endeavour Mining PLC                                                           | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | DBT              | CORP              | US        |    200000 | PA      | $203000.00    | 0.04%             | 2030-05-28      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Team Services Group                                                            | Team Services Group                                                            | CUSIP: 87821EAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $995000.00    | 0.17%             | 2028-12-18      | Floating      | 12.93%                | No            | 3                  | On Loan: No      |
| Sound Inpatient Physicians                                                     | Sound Inpatient Physicians                                                     | CUSIP: 83607JAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $468750.00    | 0.08%             | 2029-06-28      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Synechron Inc                                                                  | Synechron Inc                                                                  | CUSIP: 87168HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1980000 | PA      | $1809225.00   | 0.31%             | 2031-09-25      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings, Inc.                                                     | Team Health Holdings, Inc.                                                     | CUSIP: 87817JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1985025 | PA      | $1975099.88   | 0.34%             | 2028-06-30      | Floating      | 7.66%                 | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                                         | TK Elevator Midco GmbH                                                         | CUSIP: D9000BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001040.00   | 0.17%             | 2049-12-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK Financing I PLC                                                     | VMED O2 UK Financing I PLC                                                     | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    213000 | PA      | $225705.20    | 0.04%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France                                                          | Electricite de France                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $217010.88    | 0.04%             | 2500-12-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Gobierno de la Republica de Guatemala                                          | Gobierno de la Republica de Guatemala                                          | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |    560000 | PA      | $585900.00    | 0.10%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                  | Adani Ports and Special Economic Zone Limited                                  | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    200000 | PA      | $175552.40    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Carnival Corporation                                                           | Carnival Corporation                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    685000 | PA      | $689904.60    | 0.12%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Mystic Re IV Ltd.                                                              | Mystic Re IV Ltd.                                                              | CUSIP: 62865LAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992700.00    | 0.17%             | 2029-01-08      | Floating      | 10.63%                | Yes           | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                  | Dynasty Acquisition Co., Inc.                                                  | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    503159 | PA      | $502932.50    | 0.09%             | 2031-10-24      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Albion Financing 3 SARL                                                        | Albion Financing 3 SARL                                                        | CUSIP: 01330EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965200 | PA      | $1962133.91   | 0.34%             | 2031-05-21      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation                                           | Olympus Water US Holding Corporation                                           | CUSIP: 68163YAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $1918012.95   | 0.33%             | 2032-07-26      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| NEXUS Buyer LLC                                                                | NEXUS Buyer LLC                                                                | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1929280.00   | 0.33%             | 2032-01-30      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                     | Medco Maple Tree Pte. Ltd.                                                     | CUSIP: N/A<br>LEI: 254900T5AQZNR0THA508       | Long             | DBT              | CORP              | US        |    250000 | PA      | $256413.23    | 0.04%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           | 2                  | On Loan: No      |
| Snf Group                                                                      | Snf Group                                                                      | CUSIP: N/A<br>LEI: 969500F7036FEDYPRV54       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117255.23    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Kier Group PLC                                                                 | Kier Group PLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136964.85    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Punch Finance PLC                                                              | Punch Finance PLC                                                              | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $197193.97    | 0.03%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Altice France S.A.                                                             | Altice France S.A.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    986441 | PA      | $980896.92    | 0.17%             | 2028-10-30      | Floating      | 8.74%                 | No            | 2                  | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                    | BMO 2024-5C3 Mortgage Trust                                                    | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $245575.94    | 0.04%             | 2029-02-16      | Variable      | 7.09%                 | No            | 2                  | On Loan: No      |
| Bridge STR RE Ltd.                                                             | Bridge STR RE Ltd.                                                             | CUSIP: 10807LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2163545.00   | 0.37%             | 2028-01-07      | Floating      | 7.62%                 | Yes           | 3                  | On Loan: No      |
| Cape Lookout Re Ltd.                                                           | Cape Lookout Re Ltd.                                                           | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1303000.00   | 0.23%             | 2028-03-13      | Floating      | 10.42%                | Yes           | 2                  | On Loan: No      |
| Ascent Resources - Utica, LLC                                                  | Ascent Resources - Utica, LLC                                                  | CUSIP: 04364VAU7<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598206.00    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Bonanza Re Ltd                                                                 | Bonanza Re Ltd                                                                 | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513800.00   | 0.26%             | 2027-12-20      | Floating      | 9.02%                 | Yes           | 2                  | On Loan: No      |
| Azule Energy Finance PLC                                                       | Azule Energy Finance PLC                                                       | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252450.00    | 0.04%             | 2030-01-23      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                       | CenterPoint Energy, Inc.                                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1097434.80   | 0.19%             | 2056-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                                 | Park Intermediate Holdings LLC                                                 | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    555000 | PA      | $561809.85    | 0.10%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Sutter Re Ltd.                                                                 | Sutter Re Ltd.                                                                 | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007200.00   | 0.17%             | 2026-06-19      | Floating      | 10.27%                | Yes           | 2                  | On Loan: No      |
| Intesa Sanpaolo SPA                                                            | Intesa Sanpaolo SPA                                                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    400000 | PA      | $483723.32    | 0.08%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Orsted A/S                                                                     | Orsted A/S                                                                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    350000 | PA      | $403536.21    | 0.07%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Ephios Subco 3 S.a r.l.                                                        | Ephios Subco 3 S.a r.l.                                                        | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $362313.97    | 0.06%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Pinnacle Bidco PLC                                                             | Pinnacle Bidco PLC                                                             | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $274535.91    | 0.05%             | 2028-10-11      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| BAMLL Trust 2024-BHP                                                           | BAMLL Trust 2024-BHP                                                           | CUSIP: 05493WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100366.00    | 0.02%             | 2026-08-17      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                         | LifePoint Health, Inc.                                                         | CUSIP: 75915TAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2481156 | PA      | $2477161.11   | 0.43%             | 2031-05-17      | Floating      | 7.15%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc.                                                         | Level 3 Financing Inc.                                                         | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |   1500000 | PA      | $1498440.00   | 0.26%             | 2032-03-29      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| CP Iris HoldCo I, Inc.                                                         | CP Iris HoldCo I, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1942857 | PA      | $1924652.57   | 0.33%             | 2032-10-20      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| FS Luxembourg S.a r.l.                                                         | FS Luxembourg S.a r.l.                                                         | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | US        |    392000 | PA      | $361244.97    | 0.06%             | 2036-02-11      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Four Lakes Re Ltd.                                                             | Four Lakes Re Ltd.                                                             | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531800.00   | 0.26%             | 2028-01-07      | Floating      | 9.12%                 | Yes           | 2                  | On Loan: No      |
| HUB International Limited                                                      | HUB International Limited                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    435000 | PA      | $446079.45    | 0.08%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Oak-Eagle Acquireco, Inc.                                                      | Oak-Eagle Acquireco, Inc.                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284968.75    | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Advance Auto Parts, Inc.                                                       | Advance Auto Parts, Inc.                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96187.50     | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Cape Lookout Re Ltd.                                                           | Cape Lookout Re Ltd.                                                           | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014200.00   | 0.18%             | 2027-04-05      | Floating      | 12.24%                | Yes           | 2                  | On Loan: No      |
| BCI Miami                                                                      | BCI Miami                                                                      | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318706.70    | 0.06%             | 2500-12-31      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                              | HSBC Holdings PLC                                                              | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222187.50    | 0.04%             | 2500-12-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Kilimanjaro III Re Limited                                                     | Kilimanjaro III Re Limited                                                     | CUSIP: 49407PAH3<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275825.00    | 0.05%             | 2026-04-20      | Floating      | 14.82%                | Yes           | 2                  | On Loan: No      |
| QTS Issuer ABS II LLC                                                          | QTS Issuer ABS II LLC                                                          | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    553000 | PA      | $552955.76    | 0.10%             | 2056-03-06      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Riverfront Re Ltd.                                                             | Riverfront Re Ltd.                                                             | CUSIP: 76870YAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $782775.00    | 0.14%             | 2029-01-08      | Floating      | 11.37%                | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                          | GS Mortgage Securities Trust 2016-GS2                                          | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286000 | PA      | $284497.96    | 0.05%             | 2026-05-12      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                     | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    290000 | PA      | $256650.00    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| UWM Holdings, LLC                                                              | UWM Holdings, LLC                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $202809.50    | 0.04%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Artera Services, LLC                                                           | Artera Services, LLC                                                           | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2453703 | PA      | $2085647.34   | 0.36%             | 2031-02-07      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Star Holding LLC                                                               | Star Holding LLC                                                               | CUSIP: 85512FAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1970000 | PA      | $1938480.00   | 0.34%             | 2031-07-18      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Summit Behavioral Healthcare LLC                                               | Summit Behavioral Healthcare LLC                                               | CUSIP: 86602KAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334321 | PA      | $343374.44    | 0.06%             | 2029-12-31      | Floating      | 9.68%                 | No            | 2                  | On Loan: No      |
| Summit Behavioral Healthcare LLC                                               | Summit Behavioral Healthcare LLC                                               | CUSIP: 86602KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1960000 | PA      | $1682326.79   | 0.29%             | 2029-12-31      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Sierracol Energy Andina, LLC                                                   | Sierracol Energy Andina, LLC                                                   | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199000.00    | 0.03%             | 2030-11-14      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                                  | Surgery Center Holdings, Inc.                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    405000 | PA      | $398402.55    | 0.07%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Talen Energy Supply, LLC                                                       | Talen Energy Supply, LLC                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370725.00    | 0.06%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ITG Communications, LLC                                                        | ITG Communications, LLC                                                        | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1987500 | PA      | $1888125.00   | 0.33%             | 2031-07-01      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Herc Holdings Inc.                                                             | Herc Holdings Inc.                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388903.40    | 0.07%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Ocelot Re Ltd.                                                                 | Ocelot Re Ltd.                                                                 | CUSIP: 675951AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915010.00   | 0.33%             | 2031-01-07      | Floating      | 11.29%                | Yes           | 2                  | On Loan: No      |
| PetSmart, LLC                                                                  | PetSmart, LLC                                                                  | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $231150.00    | 0.04%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TKC Holdings, Inc.                                                             | TKC Holdings, Inc.                                                             | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140700.00    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| United Parks And Resorts Inc.                                                  | United Parks And Resorts Inc.                                                  | CUSIP: 81282UAG7<br>LEI: 529900G0H4NV3IIK3269 | Long             | DBT              | CORP              | US        |    345000 | PA      | $329043.75    | 0.06%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                       | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $167093.10    | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Windsor Holdings III, LLC                                                      | Windsor Holdings III, LLC                                                      | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320409.80    | 0.06%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Verisure Midholding AB                                                         | Verisure Midholding AB                                                         | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |    435000 | PA      | $500441.77    | 0.09%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Bellis Acquisition Company PLC                                                 | Bellis Acquisition Company PLC                                                 | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121951.25    | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Rossini S.a r.l.                                                               | Rossini S.a r.l.                                                               | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118600.64    | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Globalworth Real Estate Investments Limited                                    | Globalworth Real Estate Investments Limited                                    | CUSIP: N/A<br>LEI: 213800R3E823B1UBIA81       | Long             | DBT              | CORP              | GG        |    282001 | PA      | $331397.47    | 0.06%             | 2030-03-31      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CT Investment GmbH                                                             | CT Investment GmbH                                                             | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $233347.67    | 0.04%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Accor                                                                          | Accor                                                                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $244462.32    | 0.04%             | 2500-12-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Optics BidCo S.p.A.                                                            | Optics BidCo S.p.A.                                                            | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113351.92    | 0.02%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| MPT Operating Partnership, L.P.                                                | MPT Operating Partnership, L.P.                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    200000 | PA      | $227360.36    | 0.04%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Shift4 Payments, LLC                                                           | Shift4 Payments, LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $217484.78    | 0.04%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Romania, Government of                                                         | Romania, Government of                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | US        |     82000 | PA      | $75874.76     | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Silgan Holdings Inc.                                                           | Silgan Holdings Inc.                                                           | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |    100000 | PA      | $111688.65    | 0.02%             | 2031-02-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Tenet Healthcare Corporation                                                   | Tenet Healthcare Corporation                                                   | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    445000 | PA      | $449694.75    | 0.08%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                               | Jaguar Land Rover Automotive PLC                                               | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $344411.00    | 0.06%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Cornerstone Building Brands, Inc.                                              | Cornerstone Building Brands, Inc.                                              | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1644188 | PA      | $780989.06    | 0.14%             | 2031-05-05      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer, Inc.                                                            | Javelin Buyer, Inc.                                                            | CUSIP: 47189BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1820000.00   | 0.31%             | 2032-10-08      | Floating      | 8.67%                 | No            | 3                  | On Loan: No      |
| AA Bond Co Limited                                                             | AA Bond Co Limited                                                             | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $137339.43    | 0.02%             | 2031-07-31      | Fixed         | 6.85%                 | Yes           | 2                  | On Loan: No      |
| Odido Group Holding B.V.                                                       | Odido Group Holding B.V.                                                       | CUSIP: N/A<br>LEI: 724500FOAL1MNGOJKP07       | Long             | DBT              | CORP              | NL        |    133000 | PA      | $148136.99    | 0.03%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Kodiak Gas Services, LLC                                                       | Kodiak Gas Services, LLC                                                       | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95551.00     | 0.02%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                                              | Matterhorn Re Ltd                                                              | CUSIP: 577092AY5<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766725.00    | 0.13%             | 2028-07-07      | Floating      | 15.86%                | Yes           | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                               | NRG Energy, Inc.                                                               | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215560.00    | 0.04%             | 2500-12-31      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| Petco Health And Wellness Company, Inc.                                        | Petco Health And Wellness Company, Inc.                                        | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244681.50    | 0.04%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd.                                                           | Torrey Pines Re Ltd.                                                           | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003200.00   | 0.17%             | 2026-06-05      | Floating      | 8.86%                 | Yes           | 2                  | On Loan: No      |
| Optics BidCo S.p.A.                                                            | Optics BidCo S.p.A.                                                            | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |    160000 | PA      | $198158.96    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ENEL - SPA                                                                     | ENEL - SPA                                                                     | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $223368.06    | 0.04%             | 2500-12-31      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CAB                                                                            | CAB                                                                            | CUSIP: N/A<br>LEI: 9695008EGX5O9K1MS743       | Long             | DBT              | CORP              | FR        |    308000 | PA      | $345044.13    | 0.06%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Romania, Government of                                                         | Romania, Government of                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1481000 | PA      | $1755636.62   | 0.30%             | 2033-09-18      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AX Southeast Loan Investor LLC                                                 | AX Southeast Loan Investor LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   8000000 | NS      | $9864000.00   | 1.71%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Orsted A/S                                                                     | Orsted A/S                                                                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    150000 | PA      | $175111.31    | 0.03%             | 3022-12-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Ontex Group                                                                    | Ontex Group                                                                    | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |    300000 | PA      | $317773.28    | 0.05%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Suriname, Government of the                                        | Republic of Suriname, Government of the                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    300000 | PA      | $308625.00    | 0.05%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| People's Government of Inner Mongolia Autonomous Region                        | People's Government of Inner Mongolia Autonomous Region                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    300000 | PA      | $275625.00    | 0.05%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Cullinan Holdco SCSp                                                           | Cullinan Holdco SCSp                                                           | CUSIP: N/A<br>LEI: 549300F81ZP47K818173       | Long             | DBT              | CORP              | LU        |     92214 | PA      | $93386.02     | 0.02%             | 2029-10-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Fresnillo PLC                                                                  | Fresnillo PLC                                                                  | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | DBT              | CORP              | US        |    200000 | PA      | $151265.00    | 0.03%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Spa Holdings 3 Oy                                                              | Spa Holdings 3 Oy                                                              | CUSIP: 78475BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2481297 | PA      | $2452861.16   | 0.42%             | 2030-05-22      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Fidelity Investment Grade Bond ETF                                             | Fidelity Investment Grade Bond ETF                                             | CUSIP: 67120NAA1<br>LEI: 549300X4MUYWBSV82480 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1938992.00   | 0.34%             | 2038-01-19      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                 | Transocean Inc                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211373.45    | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Acrisure, LLC                                                                  | Acrisure, LLC                                                                  | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324112.75    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Cyprium Corporation                                                            | Cyprium Corporation                                                            | CUSIP: 23292NAB4<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160221.60    | 0.03%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ZF North America Capital, Inc.                                                 | ZF North America Capital, Inc.                                                 | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309115.80    | 0.05%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| United Group B.V.                                                              | United Group B.V.                                                              | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113422.43    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| TAP-Transportes Aereos Portugueses, SGPS, S.A.                                 | TAP-Transportes Aereos Portugueses, SGPS, S.A.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PT        |    300000 | PA      | $340645.24    | 0.06%             | 2029-11-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Greenko Power II Limited                                                       | Greenko Power II Limited                                                       | CUSIP: N/A<br>LEI: 254900YYA4B6O2O4JM12       | Long             | DBT              | CORP              | US        |    152000 | PA      | $142653.52    | 0.02%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| JSC Uzbekneftegaz                                                              | JSC Uzbekneftegaz                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    510000 | PA      | $536062.28    | 0.09%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                        | CDI Escrow Issuer, Inc.                                                        | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $636827.85    | 0.11%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Chartwell Re Ltd.                                                              | Chartwell Re Ltd.                                                              | CUSIP: 16140YAB8<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029300.00   | 0.18%             | 2028-06-07      | Floating      | 10.78%                | Yes           | 2                  | On Loan: No      |
| Churchill Downs Incorporated                                                   | Churchill Downs Incorporated                                                   | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117037.80    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ESAB Corporation                                                               | ESAB Corporation                                                               | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171190.00    | 0.03%             | 2031-04-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Global Partners LP                                                             | Global Partners LP                                                             | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100802.00    | 0.02%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Lindblad Expeditions, LLC                                                      | Lindblad Expeditions, LLC                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335570.40    | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LSF12 Helix Parent, LLC                                                        | LSF12 Helix Parent, LLC                                                        | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241467.50    | 0.04%             | 2033-02-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                                              | Matterhorn Re Ltd                                                              | CUSIP: 577092AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996400.00    | 0.17%             | 2028-02-04      | Floating      | 15.81%                | Yes           | 2                  | On Loan: No      |
| Mystic Re IV Ltd.                                                              | Mystic Re IV Ltd.                                                              | CUSIP: 62865LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $759525.00    | 0.13%             | 2028-01-10      | Floating      | 13.87%                | Yes           | 2                  | On Loan: No      |
| Vistra Operations Company LLC                                                  | Vistra Operations Company LLC                                                  | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21731.69     | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Ziggo B.V.                                                                     | Ziggo B.V.                                                                     | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106049.26    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Wintershall Dea GmbH                                                           | Wintershall Dea GmbH                                                           | CUSIP: N/A<br>LEI: 529900PP4O3OCBMO9C52       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $330717.64    | 0.06%             | 2500-12-31      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Air France - KLM                                                               | Air France - KLM                                                               | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231551.47    | 0.04%             | 2029-05-23      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                         | Telefonica Europe B.V.                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $246376.41    | 0.04%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CPI Property Group                                                             | CPI Property Group                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    204000 | PA      | $208087.72    | 0.04%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497354 | PA      | $437204.45    | 0.08%             | 2027-04-15      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| SupplyOne, Inc                                                                 | SupplyOne, Inc                                                                 | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1960200 | PA      | $1963885.18   | 0.34%             | 2031-03-27      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Team Services Group                                                            | Team Services Group                                                            | CUSIP: 87821EAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990000 | PA      | $987525.00    | 0.17%             | 2027-12-20      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| TKC Holdings, Inc.                                                             | TKC Holdings, Inc.                                                             | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1985620.00   | 0.34%             | 2030-08-17      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I, L.P.                                                         | Hilcorp Energy I, L.P.                                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166496.00    | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                       | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                       | CUSIP: 617941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822000 | PA      | $828238.40    | 0.14%             | 2070-01-25      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| Gestamp Automocion Sociedad Anonima                                            | Gestamp Automocion Sociedad Anonima                                            | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $228731.20    | 0.04%             | 2030-10-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Vibrantz Technologies Inc.                                                     | Vibrantz Technologies Inc.                                                     | CUSIP: 92559QAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $994580.00    | 0.17%             | 2030-04-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Grupo Nutresa S.A.                                                             | Grupo Nutresa S.A.                                                             | CUSIP: 40055CAA1<br>LEI: 549300TN5BQ4P1MC6407 | Long             | DBT              | CORP              | US        |    240000 | PA      | $253161.60    | 0.04%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| LGI Homes, Inc.                                                                | LGI Homes, Inc.                                                                | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236219.25    | 0.04%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Matador Resources Company                                                      | Matador Resources Company                                                      | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342412.50    | 0.06%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| RHP Hotel Properties, LP                                                       | RHP Hotel Properties, LP                                                       | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172690.00    | 0.03%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Rockies Express Pipeline LLC                                                   | Rockies Express Pipeline LLC                                                   | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    365000 | PA      | $375482.80    | 0.06%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Saavi Energia S.a r.l.                                                         | Saavi Energia S.a r.l.                                                         | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $417600.00    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Sempra                                                                         | Sempra                                                                         | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777658.64    | 0.13%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital, Inc.                                                 | ZF North America Capital, Inc.                                                 | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56790.00     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Avient Corporation                                                             | Avient Corporation                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452812.50    | 0.08%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Bell Canada inc.                                                               | Bell Canada inc.                                                               | CUSIP: 0778FPAQ2<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1270792.17   | 0.22%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Marlon Ltd.                                                                    | Marlon Ltd.                                                                    | CUSIP: 571253AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1565850.00   | 0.27%             | 2027-06-07      | Floating      | 10.94%                | Yes           | 2                  | On Loan: No      |
| Stabilitas Re Ltd.                                                             | Stabilitas Re Ltd.                                                             | CUSIP: 85237TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2515000.00   | 0.43%             | 2026-06-05      | Floating      | 12.03%                | Yes           | 2                  | On Loan: No      |
| Vodafone Group Public Limited Company                                          | Vodafone Group Public Limited Company                                          | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    503000 | PA      | $545782.36    | 0.09%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                                           | Koninklijke KPN N.V.                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118519.73    | 0.02%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                         | Telefonica Europe B.V.                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119896.34    | 0.02%             | 2500-12-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                         | CHI Commercial Mortgage Trust 2025-SFT                                         | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $558680.03    | 0.10%             | 2030-04-17      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Forvia                                                                         | Forvia                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517030.90    | 0.09%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Genesis Energy, L.P.                                                           | Genesis Energy, L.P.                                                           | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539946.75    | 0.09%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Kodiak Gas Services, LLC                                                       | Kodiak Gas Services, LLC                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151258.50    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Neptune BidCo US Inc.                                                          | Neptune BidCo US Inc.                                                          | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77708.00     | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| 1261229 B.C. Ltd.                                                              | 1261229 B.C. Ltd.                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $589375.00    | 0.10%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Purple Re Ltd.                                                                 | Purple Re Ltd.                                                                 | CUSIP: 74639NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1815800.00   | 0.31%             | 2028-06-07      | Floating      | 10.80%                | Yes           | 2                  | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                         | SFO Commercial Mortgage Trust 2021-555                                         | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $406412.54    | 0.07%             | 2028-05-15      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                                    | Block, Inc.                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14910.75     | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust 2025-3                                              | Verus Securitization Trust 2025-3                                              | CUSIP: 924928AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $273852.87    | 0.05%             | 2070-05-25      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                                                       | W. R. Grace Holdings LLC                                                       | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107250.00    | 0.02%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Valeo                                                                          | Valeo                                                                          | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $343134.94    | 0.06%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                       | Celanese US Holdings LLC                                                       | CUSIP: 15089QBB9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    165000 | PA      | $186178.17    | 0.03%             | 2031-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Gatwick Airport Finance PLC                                                    | Gatwick Airport Finance PLC                                                    | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $260243.67    | 0.04%             | 2030-11-21      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Crash Champions, LLC                                                           | Crash Champions, LLC                                                           | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1043939 | PA      | $903007.27    | 0.16%             | 2029-02-23      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Crash Champions, LLC                                                           | Crash Champions, LLC                                                           | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    931036 | PA      | $805345.76    | 0.14%             | 2029-02-23      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Dayforce, Inc.                                                                 | Dayforce, Inc.                                                                 | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $944720.00    | 0.16%             | 2032-10-07      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Michaels Companies, Inc. (The)                                                 | Michaels Companies, Inc. (The)                                                 | CUSIP: 59408UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $968300.00    | 0.17%             | 2033-03-02      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                               | Deutsche Bank Aktiengesellschaft                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $242728.55    | 0.04%             | 2500-12-31      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                          | Deutsche Lufthansa Aktiengesellschaft                                          | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $338953.08    | 0.06%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Max US Bidco Inc                                                               | Max US Bidco Inc                                                               | CUSIP: 57778YAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1979798 | PA      | $1618979.78   | 0.28%             | 2030-10-02      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                    | Allied Universal Holdco LLC                                                    | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1990000 | PA      | $1988905.50   | 0.34%             | 2032-08-06      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| VZ Vendor Financing II B.V.                                                    | VZ Vendor Financing II B.V.                                                    | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $105324.54    | 0.02%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| CPI Property Group                                                             | CPI Property Group                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $144029.92    | 0.02%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Cirsa Finance International S.a r.l.                                           | Cirsa Finance International S.a r.l.                                           | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    250000 | PA      | $294013.62    | 0.05%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Toucan Finco Ltd.                                                              | Toucan Finco Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    150000 | PA      | $150155.35    | 0.03%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Nissan Motor Co., Ltd.                                                         | Nissan Motor Co., Ltd.                                                         | CUSIP: 57160AD83<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $171385.43    | 0.03%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Great Outdoors Group, LLC                                                      | Great Outdoors Group, LLC                                                      | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1975000 | PA      | $1969075.00   | 0.34%             | 2032-01-20      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Kaseya Inc.                                                                    | Kaseya Inc.                                                                    | CUSIP: 48578AAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1186245.00   | 0.21%             | 2033-03-07      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Peninsula Pacific Entertainment, LLC                                           | Peninsula Pacific Entertainment, LLC                                           | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1620253 | PA      | $1612151.89   | 0.28%             | 2032-08-14      | Floating      | 8.42%                 | No            | 3                  | On Loan: No      |
| CP Iris HoldCo I, Inc.                                                         | CP Iris HoldCo I, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57143 | PA      | $56607.43     | 0.01%             | 2049-12-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Hologic Inc                                                                    | Hologic Inc                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2000000 | PA      | $1975000.00   | 0.34%             | 2033-01-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Gobierno de La Republica del Paraguay                                          | Gobierno de La Republica del Paraguay                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | US        |    520000 | PA      | $540150.00    | 0.09%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| Verde Purchaser, LLC                                                           | Verde Purchaser, LLC                                                           | CUSIP: 92339LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $211824.45    | 0.04%             | 2030-11-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| British Telecommunications Public Limited Company                              | British Telecommunications Public Limited Company                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    360000 | PA      | $500425.80    | 0.09%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                           | CEMEX S.A.B. de C.V.                                                           | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203023.64    | 0.04%             | 2500-12-31      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Easton Re Pte. Ltd.                                                            | Easton Re Pte. Ltd.                                                            | CUSIP: 27777AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1916530.00   | 0.33%             | 2027-01-08      | Floating      | 11.05%                | Yes           | 2                  | On Loan: No      |
| Eversource Energy                                                              | Eversource Energy                                                              | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305984.73    | 0.05%             | 2056-08-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Galileo Re Ltd.                                                                | Galileo Re Ltd.                                                                | CUSIP: 36354TAR3<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2217825.00   | 0.38%             | 2030-01-08      | Floating      | 8.54%                 | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                                              | Matterhorn Re Ltd                                                              | CUSIP: 577092BD0<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744075.00    | 0.13%             | 2029-02-16      | Floating      | 18.55%                | Yes           | 2                  | On Loan: No      |
| Standard Building Solutions Inc.                                               | Standard Building Solutions Inc.                                               | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    375000 | PA      | $335715.00    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Wireless Propco Funding LLC                                                    | Wireless Propco Funding LLC                                                    | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    268600 | PA      | $253679.06    | 0.04%             | 2030-06-25      | Fixed         | 4.30%                 | No            | 3                  | On Loan: No      |
| Flutter Treasury Designated Activity Company                                   | Flutter Treasury Designated Activity Company                                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    150000 | PA      | $174939.66    | 0.03%             | 2029-04-29      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Brock Holdings III, Inc.                                                       | Brock Holdings III, Inc.                                                       | CUSIP: 11163AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225143 | PA      | $223922.59    | 0.04%             | 2030-05-01      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| Banque Ouest Africaine De Developpement                                        | Banque Ouest Africaine De Developpement                                        | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | US        |    810000 | PA      | $797317.02    | 0.14%             | 2055-02-13      | Fixed         | 8.20%                 | Yes           | 2                  | On Loan: No      |
| Altice France                                                                  | Altice France                                                                  | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    595000 | PA      | $562275.00    | 0.10%             | 2031-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                        | BFLD Commercial Mortgage Trust 2025-5MW                                        | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113000 | PA      | $114005.95    | 0.02%             | 2030-10-11      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                            | Petroleos Mexicanos                                                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1665720.00   | 0.29%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| CPI Property Group                                                             | CPI Property Group                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $98969.68     | 0.02%             | 2500-12-31      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Cutting Edge Group                                                             | Cutting Edge Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   3211312 | NS      | $3159289.24   | 0.55%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Erste Group Bank AG                                                            | Erste Group Bank AG                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |    400000 | PA      | $486612.94    | 0.08%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Dovalue S.P.A.                                                                 | Dovalue S.P.A.                                                                 | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $228747.38    | 0.04%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Turquoise Hill Resources Ltd.                                                  | Turquoise Hill Resources Ltd.                                                  | CUSIP: N/A<br>LEI: 549300R80B2163QFEC16       | Long             | DBT              | CORP              | US        |    200000 | PA      | $202410.00    | 0.03%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Ascensus Group Holdings Inc.                                                   | Ascensus Group Holdings Inc.                                                   | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $982810.00    | 0.17%             | 2028-08-02      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Bingo Holdings I LLC                                                           | Bingo Holdings I LLC                                                           | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1761429 | PA      | $1714098.99   | 0.30%             | 2032-06-11      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Albion Financing 1 S.a r.l.                                                    | Albion Financing 1 S.a r.l.                                                    | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269425.50    | 0.05%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Beazer Homes USA, Inc.                                                         | Beazer Homes USA, Inc.                                                         | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163143.75    | 0.03%             | 2029-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                               | Benchmark 2024-V5 Mortgage Trust                                               | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $56294.35     | 0.01%             | 2029-01-12      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Castlelake Aircraft Structured Trust 2025-1                                    | Castlelake Aircraft Structured Trust 2025-1                                    | CUSIP: 14856VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    393295 | PA      | $386766.53    | 0.07%             | 2030-08-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Bingo Holdings I LLC                                                           | Bingo Holdings I LLC                                                           | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228571 | PA      | $222429.71    | 0.04%             | 2032-06-11      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Freeport LNG Investments, LLLP                                                 | Freeport LNG Investments, LLLP                                                 | CUSIP: 35670CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1998340.00   | 0.35%             | 2033-01-29      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Excelerate Energy Limited Partnership                                          | Excelerate Energy Limited Partnership                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    560000 | PA      | $584063.20    | 0.10%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc.                                                             | Herc Holdings Inc.                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    567000 | PA      | $580643.44    | 0.10%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Bath & Body Works, Inc.                                                        | Bath & Body Works, Inc.                                                        | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38300.00     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Magnera Corporation                                                            | Magnera Corporation                                                            | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185120.00    | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                        | Quikrete Holdings, Inc.                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217553.13    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| RAD CLO 31 Ltd                                                                 | RAD CLO 31 Ltd                                                                 | CUSIP: 74939UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2441212.50   | 0.42%             | 2039-04-18      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                 | Upgrade Master Pass-Thru Trust                                                 | CUSIP: 91533KAB6<br>LEI: N/A                  | Long             | EC               | PF                | US        |  11000000 | NS      | $5274500.00   | 0.91%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Venture Global LNG, Inc.                                                       | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169304.85    | 0.03%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Volofin Finance (Ireland) Designated Activity Company                          | Volofin Finance (Ireland) Designated Activity Company                          | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128700 | PA      | $130502.11    | 0.02%             | 2031-11-17      | Fixed         | 6.21%                 | No            | 3                  | On Loan: No      |
| TK Elevator Midco GmbH                                                         | TK Elevator Midco GmbH                                                         | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     30255 | PA      | $34859.91     | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| V.F. Corporation                                                               | V.F. Corporation                                                               | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    220000 | PA      | $251370.38    | 0.04%             | 2029-03-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                  | Departamento Administrativo De La Presidencia De La Republica                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    244000 | PA      | $268887.79    | 0.05%             | 2038-11-26      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                           | SoftBank Group Corp.                                                           | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    125000 | PA      | $142049.66    | 0.02%             | 2029-10-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Gainwell Acquisition Corp.                                                     | Gainwell Acquisition Corp.                                                     | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2480366 | PA      | $2403896.80   | 0.42%             | 2027-08-17      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| Radar Bidco Sarl                                                               | Radar Bidco Sarl                                                               | CUSIP: L7781HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1662469 | PA      | $1654156.54   | 0.29%             | 2031-04-04      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Gobierno de la Republica del Ecuador                                           | Gobierno de la Republica del Ecuador                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |   1000084 | PA      | $880073.92    | 0.15%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC                                                              | CCO Holdings, LLC                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $353070.75    | 0.06%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I, L.P.                                                         | Hilcorp Energy I, L.P.                                                         | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $333063.00    | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CONE Trust 2024-DFW1                                                           | CONE Trust 2024-DFW1                                                           | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $241723.88    | 0.04%             | 2041-08-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Herbie Re Ltd.                                                                 | Herbie Re Ltd.                                                                 | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2271600.00   | 0.39%             | 2029-01-08      | Floating      | 10.91%                | Yes           | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                 | K. Hovnanian Enterprises, Inc.                                                 | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88844.40     | 0.02%             | 2033-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro Re Limited                                                         | Kilimanjaro Re Limited                                                         | CUSIP: 49407QAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007800.00   | 0.17%             | 2030-07-08      | Floating      | 7.31%                 | Yes           | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation                                           | Olympus Water US Holding Corporation                                           | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68357.10     | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Permian Resources Operating, LLC                                               | Permian Resources Operating, LLC                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336362.50    | 0.06%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| JNL Government Money Market Fund                                               | JNL Government Money Market Fund                                               | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10815662 | NS      | $10815662.17  | 1.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Lighthouse Park CLO Ltd                                                        | Lighthouse Park CLO Ltd                                                        | CUSIP: 53229QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1442085.00   | 0.25%             | 2037-10-26      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| CTEC II GmbH                                                                   | CTEC II GmbH                                                                   | CUSIP: N/A<br>LEI: 98450044C9BACG3DA974       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $208388.24    | 0.04%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Heartland Dental, LLC                                                          | Heartland Dental, LLC                                                          | CUSIP: 42236WAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1979987 | PA      | $1974364.22   | 0.34%             | 2032-07-31      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                                                  | MidOcean Credit CLO XVIII LLC                                                  | CUSIP: 59803MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $983396.00    | 0.17%             | 2035-10-18      | Floating      | 9.48%                 | No            | 2                  | On Loan: No      |
| Mona Lisa RE Ltd.                                                              | Mona Lisa RE Ltd.                                                              | CUSIP: 608800AM0<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510200.00   | 0.26%             | 2030-01-08      | Floating      | 4.18%                 | Yes           | 2                  | On Loan: No      |
| Titania Re Ltd.                                                                | Titania Re Ltd.                                                                | CUSIP: 888329AE9<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2727175.00   | 0.47%             | 2027-11-26      | Floating      | 9.79%                 | Yes           | 2                  | On Loan: No      |
| Transocean International Limited                                               | Transocean International Limited                                               | CUSIP: 893814AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $169809.60    | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Transocean Inc                                                                 | Transocean Inc                                                                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135991.70    | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                                               | Veraison Re Ltd.                                                               | CUSIP: 92335TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511850.00   | 0.26%             | 2028-03-08      | Floating      | 7.04%                 | Yes           | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $111813.48    | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| HCM 2021-1, LLC                                                                | HCM 2021-1, LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  12000000 | NS      | $11774400.00  | 2.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Q-Park Holding I B.V.                                                          | Q-Park Holding I B.V.                                                          | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |    211000 | PA      | $244984.32    | 0.04%             | 2030-02-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Alexandrite Monnet UK HoldCo PLC                                               | Alexandrite Monnet UK HoldCo PLC                                               | CUSIP: N/A<br>LEI: 254900UEO4639PJFQ079       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $243244.06    | 0.04%             | 2029-05-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| MKS Inc.                                                                       | MKS Inc.                                                                       | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |    200000 | PA      | $220813.63    | 0.04%             | 2034-02-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Cloudera, Inc.                                                                 | Cloudera, Inc.                                                                 | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1531660.00   | 0.26%             | 2029-10-01      | Floating      | 9.77%                 | No            | 2                  | On Loan: No      |
| IRIS Holdings Inc.                                                             | IRIS Holdings Inc.                                                             | CUSIP: 46271BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    949586 | PA      | $887350.43    | 0.15%             | 2028-06-15      | Floating      | 8.52%                 | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                                                      | Bausch & Lomb Corporation                                                      | CUSIP: C0787FAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3945000 | PA      | $3949931.25   | 0.68%             | 2031-01-15      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| APLD ComputeCo 2 LLC                                                           | APLD ComputeCo 2 LLC                                                           | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $144401.15    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities 2024-1, LLC                                            | Business Jet Securities 2024-1, LLC                                            | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189207 | PA      | $189793.85    | 0.03%             | 2030-05-15      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| CCO Holdings, LLC                                                              | CCO Holdings, LLC                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $901846.88    | 0.16%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ELM Trust 2024-ELM                                                             | ELM Trust 2024-ELM                                                             | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $324985.90    | 0.06%             | 2027-06-11      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                        | Molina Healthcare, Inc.                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242450.00    | 0.04%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BX Trust 2024-VLT4                                                             | BX Trust 2024-VLT4                                                             | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98951.77     | 0.02%             | 2026-06-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Hypatia Ltd.                                                                   | Hypatia Ltd.                                                                   | CUSIP: 44914CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1651650.00   | 0.29%             | 2026-04-08      | Floating      | 14.02%                | Yes           | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                             | MetroNet Infrastructure Issuer LLC                                             | CUSIP: 59170JBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695000 | PA      | $706592.18    | 0.12%             | 2030-08-20      | Fixed         | 7.83%                 | No            | 2                  | On Loan: No      |
| Resideo Funding Inc.                                                           | Resideo Funding Inc.                                                           | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388881.45    | 0.07%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re III Ltd.                                                            | Sanders Re III Ltd.                                                            | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040300.00   | 0.18%             | 2028-04-07      | Floating      | 9.12%                 | Yes           | 2                  | On Loan: No      |
| Vistra Operations Company LLC                                                  | Vistra Operations Company LLC                                                  | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10473.79     | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                                             | Wand NewCo 3, Inc.                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    830000 | PA      | $848675.00    | 0.15%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| RAC Bond Co PLC                                                                | RAC Bond Co PLC                                                                | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $260558.69    | 0.05%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| EDP, S.A.                                                                      | EDP, S.A.                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    400000 | PA      | $464073.86    | 0.08%             | 2054-05-29      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Azelis Finance                                                                 | Azelis Finance                                                                 | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |    100000 | PA      | $115233.64    | 0.02%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Eastern Power, LLC                                                             | Eastern Power, LLC                                                             | CUSIP: 87264NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1851764 | PA      | $1852153.01   | 0.32%             | 2028-04-03      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Vision Solutions, Inc.                                                         | Vision Solutions, Inc.                                                         | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1800000 | PA      | $1217250.00   | 0.21%             | 2029-04-23      | Floating      | 11.18%                | No            | 2                  | On Loan: No      |
| Northshore Re II Limited                                                       | Northshore Re II Limited                                                       | CUSIP: 666842AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $827227.50    | 0.14%             | 2028-04-07      | Floating      | 8.59%                 | Yes           | 2                  | On Loan: No      |
| OneMain Finance Corporation                                                    | OneMain Finance Corporation                                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545550.45    | 0.09%             | 2029-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                        | Quikrete Holdings, Inc.                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470147.55    | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc.                                                                 | TransDigm Inc.                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252850.00    | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VoltaGrid LLC                                                                  | VoltaGrid LLC                                                                  | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $371113.20    | 0.06%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                   | Presidence de la Republique de Cote d'Ivoire                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    650000 | PA      | $697854.97    | 0.12%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Construction Finance Holdings LLC                                              | Construction Finance Holdings LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     83135 | NS      | $132150.07    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Edelman Financial Center, LLC                                                  | Edelman Financial Center, LLC                                                  | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $988500.00    | 0.17%             | 2028-10-23      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| PetSmart, Inc.                                                                 | PetSmart, Inc.                                                                 | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1984500.00   | 0.34%             | 2032-08-09      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Peer Holding III B.V.                                                          | Peer Holding III B.V.                                                          | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $990000.00    | 0.17%             | 2032-09-29      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| ADT Security Corporation, The                                                  | ADT Security Corporation, The                                                  | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    545000 | PA      | $527990.55    | 0.09%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Equipmentshare.Com Inc                                                         | Equipmentshare.Com Inc                                                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41600.00     | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc.                                                             | Herc Holdings Inc.                                                             | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63869.00     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                 | K. Hovnanian Enterprises, Inc.                                                 | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108762.50    | 0.02%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Light and Wonder International, Inc.                                           | Light and Wonder International, Inc.                                           | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322987.50    | 0.06%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                | Sierra Timeshare 2024-3 Receivables Funding LLC                                | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215260 | PA      | $214740.63    | 0.04%             | 2041-08-20      | Fixed         | 6.93%                 | No            | 2                  | On Loan: No      |
| DexKo Global Inc.                                                              | DexKo Global Inc.                                                              | CUSIP: 25213YBE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1474995.00   | 0.26%             | 2031-10-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Winston Re Ltd.                                                                | Winston Re Ltd.                                                                | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1349660.00   | 0.23%             | 2027-02-26      | Floating      | 13.76%                | Yes           | 2                  | On Loan: No      |
| BCP V Modular Services Finance II PLC                                          | BCP V Modular Services Finance II PLC                                          | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108448.80    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                            | Rakuten Group, Inc.                                                            | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $222790.13    | 0.04%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                                       | Bayer Aktiengesellschaft                                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $344154.40    | 0.06%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| United Group B.V.                                                              | United Group B.V.                                                              | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    250000 | PA      | $290407.37    | 0.05%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Alliant Energy Corporation                                                     | Alliant Energy Corporation                                                     | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    865000 | PA      | $840204.78    | 0.15%             | 2056-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Builders FirstSource, Inc.                                                     | Builders FirstSource, Inc.                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543713.80    | 0.09%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Installed Building Products, Inc.                                              | Installed Building Products, Inc.                                              | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146452.50    | 0.03%             | 2034-02-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro Re Limited                                                         | Kilimanjaro Re Limited                                                         | CUSIP: 49407QAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1201865.00   | 0.21%             | 2028-06-30      | Floating      | 10.17%                | Yes           | 2                  | On Loan: No      |
| LCM Investments Holdings II, LLC                                               | LCM Investments Holdings II, LLC                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73032.75     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd.                                                             | Sanders Re II Ltd.                                                             | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015300.00   | 0.18%             | 2029-04-07      | Floating      | 8.92%                 | Yes           | 2                  | On Loan: No      |
| Ursa Re II Ltd.                                                                | Ursa Re II Ltd.                                                                | CUSIP: 91734PAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $743625.00    | 0.13%             | 2029-12-07      | Floating      | 8.65%                 | Yes           | 2                  | On Loan: No      |
| Castellum Aktiebolag                                                           | Castellum Aktiebolag                                                           | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |    150000 | PA      | $168176.21    | 0.03%             | 2500-12-31      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Q-Park Holding I B.V.                                                          | Q-Park Holding I B.V.                                                          | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112681.53    | 0.02%             | 2030-09-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| A2a S.P.A.                                                                     | A2a S.P.A.                                                                     | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $232614.86    | 0.04%             | 2500-12-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Boots Group Finco LP                                                           | Boots Group Finco LP                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $229642.01    | 0.04%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Bubbles BidCo S.p.A.                                                           | Bubbles BidCo S.p.A.                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    150000 | PA      | $173209.36    | 0.03%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Paprec Holding                                                                 | Paprec Holding                                                                 | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $227018.23    | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Peraton Corp.                                                                  | Peraton Corp.                                                                  | CUSIP: 71360HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    790000 | PA      | $564850.00    | 0.10%             | 2029-02-01      | Floating      | 11.52%                | No            | 2                  | On Loan: No      |
| IRIS Holdings Inc.                                                             | IRIS Holdings Inc.                                                             | CUSIP: 46271BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1021061 | PA      | $954140.33    | 0.16%             | 2028-06-15      | Floating      | 8.52%                 | No            | 2                  | On Loan: No      |
| Jack Ohio Finance LLC                                                          | Jack Ohio Finance LLC                                                          | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1650693 | PA      | $1625932.19   | 0.28%             | 2032-01-28      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| CCO Holdings, LLC                                                              | CCO Holdings, LLC                                                              | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170634.10    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Boland Holdings, LLC                                                           | Boland Holdings, LLC                                                           | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $232587.50    | 0.04%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Inversion Escrow Issuer, LLC                                                   | Inversion Escrow Issuer, LLC                                                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    860000 | PA      | $819150.00    | 0.14%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Jane Street Group, LLC                                                         | Jane Street Group, LLC                                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329891.25    | 0.06%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| The PNC Financial Services Group, Inc.                                         | The PNC Financial Services Group, Inc.                                         | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    845000 | PA      | $829409.16    | 0.14%             | 2500-12-31      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Palm Re Ltd.                                                                   | Palm Re Ltd.                                                                   | CUSIP: 69664FAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $772050.00    | 0.13%             | 2028-06-07      | Floating      | 11.29%                | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2024 Limited                                           | Residential Reinsurance 2024 Limited                                           | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279500.00   | 0.22%             | 2028-12-06      | Floating      | 8.93%                 | Yes           | 2                  | On Loan: No      |
| Ursa Re II Ltd.                                                                | Ursa Re II Ltd.                                                                | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504100.00    | 0.09%             | 2028-06-07      | Floating      | 11.40%                | Yes           | 2                  | On Loan: No      |
| New Immo Holding                                                               | New Immo Holding                                                               | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231202.41    | 0.04%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Heimstaden AB                                                                  | Heimstaden AB                                                                  | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $114883.42    | 0.02%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Motel One GmbH                                                                 | Motel One GmbH                                                                 | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |    160000 | PA      | $191900.73    | 0.03%             | 2031-04-02      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France                                                          | Electricite de France                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $246942.78    | 0.04%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.            | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    300000 | PA      | $356724.27    | 0.06%             | 2500-12-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                 | The Democratic Socialist Republic of Sri Lanka                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |    600575 | PA      | $532259.59    | 0.09%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Atos SE                                                                        | Atos SE                                                                        | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $390935.13    | 0.07%             | 2029-12-18      | Fixed         | 9.36%                 | Yes           | 2                  | On Loan: No      |
| FR BR Holdings, L.L.C.                                                         | FR BR Holdings, L.L.C.                                                         | CUSIP: 30260XAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1990000 | PA      | $1990000.00   | 0.34%             | 2030-10-09      | Floating      | 7.92%                 | No            | 3                  | On Loan: No      |
| Government of Commonwealth of the Bahamas                                      | Government of Commonwealth of the Bahamas                                      | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | US        |    660000 | PA      | $705375.00    | 0.12%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                     | Cloud Software Group, Inc.                                                     | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    305000 | PA      | $269543.75    | 0.05%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                          | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77746.10     | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Axonic Coinvest II, LP                                                         | Axonic Coinvest II, LP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   8000000 | NS      | $6712800.00   | 1.16%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Miller Homes Group (Finco) PLC                                                 | Miller Homes Group (Finco) PLC                                                 | CUSIP: N/A<br>LEI: 98450057058CDE2E9650       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $258284.75    | 0.04%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Ascent Resources - Utica, LLC                                                  | Ascent Resources - Utica, LLC                                                  | CUSIP: 04364VBA0<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248542.70    | 0.04%             | 2033-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $254006.25    | 0.04%             | 2028-05-15      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| Magnetite Xlii Ltd                                                             | Magnetite Xlii Ltd                                                             | CUSIP: 55955YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2125000 | PA      | $2083099.25   | 0.36%             | 2038-01-25      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| S&S Holdings LLC                                                               | S&S Holdings LLC                                                               | CUSIP: 78524HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1948718 | PA      | $1839102.52   | 0.32%             | 2028-03-11      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| Seplat Energy PLC                                                              | Seplat Energy PLC                                                              | CUSIP: N/A<br>LEI: 029200711C4S4CB2E982       | Long             | DBT              | CORP              | US        |    200000 | PA      | $211875.00    | 0.04%             | 2030-03-21      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd.                                                             | Sanders Re II Ltd.                                                             | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015200.00   | 0.18%             | 2029-04-07      | Floating      | 7.55%                 | Yes           | 2                  | On Loan: No      |
| Star Holdings                                                                  | Star Holdings                                                                  | CUSIP: 85513AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303308.91    | 0.05%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                                  | Starwood Property Trust, Inc.                                                  | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    690000 | PA      | $700777.80    | 0.12%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TKC Holdings, Inc.                                                             | TKC Holdings, Inc.                                                             | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82500.00     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| Ursa Re II Ltd.                                                                | Ursa Re II Ltd.                                                                | CUSIP: 91734PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1287250.00   | 0.22%             | 2028-06-07      | Floating      | 12.54%                | Yes           | 2                  | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd                                              | Viking Ocean Cruises Ship VII Ltd                                              | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $384294.14    | 0.07%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| WBI Operations LLC                                                             | WBI Operations LLC                                                             | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $210268.80    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                     | XPLR Infrastructure Operating Partners, LP                                     | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201435.00    | 0.03%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                                 | Community Health Systems, Inc.                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117894.70    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                      | Cougar JV Subsidiary, LLC                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $330752.00    | 0.06%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                                   | UBS Group AG                                                                   | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    770000 | PA      | $762300.00    | 0.13%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                     | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     95000 | PA      | $63123.70     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Co-operative Group Limited                                                     | Co-operative Group Limited                                                     | CUSIP: N/A<br>LEI: 213800TKR59ER8Z69V16       | Long             | DBT              | CORP              | GB        |    260000 | PA      | $345333.71    | 0.06%             | 2026-07-08      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Prysmian S.p.A.                                                                | Prysmian S.p.A.                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $234059.67    | 0.04%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Nature Coast Re Ltd.                                                           | Nature Coast Re Ltd.                                                           | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995700.00    | 0.17%             | 2030-02-26      | Floating      | 4.18%                 | Yes           | 2                  | On Loan: No      |
| 3264 Re Ltd.                                                                   | 3264 Re Ltd.                                                                   | CUSIP: 88577CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $523050.00    | 0.09%             | 2028-02-07      | Floating      | 24.83%                | Yes           | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                         | Telefonica Europe B.V.                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $432287.98    | 0.07%             | 2500-12-31      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Energizer Gamma Acquisition B.V.                                               | Energizer Gamma Acquisition B.V.                                               | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108571.32    | 0.02%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Trident Energy Finance PLC                                                     | Trident Energy Finance PLC                                                     | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212568.00    | 0.04%             | 2029-11-30      | Fixed         | 12.50%                | Yes           | 2                  | On Loan: No      |
| Windstream Services, LLC                                                       | Windstream Services, LLC                                                       | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $429327.40    | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| B&M European Value Retail S.A.                                                 | B&M European Value Retail S.A.                                                 | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |    267000 | PA      | $334632.18    | 0.06%             | 2031-11-27      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Fressnapf Holding SE                                                           | Fressnapf Holding SE                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |    350000 | PA      | $395044.75    | 0.07%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Viant Medical Holdings, Inc.                                                   | Viant Medical Holdings, Inc.                                                   | CUSIP: 92556MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2481156 | PA      | $2475846.10   | 0.43%             | 2031-10-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Wynn Macau, Limited                                                            | Wynn Macau, Limited                                                            | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | US        |    200000 | PA      | $196592.50    | 0.03%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Alamo Re Ltd.                                                                  | Alamo Re Ltd.                                                                  | CUSIP: 011395AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $517500.00    | 0.09%             | 2027-06-07      | Floating      | 11.95%                | Yes           | 2                  | On Loan: No      |
| Atlas Capital Designated Activity Company                                      | Atlas Capital Designated Activity Company                                      | CUSIP: 049207AC7<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1541850.00   | 0.27%             | 2028-06-07      | Floating      | 10.97%                | Yes           | 2                  | On Loan: No      |
| Benchmark 2026-V21 Mortgage Trust                                              | Benchmark 2026-V21 Mortgage Trust                                              | CUSIP: 08164HBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467000 | PA      | $460607.47    | 0.08%             | 2031-03-17      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                 | ING Groep N.V.                                                                 | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |    615000 | PA      | $530437.50    | 0.09%             | 2500-12-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MAD Commercial Mortgage Trust 2025-11MD                                        | MAD Commercial Mortgage Trust 2025-11MD                                        | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $506133.64    | 0.09%             | 2030-10-18      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                                                   | Performance Food Group, Inc.                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    555000 | PA      | $555882.45    | 0.10%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Six Flags Operations Inc.                                                      | Six Flags Operations Inc.                                                      | CUSIP: 83001AAD4<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322437.50    | 0.06%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Spire Inc.                                                                     | Spire Inc.                                                                     | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418961.76    | 0.07%             | 2056-06-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| UWM Holdings, LLC                                                              | UWM Holdings, LLC                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36400.00     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Essendi S.A.                                                                   | Essendi S.A.                                                                   | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $225441.65    | 0.04%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Forvia                                                                         | Forvia                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    350000 | PA      | $399761.78    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                  | Cheplapharm Arzneimittel GmbH                                                  | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $349882.80    | 0.06%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Jerrold Finco PLC                                                              | Jerrold Finco PLC                                                              | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $130276.70    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bending Spoons US Inc                                                          | Bending Spoons US Inc                                                          | CUSIP: 08167PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1900000 | PA      | $1729000.00   | 0.30%             | 2031-02-19      | Floating      | 9.54%                 | No            | 2                  | On Loan: No      |
| Newfold Digital Holdings Group Inc.                                            | Newfold Digital Holdings Group Inc.                                            | CUSIP: 65131PAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    694578 | PA      | $520933.61    | 0.09%             | 2029-04-30      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Turk Telekomunikasyon Anonim Sirketi                                           | Turk Telekomunikasyon Anonim Sirketi                                           | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | US        |    200000 | PA      | $201911.72    | 0.03%             | 2029-05-20      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                 | The Democratic Socialist Republic of Sri Lanka                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    620000 | PA      | $549475.00    | 0.10%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                          | BX Commercial Mortgage Trust 2024-XL5                                          | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $70000.11     | 0.01%             | 2029-03-15      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Chartwell Re Ltd.                                                              | Chartwell Re Ltd.                                                              | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1290500.00   | 0.22%             | 2028-06-07      | Floating      | 9.55%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO 34 Ltd                                                             | Elmwood CLO 34 Ltd                                                             | CUSIP: 29001NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2494520.00   | 0.43%             | 2037-10-19      | Floating      | 9.02%                 | No            | 2                  | On Loan: No      |
| Jane Street Group, LLC                                                         | Jane Street Group, LLC                                                         | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179499.25    | 0.03%             | 2031-04-30      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Neptune BidCo US Inc.                                                          | Neptune BidCo US Inc.                                                          | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $260728.00    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2024 Limited                                           | Residential Reinsurance 2024 Limited                                           | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014600.00   | 0.18%             | 2028-12-06      | Floating      | 10.49%                | Yes           | 2                  | On Loan: No      |
| Standard Building Solutions Inc.                                               | Standard Building Solutions Inc.                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65885.40     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Trivium Packaging Finance B.V.                                                 | Trivium Packaging Finance B.V.                                                 | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193739.40    | 0.03%             | 2031-01-15      | Fixed         | 12.25%                | Yes           | 2                  | On Loan: No      |
| Wayfair LLC                                                                    | Wayfair LLC                                                                    | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203806.00    | 0.04%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Wesco Distribution, Inc.                                                       | Wesco Distribution, Inc.                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816504.00    | 0.14%             | 2032-03-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Williams Scotsman, Inc.                                                        | Williams Scotsman, Inc.                                                        | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358739.50    | 0.06%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Wulf Compute LLC                                                               | Wulf Compute LLC                                                               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $195546.85    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                           | Heimstaden Bostad AB                                                           | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    350000 | PA      | $400502.10    | 0.07%             | 2500-12-31      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Sudzucker International Finance B.V.                                           | Sudzucker International Finance B.V.                                           | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $224234.94    | 0.04%             | 2500-12-31      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Amsted Industries Incorporated                                                 | Amsted Industries Incorporated                                                 | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704088.00    | 0.12%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| EnerSys                                                                        | EnerSys                                                                        | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    585000 | PA      | $597870.00    | 0.10%             | 2032-01-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                                              | Matterhorn Re Ltd                                                              | CUSIP: 577092BC2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744900.00    | 0.13%             | 2029-02-16      | Floating      | 15.30%                | Yes           | 2                  | On Loan: No      |
| Midwest Gaming Borrower, LLC                                                   | Midwest Gaming Borrower, LLC                                                   | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    565000 | PA      | $548050.00    | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                               | NRG Energy, Inc.                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319523.20    | 0.06%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PG&E Corporation                                                               | PG&E Corporation                                                               | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132972.30    | 0.02%             | 2056-09-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-1                                  | GreenSky Home Improvement Issuer Trust 2025-1                                  | CUSIP: 39571NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232000 | PA      | $233483.57    | 0.04%             | 2060-03-25      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| Residential Reinsurance 2025 Ltd.                                              | Residential Reinsurance 2025 Ltd.                                              | CUSIP: 76091JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988700.00    | 0.17%             | 2029-12-06      | Floating      | 6.80%                 | Yes           | 2                  | On Loan: No      |
| USA Compression Finance Corp.                                                  | USA Compression Finance Corp.                                                  | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $735271.40    | 0.13%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117847.02    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                                         | GS Mortgage Securities Trust 2018-GS10                                         | CUSIP: 36250SAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $35813.28     | 0.01%             | 2028-07-12      | Variable      | 4.58%                 | No            | 2                  | On Loan: No      |
| Genuine Financial Holdings, LLC                                                | Genuine Financial Holdings, LLC                                                | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965050 | PA      | $1681100.60   | 0.29%             | 2030-09-27      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                     | Mauser Packaging Solutions Holding Company                                     | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450000.00    | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Sierra Timeshare 2025-1 Receivables Funding LLC                                | Sierra Timeshare 2025-1 Receivables Funding LLC                                | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    391733 | PA      | $390349.49    | 0.07%             | 2042-01-21      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Terex Corporation                                                              | Terex Corporation                                                              | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    815000 | PA      | $820020.40    | 0.14%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                       | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187200.00    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                 | Wells Fargo Commercial Mortgage Trust 2017-C39                                 | CUSIP: 95000XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $133760.30    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.            | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $226835.61    | 0.04%             | 2500-12-31      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                                                       | W. R. Grace Holdings LLC                                                       | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345603.75    | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Pachelbel BidCo S.p.A.                                                         | Pachelbel BidCo S.p.A.                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    195000 | PA      | $225686.05    | 0.04%             | 2031-05-17      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                             | ABN AMRO Bank N.V.                                                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $475632.37    | 0.08%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                                           | Koninklijke KPN N.V.                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116018.47    | 0.02%             | 2500-12-31      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Pinewood Finco PLC                                                             | Pinewood Finco PLC                                                             | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    145000 | PA      | $187172.00    | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| LHMC Finco 2 S.A R.L.                                                          | LHMC Finco 2 S.A R.L.                                                          | CUSIP: N/A<br>LEI: 254900VNJ7A4DAOPXL60       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120740.11    | 0.02%             | 2030-05-15      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Vision Solutions, Inc.                                                         | Vision Solutions, Inc.                                                         | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493540 | PA      | $377558.13    | 0.07%             | 2028-04-24      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Gruppo San Donato S.P.A.                                                       | Gruppo San Donato S.P.A.                                                       | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |    135000 | PA      | $151074.59    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                                                 | Raven Acquisition Holdings LLC                                                 | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133333 | PA      | $130642.67    | 0.02%             | 2031-11-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Resilience Parent LLC                                                          | Resilience Parent LLC                                                          | CUSIP: 75908HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1974195.40   | 0.34%             | 2034-01-23      | Floating      | 8.91%                 | No            | 3                  | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati, Aksiyadorlik Jamiyati                       | Navoiy Kon-Metallurgiya Kombinati, Aksiyadorlik Jamiyati                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    560000 | PA      | $582400.00    | 0.10%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                    | Allied Universal Holdco LLC                                                    | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323626.75    | 0.06%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria Sociedad Anonima                               | Banco Bilbao Vizcaya Argentaria Sociedad Anonima                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | US        |    515000 | PA      | $525300.00    | 0.09%             | 2500-12-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc.                                                                | Bombardier Inc.                                                                | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20648.00     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| FIBRA Prologis                                                                 | FIBRA Prologis                                                                 | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190984.66    | 0.03%             | 2038-01-14      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro III Re Limited                                                     | Kilimanjaro III Re Limited                                                     | CUSIP: 49407PAK6<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500000.00    | 0.09%             | 2026-04-20      | Floating      | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Mona Lisa RE Ltd.                                                              | Mona Lisa RE Ltd.                                                              | CUSIP: 608800AJ7<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2284650.00   | 0.40%             | 2029-01-08      | Floating      | 11.62%                | Yes           | 2                  | On Loan: No      |
| Oak-Eagle Acquireco, Inc.                                                      | Oak-Eagle Acquireco, Inc.                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136175.00    | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| RHP Hotel Properties, LP                                                       | RHP Hotel Properties, LP                                                       | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188187.55    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                    | SV RNO Property Owner 1 LLC                                                    | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $410850.00    | 0.07%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                       | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $194565.60    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                                               | Veraison Re Ltd.                                                               | CUSIP: 92335TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016000.00   | 0.18%             | 2028-03-08      | Floating      | 8.54%                 | Yes           | 2                  | On Loan: No      |
| IQVIA Inc.                                                                     | IQVIA Inc.                                                                     | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |    300000 | PA      | $335187.32    | 0.06%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                           | IHO Verwaltungs GmbH                                                           | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    250000 | PA      | $295261.94    | 0.05%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Eiger Funding (PCC) Ltd.                                                       | Eiger Funding (PCC) Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | GB        |   8107062 | NS      | $12678098.56  | 2.19%             |  |  |  | Yes           | N/A                | On Loan: No      |
| TMNL Holding BV                                                                | TMNL Holding BV                                                                | CUSIP: N/A<br>LEI: 7245000O9YOLPPM9YB33       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112423.77    | 0.02%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Darling Global Finance B.V.                                                    | Darling Global Finance B.V.                                                    | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $229200.48    | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Altice France                                                                  | Altice France                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | LU        |    324349 | PA      | $356398.04    | 0.06%             | 2031-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Lightning Power, LLC                                                           | Lightning Power, LLC                                                           | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703000 | PA      | $731643.31    | 0.13%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Sierra Pacific Power Company                                                   | Sierra Pacific Power Company                                                   | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    705000 | PA      | $699174.44    | 0.12%             | 2056-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply, LLC                                                       | Talen Energy Supply, LLC                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100702.00    | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Northleaf Chorus Investors LP                                                  | Northleaf Chorus Investors LP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   3021940 | NS      | $3053367.91   | 0.53%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Elior Group                                                                    | Elior Group                                                                    | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $234353.26    | 0.04%             | 2030-03-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Vedanta Resources Limited                                                      | Vedanta Resources Limited                                                      | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | US        |    225000 | PA      | $235575.00    | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| FloodSmart Re Ltd.                                                             | FloodSmart Re Ltd.                                                             | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523500.00    | 0.09%             | 2027-03-12      | Floating      | 17.87%                | Yes           | 2                  | On Loan: No      |
| Infinity Natural Resources, Inc.                                               | Infinity Natural Resources, Inc.                                               | CUSIP: 45690BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140730.80    | 0.02%             | 2031-04-01      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Holding D'infrastructures Des Metiers De L'environnement                       | Holding D'infrastructures Des Metiers De L'environnement                       | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $469067.14    | 0.08%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| TMC Buyer, Inc                                                                 | TMC Buyer, Inc                                                                 | CUSIP: 87258YAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1816356 | PA      | $1817717.77   | 0.31%             | 2030-10-27      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Akbank Turk Anonim Sirketi                                                     | Akbank Turk Anonim Sirketi                                                     | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | US        |    300000 | PA      | $298500.00    | 0.05%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Axis Bank Limited                                                              | Axis Bank Limited                                                              | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | US        |    300000 | PA      | $296250.00    | 0.05%             | 2500-12-31      | Fixed         | 4.10%                 | Yes           | 2                  | On Loan: No      |
| NOVA Securitisation S.a r.l.                                                   | NOVA Securitisation S.a r.l.                                                   | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189500.00    | 0.03%             | 2036-02-03      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                     | Rogers Communications Inc.                                                     | CUSIP: 775109DG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506100.90    | 0.09%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                                    | Block, Inc.                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432257.50    | 0.07%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                                                | CaixaBank, S.A.                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $247062.98    | 0.04%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Currenta Group Holdings S.a r.l.                                               | Currenta Group Holdings S.a r.l.                                               | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    250000 | PA      | $286650.85    | 0.05%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Darktrace PLC                                                                  | Darktrace PLC                                                                  | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $919380.00    | 0.16%             | 2032-07-02      | Floating      | 8.90%                 | No            | 2                  | On Loan: No      |
| Cornerstone Generation LLC                                                     | Cornerstone Generation LLC                                                     | CUSIP: 21924NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1927370 | PA      | $1926002.03   | 0.33%             | 2031-10-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Men's Wearhouse, Inc. (The)                                                    | Men's Wearhouse, Inc. (The)                                                    | CUSIP: 58711MAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $998440.00    | 0.17%             | 2031-01-22      | Floating      | 9.41%                 | No            | 2                  | On Loan: No      |
| Veritiv Corporation                                                            | Veritiv Corporation                                                            | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1970000 | PA      | $1910899.96   | 0.33%             | 2030-11-30      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Aretec Group, Inc.                                                             | Aretec Group, Inc.                                                             | CUSIP: 04009DAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    980143 | PA      | $966872.24    | 0.17%             | 2030-08-09      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                         | Arab Republic of Egypt                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | US        |   1630000 | PA      | $1422175.00   | 0.25%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           | 2                  | On Loan: No      |
| Windstream Services, LLC                                                       | Windstream Services, LLC                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    570000 | PA      | $591882.30    | 0.10%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WatchGuard Technologies Inc.                                                   | WatchGuard Technologies Inc.                                                   | CUSIP: 94110LAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1974425 | PA      | $1786854.22   | 0.31%             | 2029-07-02      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| Worldwide Express Operations, LLC                                              | Worldwide Express Operations, LLC                                              | CUSIP: 00435UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1969152 | PA      | $1968994.13   | 0.34%             | 2028-07-26      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                      | Zayo Group Holdings, Inc.                                                      | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1293137 | PA      | $1267714.04   | 0.22%             | 2030-03-11      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| EJF CRT 2024-R1 LLC                                                            | EJF CRT 2024-R1 LLC                                                            | CUSIP: 282930AA4<br>LEI: N/A                  | Long             | EC               | PF                | US        |   5031847 | NS      | $5018260.88   | 0.87%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NGL Energy Operating LLC                                                       | NGL Energy Operating LLC                                                       | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41106.80     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Tecpetrol                                                                      | Tecpetrol                                                                      | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116151.15    | 0.02%             | 2030-11-03      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Cutting Edge Group                                                             | Cutting Edge Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |    111108 | NS      | $109308.38    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ironwood Funding XIV LLC                                                       | Ironwood Funding XIV LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   2745312 | NS      | $2402422.85   | 0.42%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                  | Dynasty Acquisition Co., Inc.                                                  | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1322821 | PA      | $1322225.78   | 0.23%             | 2031-10-24      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| EE TLB Borrower LLC                                                            | EE TLB Borrower LLC                                                            | CUSIP: 28189PAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $2002481.25   | 0.35%             | 2032-10-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco, LLC                                                            | Radiate Holdco, LLC                                                            | CUSIP: 75025KAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    669840 | PA      | $668721.54    | 0.12%             | 2029-06-26      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Prairie ECI Acquiror LP                                                        | Prairie ECI Acquiror LP                                                        | CUSIP: 73955HAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1960287 | PA      | $1961756.83   | 0.34%             | 2029-08-01      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Prosus N.V.                                                                    | Prosus N.V.                                                                    | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | US        |    390000 | PA      | $251492.01    | 0.04%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                | Blackstone Mortgage Trust, Inc.                                                | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    455000 | PA      | $476931.00    | 0.08%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Cyprium Corporation                                                            | Cyprium Corporation                                                            | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162954.00    | 0.03%             | 2031-04-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                          | Dominion Energy, Inc.                                                          | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    970000 | PA      | $977511.29    | 0.17%             | 2055-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                          | Howard Midstream Energy Partners, LLC                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $627244.70    | 0.11%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                        | Level 3 Financing, Inc.                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146080.20    | 0.03%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Six Flags Operations Inc.                                                      | Six Flags Operations Inc.                                                      | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618679.40    | 0.11%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc.                                                                 | TransDigm Inc.                                                                 | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152974.50    | 0.03%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                       | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74718.75     | 0.01%             | 2500-12-31      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Windrose Re Ltd.                                                               | Windrose Re Ltd.                                                               | CUSIP: 972917AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253250.00   | 0.22%             | 2029-02-13      | Floating      | 11.65%                | Yes           | 2                  | On Loan: No      |
| XPO, Inc.                                                                      | XPO, Inc.                                                                      | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    705000 | PA      | $725452.05    | 0.13%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                  | Nidda Healthcare Holding GmbH                                                  | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $235111.49    | 0.04%             | 2030-02-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Telecom Italia S.p.A.                                                          | Telecom Italia S.p.A.                                                          | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $249430.17    | 0.04%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| LSF12 Badger Bidco LLC                                                         | LSF12 Badger Bidco LLC                                                         | CUSIP: 50221PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1858158 | PA      | $1853512.51   | 0.32%             | 2030-07-25      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| Calderys Financing, LLC                                                        | Calderys Financing, LLC                                                        | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186028.20    | 0.03%             | 2028-06-01      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                             | CyrusOne Data Centers Issuer I LLC                                             | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294018 | PA      | $292714.57    | 0.05%             | 2028-04-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners, LP                                                  | Tallgrass Energy Partners, LP                                                  | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359295.05    | 0.06%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Eircom Limited                                                                 | Eircom Limited                                                                 | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |    200000 | PA      | $229602.71    | 0.04%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Progroup AG                                                                    | Progroup AG                                                                    | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    195000 | PA      | $220544.89    | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                      | Zayo Group Holdings, Inc.                                                      | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $490170.00    | 0.08%             | 2030-03-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| EMRLD Borrower LP                                                              | EMRLD Borrower LP                                                              | CUSIP: 26872NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2204892 | PA      | $2199380.01   | 0.38%             | 2031-06-18      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Champ Acquisition Corporation                                                  | Champ Acquisition Corporation                                                  | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1588287 | PA      | $1591764.92   | 0.28%             | 2031-11-08      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| LSF12 Helix Parent LLC                                                         | LSF12 Helix Parent LLC                                                         | CUSIP: 54913EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    912444 | PA      | $899214.00    | 0.16%             | 2033-02-28      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corporation                                                  | Columbus McKinnon Corporation                                                  | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    883024 | PA      | $878609.21    | 0.15%             | 2033-01-21      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| Amkor Technology, Inc.                                                         | Amkor Technology, Inc.                                                         | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    585000 | PA      | $582572.25    | 0.10%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                          | Ardagh Metal Packaging Finance Public Limited Company                          | CUSIP: 03969YAD0<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138735.80    | 0.02%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Artera Services, LLC                                                           | Artera Services, LLC                                                           | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123795.20    | 0.02%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Emera US Finance LP                                                            | Emera US Finance LP                                                            | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $108129.60    | 0.02%             | 2056-10-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                     | Rogers Communications Inc.                                                     | CUSIP: 775109DH1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1059167.25   | 0.18%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $218818.63    | 0.04%             | 2028-05-03      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Nationwide Building Society                                                    | Nationwide Building Society                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $398215.79    | 0.07%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Grifols, S.A.                                                                  | Grifols, S.A.                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    550000 | PA      | $656480.16    | 0.11%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                   | Beach Acquisition Bidco, LLC                                                   | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    250000 | PA      | $275832.10    | 0.05%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DS Parent Inc                                                                  | DS Parent Inc                                                                  | CUSIP: 23344YAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965000 | PA      | $1724287.50   | 0.30%             | 2030-12-13      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| Sound Inpatient Physicians                                                     | Sound Inpatient Physicians                                                     | CUSIP: 83607JAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1406250.00   | 0.24%             | 2029-06-28      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                | TransDigm, Inc.                                                                | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2050000 | PA      | $2050389.50   | 0.35%             | 2033-02-13      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                                                   | Antero Midstream Partners LP                                                   | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520251.00    | 0.09%             | 2032-02-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                                 | Community Health Systems, Inc.                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150483.90    | 0.03%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121450.00    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| DC Office Trust 2019-MTC                                                       | DC Office Trust 2019-MTC                                                       | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $333546.17    | 0.06%             | 2029-11-17      | Variable      | 3.17%                 | No            | 2                  | On Loan: No      |
| Equipmentshare.Com Inc                                                         | Equipmentshare.Com Inc                                                         | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314785.32    | 0.05%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil Del Norte S.A.                                                 | Banco Mercantil Del Norte S.A.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    215000 | PA      | $204035.00    | 0.04%             | 2500-12-31      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Presidencia de la Republica Dominicana                                         | Presidencia de la Republica Dominicana                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    340000 | PA      | $352750.00    | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| NAC Kazatomprom JSC                                                            | NAC Kazatomprom JSC                                                            | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | US        |    390000 | PA      | $349849.50    | 0.06%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IHOL-Verwaltungs-GmbH                                                          | IHOL-Verwaltungs-GmbH                                                          | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330755.75    | 0.06%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc.                                                                 | TransDigm Inc.                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495529.35    | 0.09%             | 2032-03-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Eurofins Scientific SE                                                         | Eurofins Scientific SE                                                         | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $359758.38    | 0.06%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Cutting Edge Group                                                             | Cutting Edge Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |    178220 | NS      | $175332.84    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Harvest Commercial Capital, LLC                                                | Harvest Commercial Capital, LLC                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  10579264 | NS      | $10565511.40  | 1.83%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Assemblin Caverion Group AB                                                    | Assemblin Caverion Group AB                                                    | CUSIP: N/A<br>LEI: 636700ULD38LN63RC248       | Long             | DBT              | CORP              | SE        |    350000 | PA      | $409814.79    | 0.07%             | 2030-07-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Team Services Group                                                            | Team Services Group                                                            | CUSIP: 87821EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492248 | PA      | $490402.13    | 0.08%             | 2027-12-20      | Floating      | 8.93%                 | No            | 2                  | On Loan: No      |
| EP Purchaser, LLC                                                              | EP Purchaser, LLC                                                              | CUSIP: 26881KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1302739 | PA      | $807151.02    | 0.14%             | 2028-11-06      | Floating      | 8.29%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings, Inc.                                                        | Ellucian Holdings, Inc.                                                        | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1908340.00   | 0.33%             | 2032-11-14      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| TEAM Services Holding Inc.                                                     | TEAM Services Holding Inc.                                                     | CUSIP: 87821RAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1888120.00   | 0.33%             | 2033-03-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                          | Ardagh Metal Packaging Finance Public Limited Company                          | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |    360000 | PA      | $329767.20    | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $126612.50    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| CVS Health Corporation                                                         | CVS Health Corporation                                                         | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408866.33    | 0.07%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                        | Level 3 Financing, Inc.                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291697.50    | 0.05%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                     | Grifols Escrow Issuer S.A.                                                     | CUSIP: N/A<br>LEI: 959800HLB3PGTGSLVV62       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $112758.97    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| PFI Lower Midco LLC                                                            | PFI Lower Midco LLC                                                            | CUSIP: 71706PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $1998750.60   | 0.35%             | 2032-11-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                            | Venture Global Plaquemines LNG, LLC                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $153837.60    | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Eutelsat S.A.                                                                  | Eutelsat S.A.                                                                  | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231170.04    | 0.04%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                         | Techem Verwaltungsgesellschaft 675 mbH                                         | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |    278000 | PA      | $325342.94    | 0.06%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Showtime Acquisition, L.L.C                                                    | Showtime Acquisition, L.L.C                                                    | CUSIP: 82540EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1969937 | PA      | $1940388.16   | 0.34%             | 2031-08-13      | Floating      | 8.40%                 | No            | 2                  | On Loan: No      |
| Acushnet Company                                                               | Acushnet Company                                                               | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    590000 | PA      | $585025.59    | 0.10%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                              | HSBC Holdings PLC                                                              | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238200.00    | 0.04%             | 2500-12-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II, LLC                                               | LCM Investments Holdings II, LLC                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185400.00    | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Scih Salt Holdings Inc.                                                        | Scih Salt Holdings Inc.                                                        | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $283575.00    | 0.05%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Telecom Argentina S.A.                                                         | Telecom Argentina S.A.                                                         | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316271.28    | 0.05%             | 2031-07-18      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| LANXESS Aktiengesellschaft                                                     | LANXESS Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $220906.09    | 0.04%             | 2028-03-22      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Perrigo Finance Unlimited Company                                              | Perrigo Finance Unlimited Company                                              | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $107595.79    | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance II PLC                                          | BCP V Modular Services Finance II PLC                                          | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98358.23     | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                            | Engineered Machinery Holdings, Inc.                                            | CUSIP: 26658NAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416667 | PA      | $416667.00    | 0.07%             | 2029-05-21      | Floating      | 9.93%                 | No            | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                                                 | Raven Acquisition Holdings LLC                                                 | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1848000 | PA      | $1810707.35   | 0.31%             | 2031-10-25      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| RealPage, Inc                                                                  | RealPage, Inc                                                                  | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1485000 | PA      | $1438786.80   | 0.25%             | 2028-04-24      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco, LLC                                                            | Radiate Holdco, LLC                                                            | CUSIP: 75025KAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334920 | PA      | $334360.76    | 0.06%             | 2029-06-26      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Jackson Credit Opportunities Fund

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer