# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001410368-26-066078
**Filing Date:** 2026-6
**Character Count:** 114598
**Document Hash:** bfb69546792169b561e5e9ae3c99aaf7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066078.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066078

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW ETF Trust
- **CENTRAL INDEX KEY:** 0001831313

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23617
- **FILM NUMBER:** 261120381

**BUSINESS ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Engine No. 1 ETF Trust
- **DATE OF NAME CHANGE:** 20210211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Deer Lane ETF Trust
- **DATE OF NAME CHANGE:** 20201104

## Series and Classes Contracts Data

### TCW Multisector Credit Income ETF (Series ID: S000085548)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000250841 | TCW Multisector Credit Income ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW ETF Trust

- **b. Investment Company Act file number:** 811-23617

- **c. CIK number of Registrant:** 0001831313

- **d. LEI of Registrant:** 549300NV06RWMAEJ2V61

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

  - **Street Address 1:** 515 South Flower Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-244-0000

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

- **a. Name of Series:** TCW Multisector Credit Income ETF

- **b. EDGAR series identifier (if any):** S000085548

- **c. LEI of Series:** 254900YUFCOUYWKRYO26

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $39614365.46

**Total Liabilities:** $254149.14

**Net Assets:** $39360216.32

**Delayed Delivery Securities:** $197500.00

**Cash Not Reported:** $73955.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11.57000000 | **1-Year:** -347.91000000 | **5-Year:** -1791.10000000 | **10-Year:** -1891.97000000 | **30-Year:** -1109.91000000

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

- **3-Month:** -76.20000000 | **1-Year:** -2010.66000000 | **5-Year:** -7015.29000000 | **10-Year:** -2912.65000000 | **30-Year:** -764.19000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250841 | -0.30%               | -1.29%               | 2.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $31530.24                | $-354115.98                                |
| Month 2  | $4463.98                 | $-819036.15                                |
| Month 3  | $-42109.37               | $595552.95                                 |

**Designated Index Information**

- **Index Name:** BBG Corp HY JPM EMBI GD Morningstar LSTA Leveraged Loan

- **Index Identifier:** HYEMBILOAN

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNOCO LP                                          | Sunoco LP                                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    287000 | PA      | $297555.86    | 0.76%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                         | TKO Worldwide Holdings LLC 2025 Term Loan                                       | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    149623 | PA      | $150194.68    | 0.38%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                         | GC Ferry Acquisition I Inc Delayed Draw Term Loan                               | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     18229 | PA      | $18208.94     | 0.05%             | 2032-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                               | Limak Cimento Sanayi ve Ticaret AS                                              | CUSIP: 000000000<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |    260000 | PA      | $263034.20    | 0.67%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                             | Orbia Advance Corp SAB de CV                                                    | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    253000 | PA      | $197150.25    | 0.50%             | 2044-09-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                | Spectrum Brands Inc                                                             | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    142000 | PA      | $124519.80    | 0.32%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                             | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    253000 | PA      | $252203.05    | 0.64%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc          | Dermatology Intermediate Holdings III Inc 2023 Incremental Term Loan B          | CUSIP: 24982LAE5<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    121866 | PA      | $116534.06    | 0.30%             | 2029-03-30      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                           | OHA Credit Funding 1 LTD                                                        | CUSIP: 67115WAU4<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250521.00    | 0.64%             | 2037-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                           | Sinclair Television Group Inc                                                   | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77727.00     | 0.20%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                       | Cloudera Inc 2021 Term Loan                                                     | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     74481 | PA      | $67312.14     | 0.17%             | 2028-10-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40799.46     | 0.10%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                           | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    199000 | PA      | $192520.56    | 0.49%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                           | Port Of Spain Waterfront Development                                            | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    192267 | PA      | $196863.77    | 0.50%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                           | Yinson Boronia Production BV                                                    | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    291438 | PA      | $322991.99    | 0.82%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124968.75    | 0.32%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                          | Renaissance Holding Corp 2024 1st Lien Term Loan                                | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    246222 | PA      | $168222.35    | 0.43%             | 2030-04-05      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                   | Gloves Buyer Inc 2025 Term Loan                                                 | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     99500 | PA      | $99613.93     | 0.25%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                           | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75393.75     | 0.19%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                | Senegal Government International Bond                                           | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    221000 | PA      | $124734.61    | 0.32%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                        | City Football Group Limited 2024 Term Loan                                      | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |     99746 | PA      | $99746.19     | 0.25%             | 2030-07-22      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                           | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                            | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     11538 | PA      | $11599.73     | 0.03%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                            | SolarWinds Holdings Inc 2025 Term Loan                                          | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |     74375 | PA      | $63404.69     | 0.16%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                            | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $116852.40    | 0.30%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                    | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95575.70     | 0.24%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                   | Arches Buyer Inc 2021 Term Loan B                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     48315 | PA      | $48321.52     | 0.12%             | 2027-12-06      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                            | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                 | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $65894.31     | 0.17%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                           | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                       | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    100000 | PA      | $100746.00    | 0.26%             | 2031-03-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                             | Oman Government International Bond                                              | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    180000 | PA      | $196329.60    | 0.50%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                              | Virgin Media O2 Vendor Financing Notes VI DAC                                   | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |     88000 | PA      | $79258.08     | 0.20%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                               | Legence Holdings LLC 2025 Repriced Term Loan B                                  | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    124772 | PA      | $125495.99    | 0.32%             | 2031-12-16      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                           | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198101 | PA      | $205361.90    | 0.52%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                     | GOGO Intermediate Holdings LLC Term Loan B                                      | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    100000 | PA      | $89891.00     | 0.23%             | 2028-04-30      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                           | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    118000 | PA      | $116622.94    | 0.30%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97411.00     | 0.25%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                               | WR Grace Holdings LLC                                                           | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49968.50     | 0.13%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                       | MH Sub I LLC 2023 Term Loan                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    205945 | PA      | $190287.65    | 0.48%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                           | United Natural Foods Inc 2024 Term Loan                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    186744 | PA      | $188098.04    | 0.48%             | 2031-05-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC              | Charter Communications Operating LLC 2024 Term Loan B5                          | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    123438 | PA      | $123508.48    | 0.31%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                            | Meridian Arc Holdco LLC                                                         | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100052.00    | 0.25%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                             | First Brands Group LLC 2021 Term Loan                                           | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                  | Waste Pro USA Inc                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127425.00    | 0.32%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                       | Lavender Dutch BorrowerCo BV USD Term Loan                                      | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |     99750 | PA      | $99345.02     | 0.25%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                | Planview Parent Inc 2024 1st Lien Term Loan                                     | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |     99747 | PA      | $77085.85     | 0.20%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                             | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $131019.21    | 0.33%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ModivCare Buyer LLC                                | ModivCare Buyer LLC Takeback Term Loan                                          | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |     75901 | PA      | $68627.08     | 0.17%             | 2032-12-30      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Cos Inc/The                                                            | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118608.00    | 0.30%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC 2026 Term Loan B14                                                  | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    130000 | PA      | $128118.25    | 0.33%             | 2033-02-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129220.00    | 0.33%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                      | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92255.60     | 0.23%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                | Peer Holding III BV 2025 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    250000 | PA      | $250531.25    | 0.64%             | 2032-10-14      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                             | Gran Tierra Energy Inc                                                          | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    283000 | PA      | $258953.49    | 0.66%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                 | Aegea Finance Sarl                                                              | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $217971.00    | 0.55%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175260.75    | 0.45%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                              | Indika Energy Tbk PT                                                            | CUSIP: 000000000<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |    270000 | PA      | $274973.40    | 0.70%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Jupiter Buyer, Inc.                                | Jupiter Buyer Inc 2024 Term Loan B                                              | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |    221899 | PA      | $223147.54    | 0.57%             | 2031-11-01      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                      | TransDigm Inc 2025 Term Loan M                                                  | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    248750 | PA      | $249455.21    | 0.63%             | 2032-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78788.60     | 0.20%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Astrion Group, LLC                                 | Astrion Group LLC 2024 Term Loan                                                | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204560 | PA      | $162965.89    | 0.41%             | 2031-08-29      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                  | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119343.75    | 0.30%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | Salesforce Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136667.09    | 0.35%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    174000 | PA      | $174106.14    | 0.44%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                               | Heartland Dental LLC 2025 Term Loan                                             | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    248125 | PA      | $248622.49    | 0.63%             | 2032-08-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| MODIVCARE                                          | MODIVCARE                                                                       | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      5853 | NS      | $38044.50     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    122000 | PA      | $128104.88    | 0.33%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                              | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108661.18    | 0.28%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                           | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                        | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     60000 | PA      | $58785.00     | 0.15%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                  | Surf Holdings LLC 2025 Incremental Term Loan                                    | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246730 | PA      | $239482.11    | 0.61%             | 2027-03-05      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                            | Guggenheim Partners LLC 2024 Term Loan B                                        | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246875 | PA      | $247800.78    | 0.63%             | 2031-11-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                              | National Gas Transmission PLC                                                   | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120349.56    | 0.31%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                  | Iron Mountain Inc                                                               | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     76000 | PA      | $75498.40     | 0.19%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                     | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    280909 | PA      | $200147.72    | 0.51%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                   | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138035.80    | 0.35%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -12 | NC      | $15062.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $200450.00    | 0.51%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                            | IRB INFRASTRUCTURE DEVELOPERS                                                   | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $205486.00    | 0.52%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                            | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     72000 | PA      | $70251.84     | 0.18%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                            | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    226000 | PA      | $198893.56    | 0.51%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    123717 | PA      | $126389.29    | 0.32%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    530000 | PA      | $392714.10    | 1.00%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                   | CSN Resources SA                                                                | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    255000 | PA      | $207432.30    | 0.53%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                     | Blackhawk Network Holdings Inc 2026 Term Loan B                                 | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    172384 | PA      | $171060.71    | 0.43%             | 2029-03-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                    | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     86000 | PA      | $77416.34     | 0.20%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                  | Great Canadian Gaming Corporation 2024 Term Loan B                              | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    125000 | PA      | $122187.50    | 0.31%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                  | Amspec Parent LLC 2025 Term Loan                                                | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     99749 | PA      | $99842.55     | 0.25%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      6914 | PA      | $8283.71      | 0.02%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                           | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $70697.25     | 0.18%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $111155.84    | 0.28%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                         | Sixth Street CLO VIII Ltd                                                       | CUSIP: 83012VAA1<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250189.00    | 0.64%             | 2034-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                            | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $151275.25    | 0.38%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| THE MEN'S WEARHOUSE LLC                            | Men's Wearhouse LLC/The                                                         | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63514.80     | 0.16%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                             | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $72276.48     | 0.18%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                             | Columbus McKinnon Corp/NY                                                       | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60409.20     | 0.15%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.           | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247487 | PA      | $195515.08    | 0.50%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                           | BCPE Empire Holdings Inc 2026 10th Amendment Term Loan                          | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    150000 | PA      | $150046.50    | 0.38%             | 2032-12-29      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                       | VT Topco Inc                                                                    | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66578.85     | 0.17%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                     | DTI Holdco Inc 2025 Term Loan B                                                 | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-26      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Heritage Environmental Services, Inc.              | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                 | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |    100000 | PA      | $100500.00    | 0.26%             | 2033-04-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                    | Star Parent Inc                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    132000 | PA      | $138301.68    | 0.35%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                               | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208637.10    | 0.53%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PROG WLL                            | CBB International Sukuk Programme Co WLL                                        | CUSIP: 124808AA4<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    159000 | PA      | $154643.40    | 0.39%             | 2032-06-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $34616.45     | 0.09%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                    | South Field LLC 2025 1st Lien Term Loan B                                       | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    286170 | PA      | $287779.71    | 0.73%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Upfield B.V.                                       | Upfield BV 2026 USD Term Loan B15                                               | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |    100000 | PA      | $98550.00     | 0.25%             | 2030-10-31      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255288.15    | 0.65%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WatchGuard Technologies Inc                        | WatchGuard Technologies Inc Term Loan                                           | CUSIP: 94110LAB9<br>LEI: 549300H8HK7HR0EWNZ91 | Long             | LON              | CORP              | US        |     99742 | PA      | $92385.66     | 0.23%             | 2029-07-02      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                           | Aydem Yenilenebilir Enerji AS                                                   | CUSIP: 000000000<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $202706.00    | 0.52%             | 2030-09-30      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $154721.00    | 0.39%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $9946.05      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI GOVT INT'L                               | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    425000 | PA      | $414400.50    | 1.05%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    210000 | PA      | $224536.20    | 0.57%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                               | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAT7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $307515.00    | 0.78%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                   | Getty Images Inc                                                                | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138140.65    | 0.35%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                               | Telecom Argentina SA                                                            | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    251000 | PA      | $268065.49    | 0.68%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                       | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    196659 | NS      | $196659.16    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    432000 | PA      | $436942.08    | 1.11%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                              | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    187000 | PA      | $198910.03    | 0.51%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1440 Food Topco LLC                                | 1440 Food Topco LLC Term Loan B                                                 | CUSIP: 68239HAB8<br>LEI: 25490024DAA5SE6DQ846 | Long             | LON              | CORP              | US        |    123492 | PA      | $99503.97     | 0.25%             | 2031-10-31      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                             | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                         | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     99720 | PA      | $392.40       | 0.00%             | 2026-06-29      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212446.50    | 0.54%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $1716.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Holdings LLC                              | Priority Holdings LLC 2025 Term Loan B                                          | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243160 | PA      | $236655.65    | 0.60%             | 2032-08-02      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    318000 | PA      | $335881.14    | 0.85%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    275000 | PA      | $266615.25    | 0.68%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds             | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    239849 | PA      | $222587.07    | 0.57%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                     | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    345625 | PA      | $347387.69    | 0.88%             | 2030-06-24      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                             | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95972.40     | 0.24%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                               | Neptune Bidco US Inc 2026 USD Term Loan B                                       | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    100000 | PA      | $98131.50     | 0.25%             | 2033-02-03      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                        | Kedrion SpA                                                                     | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    180000 | PA      | $176648.40    | 0.45%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                           | Aston Martin Capital Holdings Ltd                                               | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     45000 | PA      | $36135.45     | 0.09%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    305000 | PA      | $265587.90    | 0.67%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PUG LLC                                            | PUG LLC 2024 Extended Term Loan B                                               | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    108755 | PA      | $108047.89    | 0.27%             | 2030-03-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                      | Luna 1.5 Sarl                                                                   | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $69878.90     | 0.18%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                               | Neptune Bidco US Inc                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41333.60     | 0.11%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| South Field LLC                                    | South Field LLC 2025 1st Lien Term Loan C                                       | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     17896 | PA      | $17996.44     | 0.05%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                      | LUXCO3 SHARES                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1312 | NS      | $26972.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BOBL FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -3 | NC      | $7882.67      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quartz Acquireco LLC                               | Quartz Acquireco LLC 2025 Term Loan B                                           | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99744 | PA      | $83349.29     | 0.21%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                         | GC Ferry Acquisition I Inc Term Loan                                            | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    106504 | PA      | $106385.68    | 0.27%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    266529 | PA      | $199070.51    | 0.51%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation | HDI Aerospace Intermediate Holding III Corporation Term Loan B                  | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |     99000 | PA      | $99577.17     | 0.25%             | 2032-02-11      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                             | Egypt Government International Bond                                             | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     78000 | PA      | $75621.78     | 0.19%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                    | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    109000 | PA      | $115758.00    | 0.29%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                            | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136325.00    | 0.35%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                               | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    390031 | PA      | $391240.10    | 0.99%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                               | Celsius Holdings Inc 2025 Term Loan B                                           | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96736 | PA      | $97350.86     | 0.25%             | 2032-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC Repriced Term Loan B                                         | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    124376 | PA      | $124571.67    | 0.32%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    256000 | PA      | $251566.08    | 0.64%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                       | Kaspi.KZ JSC                                                                    | CUSIP: 48581RAA4<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $199688.00    | 0.51%             | 2031-04-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                            | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25983.75     | 0.07%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                             | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    190000 | PA      | $136442.80    | 0.35%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                              | Termocandelaria Power SA                                                        | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    263000 | PA      | $270942.60    | 0.69%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101744.00    | 0.26%             | 2033-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors Inc                                                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74667.00     | 0.19%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                 | Ardonagh Finco Ltd                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    135000 | PA      | $137767.50    | 0.35%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PROG WLL                            | CBB International Sukuk Programme Co WLL                                        | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    214000 | PA      | $208136.40    | 0.53%             | 2032-06-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                           | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    135000 | PA      | $135170.10    | 0.34%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                           | Albion Financing 1 SARL / Aggreko Holdings Inc                                  | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    190000 | PA      | $196205.40    | 0.50%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                             | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $155250.00    | 0.39%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99228.45     | 0.25%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                        | Ziggo Financing Partnership 2025 Term Loan B                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $148987.50    | 0.38%             | 2033-01-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                        | HOLOGIC INC 2026 USD TERM LOAN B                                                | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    100000 | PA      | $99563.00     | 0.25%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125760.00    | 0.32%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                             | Lsf12 Helix Parent LLC                                                          | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58613.40     | 0.15%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                  | Ghana Government International Bond                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    153000 | PA      | $140437.17    | 0.36%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                    | TripAdvisor Inc Term Loan                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    123434 | PA      | $115965.87    | 0.29%             | 2031-07-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                           | Boxer Parent Company Inc 2025 USD Term Loan B                                   | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     99748 | PA      | $92620.11     | 0.24%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                       | Entergy Corp                                                                    | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75029.25     | 0.19%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Air Canada                                         | Air Canada 2024 Term Loan B                                                     | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    246233 | PA      | $246325.12    | 0.63%             | 2031-03-21      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| HOLDING SOCOTEC                                    | Holding Socotec 2026 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123750 | PA      | $124078.56    | 0.32%             | 2031-06-02      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                              | Playtika Holding Corp 2021 Term Loan B1                                         | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-03-13      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                       | VT Topco Inc 2024 1st Lien Term Loan B                                          | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-08-09      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds         | El Salvador Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    161000 | PA      | $180423.04    | 0.46%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                           | Saudi Government International Bond                                             | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     92000 | PA      | $79315.04     | 0.20%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                           | Arterra Wines Canada Inc 2020 Term Loan                                         | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |     99737 | PA      | $98022.04     | 0.25%             | 2027-11-24      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                   | Fugue Finance BV 2026 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    166991 | PA      | $166698.55    | 0.42%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                              | Banijay Entertainment SAS                                                       | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     72000 | PA      | $74391.12     | 0.19%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                               | Pelican Products Inc 2021 Term Loan                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |    248701 | PA      | $236013.80    | 0.60%             | 2028-12-29      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                   | QuidelOrtho Corp Term Loan A                                                    | CUSIP: 74840YAF1<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    148101 | PA      | $140696.21    | 0.36%             | 2030-08-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                          | Cast and Crew Payroll LLC 2021 Incremental Term Loan                            | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    123072 | PA      | $55075.13     | 0.14%             | 2028-12-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                  | Republic of Kenya Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $381892.00    | 0.97%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds              | Angola Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    370000 | PA      | $385684.30    | 0.98%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                 | Grupo Televisa SAB                                                              | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    168000 | PA      | $182083.44    | 0.46%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                           | Istanbul Metropolitan Municipality                                              | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    296000 | PA      | $320834.40    | 0.82%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                            | JetBlue Airways Corp / JetBlue Loyalty LP                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     75000 | PA      | $69816.75     | 0.18%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                | WEC US Holdings Ltd 2024 Term Loan                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    246241 | PA      | $247053.17    | 0.63%             | 2031-01-27      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                        | Bear Mountain Park CLO Ltd                                                      | CUSIP: 07403CAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    225000 | PA      | $225354.38    | 0.57%             | 2037-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD            | Goldentree Loan Management US Clo 11 Ltd                                        | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250271.75    | 0.64%             | 2034-10-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                            | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194426.70    | 0.49%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                              | TCW Central Cash Fund                                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |    171341 | NS      | $171341.12    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                           | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    117000 | PA      | $122584.41    | 0.31%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                     | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $211032.00    | 0.54%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $269832.75    | 0.69%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    199000 | PA      | $194902.59    | 0.50%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $137456.20    | 0.35%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                              | Carriage Services Inc                                                           | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33915.00     | 0.09%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    186000 | PA      | $198339.24    | 0.50%             | 2053-01-17      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Cos Inc/The                                                            | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19317.80     | 0.05%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                           | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99122.00     | 0.25%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $128497.32    | 0.33%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CERVED INFORMATION SOLUT                           | Cerved Group SpA                                                                | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $98986.79     | 0.25%             | 2029-02-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                           | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    168097 | PA      | $129718.47    | 0.33%             | 2037-09-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202771.65    | 0.52%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                | Charlotte Buyer Inc 2025 Repriced Term Loan B                                   | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99747 | PA      | $99739.99     | 0.25%             | 2028-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                         | TCP Sunbelt Acquisition Co 2024 Term Loan B                                     | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |    345625 | PA      | $346057.03    | 0.88%             | 2031-10-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $123482.73    | 0.31%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp                                    | Glatfelter Corp Term Loan B                                                     | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    224865 | PA      | $217106.82    | 0.55%             | 2031-11-04      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                           | Cleanova US Holdings LLC 2025 Term Loan B                                       | CUSIP: 18452UAB4<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |    248750 | PA      | $246262.50    | 0.63%             | 2032-06-14      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                            | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $213814.00    | 0.54%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                             | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $164627.64    | 0.42%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                              | SS&C Technologies Inc                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136730.70    | 0.35%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                              | Tempo Acquisition LLC 2025 Repriced Term Loan B                                 | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |     49874 | PA      | $37086.60     | 0.09%             | 2028-08-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                           | Midcontinent Communications                                                     | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132193.60    | 0.34%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                           | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207860.00    | 0.53%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                          | Potomac Energy Center LLC 2026 Term Loan B                                      | CUSIP: 73767TAE6<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    114999 | PA      | $116004.94    | 0.29%             | 2032-08-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                  | Gabon Government International Bond                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    173000 | PA      | $146434.12    | 0.37%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                | Nigeria Government International Bond                                           | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    321000 | PA      | $329532.18    | 0.84%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                    | Trans Union LLC 2024 Term Loan B9                                               | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    123438 | PA      | $123591.80    | 0.31%             | 2031-06-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                        | Magnite Inc 2025 Repriced Term Loan B                                           | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    280214 | PA      | $277551.66    | 0.71%             | 2031-02-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193820.00    | 0.49%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102499.00    | 0.26%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                  | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70824.60     | 0.18%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                           | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $132330.00    | 0.34%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                           | Air Comm Corporation LLC 2025 Term Loan                                         | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    236100 | PA      | $237354.15    | 0.60%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                           | Cloud Software Group Inc 2025 Term Loan B (2031)                                | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    247506 | PA      | $229640.00    | 0.58%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                            | Nuvei Technologies Corp 2025 Repriced Term Loan B                               | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |     99749 | PA      | $98639.53     | 0.25%             | 2031-11-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TUPLE US BIDCO LLC                                 | Tuple US Bidco LLC Term Loan B                                                  | CUSIP: 000000000<br>LEI: 636700KGXR29JMZIYC92 | Long             | LON              | CORP              | US        |    100000 | PA      | $98000.00     | 0.25%             | 2033-01-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9085.86      | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                           | Sabre Financial Borrower LLC                                                    | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61614.60     | 0.16%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                           | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99069.00     | 0.25%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     80204 | PA      | $80307.46     | 0.20%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                  | Upbound Group Inc                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39604.00     | 0.10%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73296.72     | 0.19%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds           | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    141000 | PA      | $134502.72    | 0.34%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Genmab AS                                          | Genmab AS Term Loan B                                                           | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     97500 | PA      | $98224.91     | 0.25%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                            | First Brands Group LLC 2025 DIP Term Loan                                       | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-06-29      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                            | Pakistan Government International Bond                                          | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     82000 | PA      | $77194.80     | 0.20%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    350000 | PA      | $178776.50    | 0.45%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Delivery Hero SE                                   | Delivery Hero SE 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    344724 | PA      | $343861.79    | 0.87%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds              | Brazil Government International Bonds                                           | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $301998.00    | 0.77%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                  | BCPE North Star US HoldCo 2 Inc Term Loan                                       | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    147682 | PA      | $147382.05    | 0.37%             | 2028-06-09      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                           | Graphic Packaging International LLC                                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95026.60     | 0.24%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                             | CONTRA GCB144A MODIVCA                                                          | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    258300 | PA      | $3874.50      | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                   | Getty Images Inc                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17749.40     | 0.05%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds               | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    390000 | PA      | $336226.80    | 0.85%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                           | Papa John's International Inc                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    146000 | PA      | $140447.62    | 0.36%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                       | Thermostat Purchaser III Inc 2024 Term Loan B                                   | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    248106 | PA      | $243919.33    | 0.62%             | 2028-08-31      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118910.40    | 0.30%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                | ELECTRONIC ARTS INC USD TERM LOAN B                                             | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    100000 | PA      | $100150.00    | 0.25%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                             | Rockford Tower CLO 2020-1 Ltd                                                   | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250052.50    | 0.64%             | 2036-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                           | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $195186.54    | 0.50%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77767.50     | 0.20%             | 2054-12-10      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                           | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126212.50    | 0.32%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-8861.87     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                        | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    288000 | PA      | $281148.48    | 0.71%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                  | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                 | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127601.25    | 0.32%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co LLC                       | ASP Dream Acquisition Co LLC Term Loan B                                        | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |    246787 | PA      | $233213.38    | 0.59%             | 2028-12-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                            | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72947.44     | 0.19%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                     | Opal Bidco SAS USD Term Loan B4                                                 | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |    124375 | PA      | $125022.99    | 0.32%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer