# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-018887
**Filing Date:** 2026-2
**Character Count:** 533269
**Document Hash:** 47573299d7677cac9698b7ffcec28661
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018887.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018887

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 26684867

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Intermediate Bond Fund (Series ID: S000019856)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000055693 | Columbia Variable Portfolio - Intermediate Bond Fund Class 3 |  |
| C000088783 | Columbia Variable Portfolio - Intermediate Bond Fund Class 2 |  |
| C000088784 | Columbia Variable Portfolio - Intermediate Bond Fund Class 1 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Variable Portfolio - Intermediate Bond Fund

- **b. EDGAR series identifier (if any):** S000019856

- **c. LEI of Series:** 6BZZOFA4UMX0Q7I1ZK30

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3162440514.42

**Total Liabilities:** $330334848.82

**Net Assets:** $2832105665.60

**Delayed Delivery Securities:** $295296520.85

**Stand-by Commitments:** $7100606.00

**Cash Not Reported:** $506038.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 128857.07000000 | **1-Year:** 9785.29000000 | **5-Year:** 116692.49000000 | **10-Year:** 97610.25000000 | **30-Year:** 659976.33000000

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

- **3-Month:** 50281.10000000 | **1-Year:** -41860.10000000 | **5-Year:** 99253.67000000 | **10-Year:** 50550.74000000 | **30-Year:** 58789.38000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055693 | 0.59%                | 0.70%                | -0.23%               |
| Class ID C000088783 | 0.59%                | 0.70%                | -0.35%               |
| Class ID C000088784 | 0.59%                | 0.70%                | -0.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7693647.92             | $12287337.65                               |
| Month 2  | $474254.44               | $9426747.39                                |
| Month 3  | $1129708.53              | $-10559734.98                              |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAL Delaware Holdco Inc                                          | AAL Delaware Holdco Inc 2025 Term Loan                                           | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     220042 | PA      | $220920.10    | 0.01%             | 2031-07-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM1                                                     | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |    4082666 | PA      | $4119427.89   | 0.15%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                   | ACHV ABS TRUST 2024-1PL                                                          | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     875588 | PA      | $886515.86    | 0.03%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2002207.64   | 0.07%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                    | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     699000 | PA      | $701814.06    | 0.02%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                           | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     249373 | PA      | $249829.78    | 0.01%             | 2028-07-31      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                               | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1181896.18   | 0.04%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                         | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3507233.53   | 0.12%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2025-NQM3                                                     | CUSIP: 00250FAC7<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |   11883072 | PA      | $11951730.82  | 0.42%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     951779 | PA      | $969107.05    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11168000 | PA      | $10832393.35  | 0.38%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   40446000 | PA      | $41450356.67  | 1.46%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2025-NQM4                                                     | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |   11920910 | PA      | $11963254.09  | 0.42%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     819000 | PA      | $787933.22    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     423000 | PA      | $427342.10    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                   | ACM Auto Trust 2024-2                                                            | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     778853 | PA      | $778975.30    | 0.03%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     656000 | PA      | $649006.86    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     139000 | PA      | $144207.46    | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $282824.80    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     195000 | PA      | $196317.48    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     608000 | PA      | $611902.72    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     437000 | PA      | $456423.73    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     605000 | PA      | $626834.74    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC 2024 Term Loan B4                                          | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     396880 | PA      | $396066.08    | 0.01%             | 2031-02-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     325000 | PA      | $325004.94    | 0.01%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                          | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     151000 | PA      | $160296.77    | 0.01%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1056509.14   | 0.04%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                            | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113886.09    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     274000 | PA      | $274489.39    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     329000 | PA      | $328667.64    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $547862.53    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     739000 | PA      | $766790.48    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $123829.86    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     961000 | PA      | $998134.87    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030413<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   66000000 | PA      | $63486327.96  | 2.24%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $7776280.32   | 0.27%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23000000 | PA      | $21813764.88  | 0.77%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   95000000 | PA      | $92733506.15  | 3.27%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11250000 | PA      | $11407304.14  | 0.40%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43000000 | PA      | $44149281.21  | 1.56%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     173000 | PA      | $174305.95    | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     133000 | PA      | $137702.83    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     252000 | PA      | $254293.80    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHAFLOW TRANSITIONAL MORTGAGE TRUST AFLOW_21-WL1               | ALPHAFLOW TRANSITIONAL MORTGAGE TRUST AFLOW_21-WL1                               | CUSIP: 02079YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     822574 | PA      | $683052.14    | 0.02%             | 2026-01-25      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     458210 | PA      | $439430.03    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     401992 | PA      | $384856.50    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                         | Altice France Lux 3 / Altice Holdings 1                                          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     112200 | PA      | $103116.63    | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                     | ASPIRE BAKERIES HOLDINGS LLC                                                     | CUSIP: 02106XAJ5<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     104914 | PA      | $105241.93    | 0.00%             | 2030-12-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     807000 | PA      | $850777.73    | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines Inc 2025 Term Loan B                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |      34484 | PA      | $34635.46     | 0.00%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                            | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     364000 | PA      | $380005.50    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     259000 | PA      | $263803.50    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    3627000 | PA      | $3694870.17   | 0.13%             | 2033-10-15      | Fixed         | 7.75%                 | 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        |     633000 | PA      | $674501.13    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42229.85     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                | Amspec Parent LLC 2025 Term Loan                                                 | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     149280 | PA      | $149280.00    | 0.01%             | 2031-12-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                 | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     299244 | PA      | $299992.44    | 0.01%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-R1                              | ANGEL OAK MORTGAGE TRUST AOMT_20-R1                                              | CUSIP: 034651AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3918000 | PA      | $3657787.60   | 0.13%             | 2053-04-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-8                                                  | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |    7717337 | PA      | $7777723.26   | 0.27%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $290374.58    | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                         | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $2456784.96   | 0.09%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                            | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     427115 | PA      | $427542.59    | 0.02%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2105000 | PA      | $2067245.06   | 0.07%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     408000 | PA      | $400467.84    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1245010.04   | 0.04%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                 | Arches Buyer Inc 2021 Term Loan B                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     342784 | PA      | $343256.56    | 0.01%             | 2027-12-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     131000 | PA      | $134935.85    | 0.00%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1140000 | PA      | $1073075.08   | 0.04%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     231000 | PA      | $236205.38    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     663000 | PA      | $694953.06    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                           | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    1186000 | PA      | $1232676.94   | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | Aretec Group Inc 2025 Repriced Term Loan                                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     344770 | PA      | $345848.81    | 0.01%             | 2030-08-09      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     912000 | PA      | $916129.99    | 0.03%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     532000 | PA      | $573899.21    | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                            | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1032360 | PA      | $1017390.85   | 0.04%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                      | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     870000 | PA      | $793856.44    | 0.03%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTICIPATION LP ASPWP-29-1A                            | ASP WHCO PARTICIPATION LP ASPWP-29-1A                                            | CUSIP: 04524YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16300000 | PA      | $16300000.00  | 0.58%             | 2029-03-29      | Variable      | 6.71%                 | No            |                  3 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     802000 | PA      | $767447.07    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     208000 | PA      | $213876.75    | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     209000 | PA      | $214891.19    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     537000 | PA      | $552056.71    | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     549000 | PA      | $566999.65    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                         | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     303000 | PA      | $319363.25    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE Systems PLC                                                                  | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $443893.13    | 0.02%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    3832000 | PA      | $3941476.30   | 0.14%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     228000 | PA      | $205330.51    | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                         | Bacardi Ltd / Bacardi-Martini BV                                                 | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    8016000 | PA      | $8111721.57   | 0.29%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2018-2                                                   | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3326492 | PA      | $3326445.81   | 0.12%             | 2031-07-19      | Floating      | 4.96%                 | 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        |     339664 | PA      | $338512.38    | 0.01%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5365.07      | 0.00%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24168000 | PA      | $21787538.14  | 0.77%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9141021.56   | 0.32%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | Bacardi Ltd                                                                      | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    1513000 | PA      | $1523626.62   | 0.05%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | Bacardi Ltd                                                                      | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   11948000 | PA      | $10645605.97  | 0.38%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                            | Basswood Park CLO Ltd                                                            | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   14400000 | PA      | $14402131.20  | 0.51%             | 2034-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     331000 | PA      | $344926.65    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     295000 | PA      | $264127.78    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     879000 | PA      | $966309.12    | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     317000 | PA      | $323659.46    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5840000 | PA      | $4133137.47   | 0.15%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     208000 | PA      | $221798.59    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     209000 | PA      | $220993.66    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     326000 | PA      | $325509.73    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                    | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     113000 | PA      | $111438.50    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   10150000 | PA      | $10362157.26  | 0.37%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6287000 | PA      | $5334497.15   | 0.19%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                         | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1387268.73   | 0.05%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                          | Brown Group Holding LLC 2022 Incremental Term Loan B2                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     394509 | PA      | $396276.46    | 0.01%             | 2031-07-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Bulldog Purchaser Inc                                            | Bulldog Purchaser Inc 2025 Term Loan                                             | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |     351206 | PA      | $353036.06    | 0.01%             | 2031-06-27      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3                      | BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3                                      | CUSIP: 12062BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     442060 | PA      | $439509.83    | 0.02%             | 2059-11-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-SLCT                                           | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5600000 | PA      | $5594756.16   | 0.20%             | 2042-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                                      | CAFL 2021-RTL1 Issuer LLC                                                        | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     928669 | PA      | $881250.59    | 0.03%             | 2029-03-28      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1137000 | PA      | $1135707.36   | 0.04%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     687000 | PA      | $681356.10    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1207272.81   | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     823000 | PA      | $775344.99    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     481000 | PA      | $442019.04    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     652000 | PA      | $585252.10    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     721000 | PA      | $613837.04    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1159740.90   | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                          | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     222000 | PA      | $179564.53    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                      | CHG Healthcare Services Inc 2025 Term Loan B1                                    | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     248750 | PA      | $249794.75    | 0.01%             | 2028-09-29      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     415000 | PA      | $369460.15    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     355000 | PA      | $316035.96    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     681000 | PA      | $639037.14    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     277000 | PA      | $302720.76    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                               | CHG PPC Parent LLC 2021 Term Loan                                                | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     321835 | PA      | $322639.90    | 0.01%             | 2028-12-08      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                                      | CHNGE Mortgage Trust 2022-2                                                      | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10186686 | PA      | $10152043.87  | 0.36%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                               | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     248000 | PA      | $257128.29    | 0.01%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2021-5 Mortgage Loan Trust                                                  | CUSIP: 12598RAC7<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    8381000 | PA      | $6665295.32   | 0.24%             | 2066-11-26      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171232.49    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     789000 | PA      | $573150.70    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     341000 | PA      | $225295.23    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     453000 | PA      | $166250.98    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     830000 | PA      | $510371.42    | 0.02%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     557000 | PA      | $198883.64    | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     244000 | PA      | $86316.20     | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   15735000 | PA      | $14454067.15  | 0.51%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    4815000 | PA      | $3808757.45   | 0.13%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC_14-USA                                                                      | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $5588198.10   | 0.20%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     539000 | PA      | $543234.25    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     315000 | PA      | $329182.12    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     794000 | PA      | $768988.26    | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                    | CQP Holdco LP 2024 1st Lien Term Loan B                                          | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |     345640 | PA      | $346628.83    | 0.01%             | 2030-12-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAF1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    6477700 | PA      | $6205643.73   | 0.22%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3050588.18   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     557000 | PA      | $576495.82    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     452000 | PA      | $468085.05    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     641000 | PA      | $656731.63    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     725000 | PA      | $705490.70    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                         | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     430000 | PA      | $430510.43    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     329000 | PA      | $329178.79    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6474000 | PA      | $5827578.00   | 0.21%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     187000 | PA      | $193044.79    | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     193000 | PA      | $198672.78    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     869000 | PA      | $892810.62    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                             | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     337000 | PA      | $342567.04    | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carroll County Energy LLC                                        | Carroll County Energy LLC 2024 Term Loan B                                       | CUSIP: 14474FAY0<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |     345145 | PA      | $346439.01    | 0.01%             | 2031-06-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3176209.42   | 0.11%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                             | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     227000 | PA      | $225954.04    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                             | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     228000 | PA      | $223443.32    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      63000 | PA      | $65516.37     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     398000 | PA      | $420503.66    | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50212.35     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     310000 | PA      | $308235.67    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     228000 | PA      | $233363.27    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     296000 | PA      | $301036.27    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                             | Cengage Learning Inc 2024 1st Lien Term Loan B                                   | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     246884 | PA      | $247716.36    | 0.01%             | 2031-03-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   16674000 | PA      | $14919264.68  | 0.53%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                         | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     243000 | PA      | $206293.55    | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                          | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     216000 | PA      | $187631.82    | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                             | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     234000 | PA      | $244157.87    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4780000 | PA      | $3122230.65   | 0.11%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                             | Charter NEX US Inc 2024 Term Loan B1                                             | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |     293814 | PA      | $294231.62    | 0.01%             | 2030-11-29      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                            | Chobani Holdco II LLC                                                            | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800304 | PA      | $857069.18    | 0.03%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                             | CHNGE Mortgage Trust 2023-3                                                      | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6227800 | PA      | $6261741.73   | 0.22%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2025-NR1                                                               | CUSIP: 17181YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5234489 | PA      | $5147024.11   | 0.18%             | 2064-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     174000 | PA      | $173983.42    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                 | Cinemark USA Inc 2025 Term Loan B                                                | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     392793 | PA      | $392820.54    | 0.01%             | 2030-05-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     563000 | PA      | $574275.30    | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   21603000 | PA      | $21661372.05  | 0.76%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1468238.53   | 0.05%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CMLTI_14-C                                                       | CMLTI_14-C                                                                       | CUSIP: 17323GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     144632 | PA      | $144145.35    | 0.01%             | 2054-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST IN                                 | CITIGROUP MORTGAGE LOAN TRUST IN                                                 | CUSIP: 17323TAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1368759 | PA      | $1348743.81   | 0.05%             | 2053-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     351000 | PA      | $361992.19    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     912000 | PA      | $946692.48    | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      90000 | PA      | $94246.10     | 0.00%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     960000 | PA      | $1034882.34   | 0.04%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     392000 | PA      | $409518.20    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     449000 | PA      | $465727.49    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1163813.73   | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     568000 | PA      | $568229.26    | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     782000 | PA      | $776837.77    | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     620000 | PA      | $653887.27    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     404000 | PA      | $422833.52    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     411000 | PA      | $435353.77    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     447000 | PA      | $445691.93    | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     649000 | PA      | $605880.21    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     397000 | PA      | $361815.72    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87119.07     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87984.39     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93566.16     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1692367.04   | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     557000 | PA      | $583017.71    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     153000 | PA      | $151646.40    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     738000 | PA      | $750425.74    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     316000 | PA      | $325314.71    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                              | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      99219 | PA      | $99085.68     | 0.00%             | 2032-04-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     548000 | PA      | $550559.34    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4160000 | PA      | $3504622.31   | 0.12%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    6926000 | PA      | $7219296.34   | 0.25%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2021-3 Mortgage Loan Trust                                                  | CUSIP: 19688FAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    7776923 | PA      | $6697706.07   | 0.24%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-3                               | COLT MORTGAGE LOAN TRUST COLT_21-3                                               | CUSIP: 19688FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3219413 | PA      | $2786359.76   | 0.10%             | 2066-09-27      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |    5972540 | PA      | $6026582.61   | 0.21%             | 2069-12-26      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                                                    | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  143386233 | NS      | $143343216.68 | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                     | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5896000 | PA      | $5889490.46   | 0.21%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                         | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     332000 | PA      | $347410.50    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                                     | Compass Power Generation LLC 2025 Term Loan B                                    | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |      53654 | PA      | $53962.04     | 0.00%             | 2029-04-14      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     343000 | PA      | $333784.38    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                         | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    1092000 | PA      | $1144122.13   | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2223000 | PA      | $2142827.93   | 0.08%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                   | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     623000 | PA      | $623189.19    | 0.02%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                   | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     228000 | PA      | $220135.60    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                   | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     544000 | PA      | $561089.36    | 0.02%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                        | Construction Partners Inc Term Loan B                                            | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     397990 | PA      | $400477.38    | 0.01%             | 2031-11-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14000000 | PA      | $13634687.50  | 0.48%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22000000 | PA      | $21948001.46  | 0.77%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                             | Reworld Holding Corp Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     330929 | PA      | $331163.78    | 0.01%             | 2028-11-30      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                      | Creative Artists Agency LLC 2025 Repriced Term Loan B                            | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     344774 | PA      | $345922.11    | 0.01%             | 2031-10-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8702144 | PA      | $8781048.57   | 0.31%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     257000 | PA      | $262372.40    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H5 Mortgage Trust                                                     | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4892592 | PA      | $4933455.40   | 0.17%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                             | Crown Finance US Inc 2025 Term Loan B                                            | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     126228 | PA      | $124271.64    | 0.00%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                         | Crown Subsea Communications HoldingInc 2025 Term Loan B                          | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |     346500 | PA      | $348752.25    | 0.01%             | 2031-01-30      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                    | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5415146.58   | 0.19%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     460000 | PA      | $477269.69    | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2021-4                                      | CUSIP: 24381JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4891851 | PA      | $4391913.44   | 0.16%             | 2066-11-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1387000 | PA      | $1449811.91   | 0.05%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     915000 | PA      | $933853.56    | 0.03%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1488000 | PA      | $1548425.69   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      71000 | PA      | $68515.24     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     113000 | PA      | $100414.33    | 0.00%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     406000 | PA      | $397250.04    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3486000 | PA      | $3574359.43   | 0.13%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 41 Senior Loan Fund                                                       | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |     908038 | PA      | $908044.25    | 0.03%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                            | ECL Entertainment LLC 2025 Term Loan B                                           | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     143136 | PA      | $142598.88    | 0.01%             | 2030-08-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     238000 | PA      | $250886.27    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA Finance LLC                                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    9524000 | PA      | $9647569.73   | 0.34%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EASY MORTGAGE LOAN TRUST EASY_25-RTL1                            | EASY MORTGAGE LOAN TRUST EASY_25-RTL1                                            | CUSIP: 27786FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8250000 | PA      | $8360120.18   | 0.30%             | 2040-05-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     676433 | PA      | $693144.03    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1019893 | PA      | $1126476.59   | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEX Issuer Trust                                               | EDGEX 2025-1NN Issuer Trust                                                      | CUSIP: 280579103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3554483.32   | 0.13%             | 2031-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEX Issuer Trust                                               | EDGEX 2025-1NN Issuer Trust                                                      | CUSIP: 280579AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7027376 | PA      | $7058591.13   | 0.25%             | 2031-01-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EDGEX_25-2NN                                                     | EDGEX_25-2NN                                                                     | CUSIP: 28057AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10469998 | PA      | $10485519.73  | 0.37%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4956000 | PA      | $5022274.81   | 0.18%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     620000 | PA      | $606547.74    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     854000 | PA      | $889311.14    | 0.03%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4744000 | PA      | $4810992.65   | 0.17%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                 | Ensemble RCM LLC 2024 Term Loan B                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      95203 | PA      | $95614.99     | 0.00%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1351000 | PA      | $1377670.38   | 0.05%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     180000 | PA      | $185272.69    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables, LLC                                    | Constellation Renewables LLC 2020 Term Loan                                      | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |     400000 | PA      | $401168.00    | 0.01%             | 2027-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                           | Export-Import Bank of India                                                      | CUSIP: 30216JAE5<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    2000000 | PA      | $1912672.03   | 0.07%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIGURE LINE OF CR FLOC_20-1                                      | FIGURE LINE OF CR FLOC_20-1                                                      | CUSIP: 302452AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     985978 | PA      | $965633.17    | 0.03%             | 2049-09-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3522000 | PA      | $3364496.30   | 0.12%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3075567.32   | 0.11%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     470000 | PA      | $481902.47    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     295000 | PA      | $303488.42    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_278                                       | FREDDIEMAC STRIP FHSTR_278                                                       | CUSIP: 31325TVM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1360627 | PA      | $139112.54    | 0.00%             | 2042-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 31325USF4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     726904 | PA      | $76858.97     | 0.00%             | 2043-08-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DM2M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20898344 | PA      | $17986099.30  | 0.64%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21863699 | PA      | $19589680.05  | 0.69%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNH55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13879800 | PA      | $12000612.03  | 0.42%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DPSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19898619 | PA      | $19624942.69  | 0.69%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DSBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21059736 | PA      | $21984790.09  | 0.78%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DSBH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20878664 | PA      | $21419591.97  | 0.76%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11210352 | PA      | $11422413.65  | 0.40%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132E0L83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15691309 | PA      | $15852084.58  | 0.56%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FREDDIE MAC GOLD                                                                 | CUSIP: 3132QTET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2116072 | PA      | $2043630.15   | 0.07%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FREDDIE MAC GOLD                                                                 | CUSIP: 3132QTKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2166291 | PA      | $2090352.67   | 0.07%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9793739 | PA      | $9341135.46   | 0.33%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13466771 | PA      | $13595798.22  | 0.48%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FANNIE MAE FNMA_13-101                                                           | CUSIP: 3136AGA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1371955 | PA      | $144120.72    | 0.01%             | 2043-10-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                            | FANNIE MAE FNMA_14-93                                                            | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1839863 | PA      | $225064.50    | 0.01%             | 2045-01-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-53                                            | FANNIE MAE FNMA_16-53                                                            | CUSIP: 3136AS5H5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6685425 | PA      | $812358.04    | 0.03%             | 2046-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-31                                            | FANNIE MAE FNMA_16-31                                                            | CUSIP: 3136ASJN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     993612 | PA      | $119320.89    | 0.00%             | 2046-06-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FANNIE MAE FNMA_16-57                                                            | CUSIP: 3136ATEJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15030118 | PA      | $1671897.73   | 0.06%             | 2046-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-20                                            | FANNIE MAE FNMA_17-20                                                            | CUSIP: 3136AV5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6837132 | PA      | $842295.69    | 0.03%             | 2047-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                                 | CUSIP: 3136AXCZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12396849 | PA      | $1614990.79   | 0.06%             | 2047-07-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                                 | CUSIP: 3136AXDG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6285829 | PA      | $850643.05    | 0.03%             | 2047-07-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AXV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8321533 | PA      | $7826097.42   | 0.28%             | 2047-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-109                                           | FANNIE MAE FNMA_17-109                                                           | CUSIP: 3136B0RF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7133523 | PA      | $849710.28    | 0.03%             | 2048-01-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-66                                            | FANNIE MAE FNMA_18-66                                                            | CUSIP: 3136B26E7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7919680 | PA      | $1012787.65   | 0.04%             | 2048-09-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-67                                            | FANNIE MAE FNMA_18-67                                                            | CUSIP: 3136B2S37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6222224 | PA      | $816742.21    | 0.03%             | 2048-09-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-74                                            | FANNIE MAE FNMA_18-74                                                            | CUSIP: 3136B3HT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10580391 | PA      | $1182861.29   | 0.04%             | 2048-10-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-33                                            | FANNIE MAE FNMA_19-33                                                            | CUSIP: 3136B45D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23022765 | PA      | $2528682.36   | 0.09%             | 2049-07-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136B4ZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20789396 | PA      | $2257154.64   | 0.08%             | 2049-06-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FANNIE MAE FNMA_19-67                                                            | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13267295 | PA      | $1797073.73   | 0.06%             | 2049-11-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-60                                            | FANNIE MAE FNMA_19-60                                                            | CUSIP: 3136B6VW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17669454 | PA      | $2037348.07   | 0.07%             | 2049-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48952096 | PA      | $8339865.82   | 0.29%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BM5F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27172886 | PA      | $2808048.74   | 0.10%             | 2052-06-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BNW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20760587 | PA      | $20416535.85  | 0.72%             | 2052-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18268062 | PA      | $2281189.48   | 0.08%             | 2050-03-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35857915 | PA      | $4036636.69   | 0.14%             | 2050-06-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQQM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42303771 | PA      | $5806636.82   | 0.21%             | 2050-02-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16993519 | PA      | $17170506.91  | 0.61%             | 2055-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10                                 | CUSIP: 3136BUS68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12004091 | PA      | $11973089.52  | 0.42%             | 2055-02-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15                                 | CUSIP: 3136BVQR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14096803 | PA      | $14389842.17  | 0.51%             | 2055-04-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86                                 | CUSIP: 3136BXPP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   28361871 | PA      | $28269524.70  | 1.00%             | 2055-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | Federal National Mortgage Association                                            | CUSIP: 3136G43S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   20350000 | PA      | $15630392.64  | 0.55%             | 2035-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137AFJS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     203499 | PA      | $17352.70     | 0.00%             | 2041-09-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097                | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097                                | CUSIP: 3137ATPX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     729314 | PA      | $96754.03     | 0.00%             | 2042-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4176                                           | FREDDIE MAC FHLMC_4176                                                           | CUSIP: 3137B0MY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     678472 | PA      | $78929.02     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FANNIE MAE FHLMC_4620                                                            | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     628687 | PA      | $66105.66     | 0.00%             | 2042-11-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4831                | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4831                                | CUSIP: 3137FHQQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5639907 | PA      | $633474.91    | 0.02%             | 2048-10-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                                                                       | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17142066 | PA      | $1857387.41   | 0.07%             | 2049-08-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4937                                           | FREDDIE MAC FHLMC_4937                                                           | CUSIP: 3137FQAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18137197 | PA      | $2380715.67   | 0.08%             | 2041-11-15      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4979                                           | FREDDIE MAC FHLMC_4979                                                           | CUSIP: 3137FTXG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8530832 | PA      | $1108054.46   | 0.04%             | 2048-06-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                                      | CUSIP: 3137G0WL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7480209 | PA      | $7246850.59   | 0.26%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS                 | CUSIP: 3137G0WU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6061089 | PA      | $5928515.81   | 0.21%             | 2033-06-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152                | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152                                | CUSIP: 3137H3DW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   49925803 | PA      | $7004700.03   | 0.25%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H9MZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23968956 | PA      | $4691628.27   | 0.17%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HAFG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19823748 | PA      | $1593373.40   | 0.06%             | 2053-08-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HAQZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25932570 | PA      | $2790539.03   | 0.10%             | 2048-01-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HB5Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23080135 | PA      | $2724072.12   | 0.10%             | 2049-05-15      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HBYB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16512243 | PA      | $1710113.52   | 0.06%             | 2041-12-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5462                                           | FREDDIE MAC FHLMC_5462                                                           | CUSIP: 3137HFQ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20825959 | PA      | $20869781.18  | 0.74%             | 2054-10-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HFSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22939634 | PA      | $22987832.54  | 0.81%             | 2054-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HK4A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14580309 | PA      | $14680215.07  | 0.52%             | 2055-03-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15409743 | PA      | $15895531.59  | 0.56%             | 2054-06-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                                | CUSIP: 3137HKF33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17033610 | PA      | $17618288.32  | 0.62%             | 2054-11-25      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11328477 | PA      | $11580022.24  | 0.41%             | 2055-05-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMSE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8699498 | PA      | $8971670.60   | 0.32%             | 2055-09-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138AXGY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     207313 | PA      | $205841.36    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138W9CN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2027710 | PA      | $1933343.03   | 0.07%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W9RV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     821536 | PA      | $812063.00    | 0.03%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WAYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     457543 | PA      | $451616.77    | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XYRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261116 | PA      | $257461.44    | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BJ9970 FN 05/48 FIXED 4                                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140HCCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     734024 | PA      | $707352.88    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140HED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4521296 | PA      | $4329758.77   | 0.15%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140J7NH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5755162 | PA      | $5628565.34   | 0.20%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21647954 | PA      | $19395688.32  | 0.68%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MQAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14536821 | PA      | $13928935.62  | 0.49%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16357898 | PA      | $14637858.63  | 0.52%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QLRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21329502 | PA      | $19182607.35  | 0.68%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31603553 | PA      | $29433113.32  | 1.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QSZK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13684777 | PA      | $13833021.10  | 0.49%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24999844 | PA      | $22521335.40  | 0.80%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XHCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   27427573 | PA      | $25723026.36  | 0.91%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XHCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31372431 | PA      | $29465070.44  | 1.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23160677 | PA      | $22463842.43  | 0.79%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44362303 | PA      | $42560365.58  | 1.50%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20551833 | PA      | $21101827.43  | 0.75%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XQTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22356170 | PA      | $22952009.97  | 0.81%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18059029 | PA      | $15384660.93  | 0.54%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC 2022 Term Loan B                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     248708 | PA      | $248581.18    | 0.01%             | 2029-01-27      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1158784.59   | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2                     | ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2                                     | CUSIP: 31573TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5761000 | PA      | $5617347.74   | 0.20%             | 2059-11-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_23-HE3                                      | FIGURE LENDING FIGRE_23-HE3                                                      | CUSIP: 31684CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250957 | PA      | $3366737.75   | 0.12%             | 2042-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                     | Filtration Group Corporation 2025 USD Term Loan                                  | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     383069 | PA      | $384823.95    | 0.01%             | 2028-10-21      | Floating      | 6.47%                 | 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        |      66400 | PA      | $11952.06     | 0.00%             | 2026-06-29      | Floating      | 5.39%                 | 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        |     190825 | PA      | $2194.48      | 0.00%             | 2026-06-29      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                          | First Student Bidco Inc 2025 Term Loan B                                         | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     237532 | PA      | $238184.99    | 0.01%             | 2030-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                          | First Student Bidco Inc 2025 Term Loan C                                         | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      43462 | PA      | $43552.80     | 0.00%             | 2030-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     313000 | PA      | $310243.57    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Limited                                            | Fleet Midco I Limited 2024 1st Lien Term Loan B                                  | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120973 | PA      | $121426.58    | 0.00%             | 2031-02-21      | Floating      | 6.79%                 | No            |                  3 | On Loan: No      |
| Flynn Restaurant Group LP                                        | Flynn Restaurant Group LP 2025 Incremental Term Loan                             | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     397995 | PA      | $399300.40    | 0.01%             | 2032-01-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                         | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     520000 | PA      | $537765.84    | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |   10256000 | PA      | $11365679.71  | 0.40%             | 2051-01-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    2003068 | PA      | $2013711.19   | 0.07%             | 2042-09-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    1687520 | PA      | $1693258.24   | 0.06%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     499000 | PA      | $521164.29    | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     389000 | PA      | $409775.51    | 0.01%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2021-CM2 Trust                                                              | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750043 | PA      | $2620882.79   | 0.09%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2021-NQM6 Trust                                                             | CUSIP: 36167KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4206115.50   | 0.15%             | 2066-08-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2021-NQM6 Trust                                                             | CUSIP: 36167KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8003000 | PA      | $6392023.31   | 0.23%             | 2066-08-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT_19-NQM3                                                                     | CUSIP: 36167VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1560596 | PA      | $1544033.35   | 0.05%             | 2059-11-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2021-CM1 Trust                                                              | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4631689 | PA      | $4480220.50   | 0.16%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     393000 | PA      | $411850.05    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     513000 | PA      | $525327.51    | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     344000 | PA      | $356477.51    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     326000 | PA      | $330459.81    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6084831 | PA      | $6145734.38   | 0.22%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5966908 | PA      | $5925619.13   | 0.21%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                       | CUSIP: 3622AC6C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9989002 | PA      | $10320957.10  | 0.36%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                           | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   11940000 | PA      | $12288547.50  | 0.43%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1085214.76   | 0.04%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3379798 | PA      | $3391885.14   | 0.12%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |    9416878 | PA      | $9415545.65   | 0.33%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                               | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    9353668 | PA      | $9356065.27   | 0.33%             | 2029-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    9375000 | PA      | $7679599.79   | 0.27%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     228000 | PA      | $232588.56    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                             | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     312000 | PA      | $324221.03    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM5 Trust                                                             | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16241663 | PA      | $16262286.35  | 0.57%             | 2070-08-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | General Mills Inc                                                                | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2704554.82   | 0.10%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                            | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     414000 | PA      | $427465.18    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   24363000 | PA      | $24342163.79  | 0.86%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                                       | GITSIT Mortgage Loan Trust 2025-NPL1                                             | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3343205 | PA      | $3349003.70   | 0.12%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust 2024-2                                         | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4284744 | PA      | $4326221.75   | 0.15%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      34000 | PA      | $34964.48     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     495000 | PA      | $489682.49    | 0.02%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | goeasy Ltd                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      74000 | PA      | $70619.01     | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | goeasy Ltd                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      74000 | PA      | $71225.91     | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      39000 | PA      | $36420.63     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11646000 | PA      | $11621793.40  | 0.41%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37                              | CUSIP: 38376MKF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5921782 | PA      | $874411.55    | 0.03%             | 2047-03-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38379HFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2200736 | PA      | $211240.97    | 0.01%             | 2041-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130                             | CUSIP: 38380GHB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8181131 | PA      | $1043683.22   | 0.04%             | 2047-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149                             | CUSIP: 38380HSR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9827525 | PA      | $1425611.28   | 0.05%             | 2047-10-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163                             | CUSIP: 38380KMR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4223872 | PA      | $560169.52    | 0.02%             | 2047-11-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-97              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-97                              | CUSIP: 38380XK55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7473207 | PA      | $820056.71    | 0.03%             | 2048-07-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89                              | CUSIP: 38380XKJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7098544 | PA      | $945271.17    | 0.03%             | 2048-06-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18                                 | CUSIP: 38380XTX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7630484 | PA      | $845930.77    | 0.03%             | 2048-07-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125                             | CUSIP: 38380Y4S1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9271500 | PA      | $1032189.55   | 0.04%             | 2048-09-20      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112                             | CUSIP: 38380YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6881835 | PA      | $836538.70    | 0.03%             | 2048-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103                             | CUSIP: 38380YHL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5557290 | PA      | $675418.59    | 0.02%             | 2048-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151                             | CUSIP: 38381AC53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11871865 | PA      | $1402682.18   | 0.05%             | 2048-11-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148                             | CUSIP: 38381AHR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14081981 | PA      | $2070853.91   | 0.07%             | 2048-01-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139                             | CUSIP: 38381ALT1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5179153 | PA      | $596377.88    | 0.02%             | 2048-10-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134                             | CUSIP: 38381ASA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7349112 | PA      | $830789.86    | 0.03%             | 2048-10-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                                                                        | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8187118 | PA      | $919862.03    | 0.03%             | 2049-01-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA_19-20                                                       | GNMA_19-20                                                                       | CUSIP: 38381RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11675489 | PA      | $1319260.20   | 0.05%             | 2049-02-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59                              | CUSIP: 38381VH60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8679451 | PA      | $1029165.92   | 0.04%             | 2049-05-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56                              | CUSIP: 38381VWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8619314 | PA      | $1016579.10   | 0.04%             | 2049-05-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90                              | CUSIP: 38381XJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11263366 | PA      | $1560291.54   | 0.06%             | 2049-07-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85                              | CUSIP: 38381XRV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7874668 | PA      | $819350.55    | 0.03%             | 2049-07-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99                              | CUSIP: 38381XVK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23746368 | PA      | $2768847.90   | 0.10%             | 2049-08-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21             | GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21                             | CUSIP: 38382DMU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6073557 | PA      | $811285.10    | 0.03%             | 2050-02-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38382EW52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23112420 | PA      | $2651801.24   | 0.09%             | 2049-08-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62                              | CUSIP: 38382FKW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8916825 | PA      | $1052737.30   | 0.04%             | 2050-05-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-188             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-188                             | CUSIP: 38382L2K6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14661663 | PA      | $2071191.52   | 0.07%             | 2050-12-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175                             | CUSIP: 38382LNR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   45638592 | PA      | $6786641.13   | 0.24%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191                             | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25626320 | PA      | $4319385.47   | 0.15%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16                              | CUSIP: 38382NBY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31193581 | PA      | $4597727.94   | 0.16%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119                             | CUSIP: 38382UY62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25953563 | PA      | $4335607.65   | 0.15%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38382XUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32575451 | PA      | $5397703.44   | 0.19%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38383CYF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31743052 | PA      | $5589357.93   | 0.20%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-18              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-18                              | CUSIP: 38383GD24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24773621 | PA      | $3734908.22   | 0.13%             | 2052-01-20      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38383HFU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36549336 | PA      | $4427455.00   | 0.16%             | 2050-01-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38383LAW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22095190 | PA      | $2495200.97   | 0.09%             | 2049-10-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38383RFM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22091923 | PA      | $2258947.68   | 0.08%             | 2052-04-20      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38383RWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20020113 | PA      | $2340403.27   | 0.08%             | 2047-08-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38383VJ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35159519 | PA      | $3791792.43   | 0.13%             | 2050-05-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66                              | CUSIP: 38384ASF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31735809 | PA      | $3793952.46   | 0.13%             | 2049-09-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384CBA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22403741 | PA      | $1191905.93   | 0.04%             | 2053-07-20      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384EE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34418290 | PA      | $4135157.91   | 0.15%             | 2049-04-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384EJ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43203493 | PA      | $3506646.05   | 0.12%             | 2053-09-20      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30                              | CUSIP: 38384JQE7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   34986123 | PA      | $2719632.29   | 0.10%             | 2054-02-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30                              | CUSIP: 38384JTX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9284962 | PA      | $9383128.48   | 0.33%             | 2064-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51                              | CUSIP: 38384KSE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   30252884 | PA      | $2962416.85   | 0.10%             | 2054-03-20      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384MG35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28978507 | PA      | $2189404.46   | 0.08%             | 2054-04-20      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64                              | CUSIP: 38384MLG0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   64921002 | PA      | $5344608.53   | 0.19%             | 2054-04-20      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384MQ91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45430231 | PA      | $5392881.90   | 0.19%             | 2054-04-20      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_24-92               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_24-92                               | CUSIP: 38384NXE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22634779 | PA      | $1835184.85   | 0.06%             | 2054-05-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79                              | CUSIP: 38384PCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   60101636 | PA      | $3289206.28   | 0.12%             | 2054-05-20      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-125             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-125                             | CUSIP: 38384VNK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   38241850 | PA      | $3321706.24   | 0.12%             | 2054-08-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39                              | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12070383 | PA      | $12397630.61  | 0.44%             | 2055-03-20      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     242000 | PA      | $251185.06    | 0.01%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     317000 | PA      | $324088.15    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1374100 | PA      | $1383337.00   | 0.05%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1137000 | PA      | $1122995.81   | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      66000 | PA      | $67875.24     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7593901 | PA      | $7630625.95   | 0.27%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                                   | HB Fuller Co                                                                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     449000 | PA      | $444763.57    | 0.02%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12689000 | PA      | $12205388.08  | 0.43%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2379000 | PA      | $2385203.15   | 0.08%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                       | HTAP Issuer Trust 2024-2                                                         | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6651903 | PA      | $6666184.22   | 0.24%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                       | HTAP Issuer Trust 2025-1                                                         | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4647693 | PA      | $4662685.90   | 0.16%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     480000 | PA      | $504855.35    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1266553.12   | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131864.97    | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     134000 | PA      | $135771.88    | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     683000 | PA      | $595039.46    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     213000 | PA      | $215301.67    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     213000 | PA      | $216981.52    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                           | HighTower Holdings LLC 2025 1st Lien Term Loan B                                 | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     146235 | PA      | $146327.22    | 0.01%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     563000 | PA      | $560752.47    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     803000 | PA      | $852047.79    | 0.03%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     542000 | PA      | $509884.29    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     583000 | PA      | $594548.38    | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     892000 | PA      | $847763.22    | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113166.01    | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     297000 | PA      | $303921.82    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $656431.10    | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     123000 | PA      | $114853.41    | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                         | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                     | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $550012.65    | 0.02%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10901000 | PA      | $272872.74    | 0.01%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-AFC2 Trust                                                            | CUSIP: 43761YAA2<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    4227696 | PA      | $4261018.05   | 0.15%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     341000 | PA      | $351617.48    | 0.01%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                        | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     393447 | PA      | $395311.51    | 0.01%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     366000 | PA      | $366430.49    | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1074896.98   | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     313000 | PA      | $328457.82    | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     839000 | PA      | $850282.27    | 0.03%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $350302.45    | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     312000 | PA      | $326891.41    | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     526000 | PA      | $554016.19    | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     596000 | PA      | $604818.68    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     247000 | PA      | $266119.40    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     315000 | PA      | $324779.92    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    3457000 | PA      | $3057795.96   | 0.11%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    4597000 | PA      | $3955604.32   | 0.14%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                 | ITT Holdings LLC 2025 Repriced Term Loan B                                       | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |     398000 | PA      | $399990.00    | 0.01%             | 2030-10-11      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      87000 | PA      | $83440.19     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                | Flash Charm Inc 2021 2nd Lien Term Loan                                          | CUSIP: 45168RAS2<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |     100000 | PA      | $87000.00     | 0.00%             | 2029-03-02      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                | Flash Charm Inc 2024 Term Loan                                                   | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |     198199 | PA      | $184269.13    | 0.01%             | 2028-03-02      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     409782 | PA      | $394734.93    | 0.01%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3347891 | PA      | $3018694.21   | 0.11%             | 2057-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                          | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    1193000 | PA      | $827375.86    | 0.03%             | 2029-03-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                             | Nielsen Consumer Inc 2025 USD 1st Lien Term Loan                                 | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148505 | PA      | $148535.89    | 0.01%             | 2030-10-31      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | Ingevity Corp                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     269000 | PA      | $260976.85    | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | Innophos Holdings Inc                                                            | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    1300806 | PA      | $1180034.02   | 0.04%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $3407478.37   | 0.12%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                         | International Business Machines Corp                                             | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    8530000 | PA      | $8507787.68   | 0.30%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                         | Alterra Mountain Company 2025 Term Loan B9                                       | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     317923 | PA      | $318717.39    | 0.01%             | 2028-08-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                          | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     671000 | PA      | $668501.56    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                          | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     658000 | PA      | $624871.54    | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     904000 | PA      | $857544.84    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     518000 | PA      | $524860.37    | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     356000 | PA      | $329816.24    | 0.01%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     729000 | PA      | $739708.26    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     229000 | PA      | $212754.01    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     653000 | PA      | $682817.53    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                            | Iridium Satellite LLC 2024 Term Loan B                                           | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |     250000 | PA      | $242952.50    | 0.01%             | 2030-09-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     106000 | PA      | $106925.21    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     134000 | PA      | $136886.18    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6502000 | PA      | $5865660.69   | 0.21%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19182000 | PA      | $19689967.75  | 0.70%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49678.09     | 0.00%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     786000 | PA      | $812466.15    | 0.03%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3805404.93   | 0.13%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     258000 | PA      | $254533.30    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                                             | Johnstone Supply LLC Term Loan B                                                 | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     421862 | PA      | $423911.75    | 0.01%             | 2031-06-09      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                              | KKR Apple Bidco LLC 2025 Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     393551 | PA      | $395463.60    | 0.01%             | 2031-09-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     829000 | PA      | $801199.06    | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     622000 | PA      | $624489.68    | 0.02%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     333000 | PA      | $339912.69    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     189000 | PA      | $194304.12    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     271000 | PA      | $274193.09    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     215000 | PA      | $227388.58    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                          | Les Schwab Tire Centers 2025 Term Loan B                                         | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     374058 | PA      | $374057.79    | 0.01%             | 2031-04-23      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2447000 | PA      | $2549108.92   | 0.09%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     744000 | PA      | $735999.18    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     134000 | PA      | $142078.81    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     230000 | PA      | $222377.97    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     512000 | PA      | $532152.25    | 0.02%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                                 | Leeward Renewable Energy Operations LLC                                          | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     238000 | PA      | $225860.72    | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                    | Lendbuzz Securitization Trust 2025-2                                             | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5586548 | PA      | $5611447.13   | 0.20%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     342000 | PA      | $350783.38    | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     453000 | PA      | $458429.03    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     344000 | PA      | $377198.65    | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     487000 | PA      | $518107.80    | 0.02%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA TRUST MFRA_20-NQM2                                                           | CUSIP: 552751AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $9714547.00   | 0.34%             | 2065-04-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_24-RPL1                                           | MFA TRUST MFRA_24-RPL1                                                           | CUSIP: 55287AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6200000 | PA      | $5155471.74   | 0.18%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                 | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     315000 | PA      | $323787.60    | 0.01%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     674000 | PA      | $670299.01    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                        | Madison Safety & Flow LLC 2025 1st Lien Term Loan B                              | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     490285 | PA      | $493246.49    | 0.02%             | 2031-09-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     340000 | PA      | $298484.89    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     182000 | PA      | $120277.58    | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $875820.43    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                           | Marlette Funding Trust 2023-1                                                    | CUSIP: 57110PAC5<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    1911337 | PA      | $1917486.29   | 0.07%             | 2033-04-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                         | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $989231.13    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $7619861.65   | 0.27%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     213000 | PA      | $217540.84    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     528000 | PA      | $534679.99    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     518000 | PA      | $517884.51    | 0.02%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     883000 | PA      | $874683.09    | 0.03%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     243000 | PA      | $222629.62    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     591000 | PA      | $597297.34    | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    2263000 | PA      | $1975059.56   | 0.07%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                      | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     344756 | PA      | $317069.11    | 0.01%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                            | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     474000 | PA      | $499648.99    | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP 2025 Incremental Term Loan B                                 | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     194753 | PA      | $195382.47    | 0.01%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                         | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     332000 | PA      | $343726.27    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1989841.38   | 0.07%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                         | Met Tower Global Funding                                                         | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4234661.40   | 0.15%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     438000 | PA      | $431150.59    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                         | Mill City Mortgage Loan Trust 2023-NQM1                                          | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3799657 | PA      | $3795757.47   | 0.13%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1043349.86   | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                     | Mitchell International Inc 2024 1st Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     434510 | PA      | $435656.64    | 0.02%             | 2031-06-17      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8623000 | PA      | $7579555.31   | 0.27%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6041000 | PA      | $6112644.51   | 0.22%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5949713.21   | 0.21%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    9806000 | PA      | $9826709.62   | 0.35%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                           | MPOWER Education Trust 2025-1                                                    | CUSIP: 62477DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9789284 | PA      | $9817270.00   | 0.35%             | 2042-12-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     450000 | PA      | $439990.85    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     627000 | PA      | $630491.51    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                           | MPOWER Education Trust 2025-A                                                    | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2979610 | PA      | $3035027.20   | 0.11%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     464000 | PA      | $460585.69    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     133000 | PA      | $132081.76    | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     209000 | PA      | $214075.13    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     598000 | PA      | $595939.09    | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     365000 | PA      | $364912.69    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                    | NEP Group Inc 2025 Term Loan B                                                   | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     249358 | PA      | $227616.88    | 0.01%             | 2031-10-17      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     791000 | PA      | $738977.21    | 0.03%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     327000 | PA      | $333663.94    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     425000 | PA      | $436476.62    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34160.26     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     374000 | PA      | $377197.44    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     374000 | PA      | $379066.69    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    2090000 | PA      | $2015240.33   | 0.07%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    4258000 | PA      | $4324790.59   | 0.15%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     507000 | PA      | $532968.73    | 0.02%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     714000 | PA      | $692758.43    | 0.02%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     235000 | PA      | $230934.11    | 0.01%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                   | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     664000 | PA      | $721228.96    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     582000 | PA      | $577256.41    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                     | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     361000 | PA      | $404771.71    | 0.01%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $1043673.06   | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     260000 | PA      | $266464.88    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                             | Neptune Bidco US Inc 2022 USD Term Loan A                                        | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     249361 | PA      | $245819.69    | 0.01%             | 2028-10-11      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                                 | NetCredit Combined Receivables 2024 LLC                                          | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      66175 | PA      | $66236.35     | 0.00%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     549000 | PA      | $530781.66    | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     402000 | PA      | $392804.03    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      72000 | PA      | $75419.25     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                           | NRZ Excess Spread-Collateralized Notes                                           | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3370431 | PA      | $3322069.89   | 0.12%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $5133411.69   | 0.18%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                           | XPLR Infrastructure LP                                                           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1392464.70   | 0.05%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     754000 | PA      | $772892.00    | 0.03%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     242000 | PA      | $242075.70    | 0.01%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     203000 | PA      | $215178.25    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     593000 | PA      | $631652.31    | 0.02%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    8164000 | PA      | $8126983.56   | 0.29%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1543217.88   | 0.05%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     344000 | PA      | $336782.67    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     161000 | PA      | $168480.41    | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     342000 | PA      | $365218.27    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      98000 | PA      | $104414.83    | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     453000 | PA      | $437837.95    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     490000 | PA      | $445677.64    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67460.20     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     342000 | PA      | $346942.64    | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     933000 | PA      | $942874.55    | 0.03%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NuStar Logistics LP                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     739000 | PA      | $740315.80    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2021-NQM3 Trust                                                              | CUSIP: 67114JAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    4697258 | PA      | $3865723.17   | 0.14%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM16 Trust                                                             | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |    5317212 | PA      | $5359802.17   | 0.19%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM13 Trust                                                             | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   11911776 | PA      | $12012618.57  | 0.42%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                         | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7062000 | PA      | $6733938.01   | 0.24%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCT22_14-1A                                                      | OCT22_14-1A                                                                      | CUSIP: 67572YBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   36764912 | PA      | $36794985.37  | 1.30%             | 2030-01-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd                                  | Octagon Investment Partners 18-R Ltd                                             | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1937679 | PA      | $1937673.49   | 0.07%             | 2031-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     591000 | PA      | $573481.80    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     635000 | PA      | $616904.19    | 0.02%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1031000 | PA      | $1055376.79   | 0.04%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    3371000 | PA      | $3390406.19   | 0.12%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                             | Olympus Water US Holding Corporation 2024 USD Term Loan                          | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     468518 | PA      | $463991.91    | 0.02%             | 2031-06-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                               | OMNIA Partners LLC 2024 Term Loan B                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     398129 | PA      | $399339.06    | 0.01%             | 2032-12-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     594000 | PA      | $565650.84    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     173000 | PA      | $176497.19    | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                               | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4150000 | PA      | $3918051.52   | 0.14%             | 2036-01-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     356000 | PA      | $333561.08    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211509.81    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     414000 | PA      | $435526.03    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     697000 | PA      | $721869.47    | 0.03%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     618000 | PA      | $633555.13    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     464000 | PA      | $482760.09    | 0.02%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     606000 | PA      | $610904.46    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     460000 | PA      | $466801.67    | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                          | OneDigital Borrower LLC 2025 Repriced Term Loan                                  | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |     175846 | PA      | $176068.86    | 0.01%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     935000 | PA      | $973829.00    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                       | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     266000 | PA      | $272464.73    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust 2021-B                                                    | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5398819 | PA      | $5298217.57   | 0.19%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Funding Trust 2024-3                                                     | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     862123 | PA      | $862492.89    | 0.03%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     301000 | PA      | $301075.28    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     259000 | PA      | $261035.31    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8490000 | PA      | $7496548.11   | 0.26%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     222000 | PA      | $216271.40    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      78000 | PA      | $64638.42     | 0.00%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     416000 | PA      | $416321.45    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     744000 | PA      | $726082.89    | 0.03%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $238941.05    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     317000 | PA      | $330175.21    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1875731.22   | 0.07%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM_21-AFC1 TRUST                                                              | CUSIP: 69357TAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6966000 | PA      | $4989385.66   | 0.18%             | 2056-08-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-2 LLC                                                                  | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8118290 | PA      | $8124284.85   | 0.29%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9227120 | PA      | $9313073.71   | 0.33%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM4 Trust                                                             | CUSIP: 69392VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6481444 | PA      | $6482893.09   | 0.23%             | 2070-07-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $3539365.63   | 0.12%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Trust 2024-2                                                      | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     829382 | PA      | $833226.44    | 0.03%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4093542 | PA      | $4124099.33   | 0.15%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                         | PAGAYA AI DEBT SELECTION TRUST PAID_24-5                                         | CUSIP: 69544LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4963594 | PA      | $5000901.59   | 0.18%             | 2031-10-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2024-10                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4908144 | PA      | $4950693.97   | 0.17%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2024-10                                             | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6647798 | PA      | $6702887.38   | 0.24%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2024-8                                              | CUSIP: 69544QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5774237 | PA      | $5802671.76   | 0.20%             | 2032-01-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                           | PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                                           | CUSIP: 69544QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4617329 | PA      | $4645289.12   | 0.16%             | 2032-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Selection Trust                                                   | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4041641 | PA      | $4068339.27   | 0.14%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Selection Trust                                                   | CUSIP: 69545AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4530097 | PA      | $4569477.42   | 0.16%             | 2031-12-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya Ai Debt Grantor Trust 2024-9                                              | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5647735 | PA      | $5665602.85   | 0.20%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAGAYA AI DEBT SELECTION TRUST PAID_24-9                                         | CUSIP: 69546QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4365003 | PA      | $4380282.96   | 0.15%             | 2032-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Trust 2024-3                                                      | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    1797515 | PA      | $1808112.49   | 0.06%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Trust 2024-3                                                      | CUSIP: 69547XAB8<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    5266891 | PA      | $5301615.71   | 0.19%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Trust 2024-3                                                      | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2631788 | PA      | $2648224.55   | 0.09%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6              | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5084850 | PA      | $5138401.76   | 0.18%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Trust 2023-7                                                      | CUSIP: 69548RAC8<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    1162148 | PA      | $1165169.43   | 0.04%             | 2031-07-15      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya Ai Debt Grantor Trust 2025-6                                              | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8200000 | PA      | $8169039.26   | 0.29%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2025-R3                                             | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8892007 | PA      | $8902687.26   | 0.31%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                      | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                               | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6600000 | PA      | $6621676.38   | 0.23%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11000000 | PA      | $11011319.00  | 0.39%             | 2031-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                            | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     569000 | PA      | $589785.62    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     213000 | PA      | $213085.61    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     206000 | PA      | $201008.10    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     146000 | PA      | $149659.14    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                         | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     229000 | PA      | $225441.96    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                                          | Peachtree Corners Funding Trust II                                               | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1316330.43   | 0.05%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1343000 | PA      | $1272132.47   | 0.04%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     692000 | PA      | $640931.94    | 0.02%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     107000 | PA      | $110445.25    | 0.00%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     843000 | PA      | $878055.16    | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     687000 | PA      | $704926.34    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    5000000 | PA      | $4091222.40   | 0.14%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6556000 | PA      | $5873134.75   | 0.21%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2551000 | PA      | $2468401.16   | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    3213000 | PA      | $3370255.25   | 0.12%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                | PAREXEL INTERNATIONAL CORP 2025 REPRICED TERM LOAN B                             | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     330530 | PA      | $331425.60    | 0.01%             | 2031-12-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                 | Plano HoldCo Inc Term Loan B                                                     | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     394987 | PA      | $382149.52    | 0.01%             | 2031-10-02      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                              | Recess Holdings Inc 2025 Repriced Term Loan                                      | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     343901 | PA      | $345782.38    | 0.01%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     689000 | PA      | $653142.18    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     169000 | PA      | $173780.22    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     198000 | PA      | $199230.06    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     154000 | PA      | $154238.57    | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2024-NPL7 LLC                                                               | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |   10329549 | PA      | $10335231.48  | 0.36%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL4 LLC                                                               | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |    8259375 | PA      | $8289119.78   | 0.29%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                         | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     562000 | PA      | $547153.05    | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                         | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     537000 | PA      | $539927.96    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDI                                 | PROJECT ALPHA INTERMEDIATE HOLDI                                                 | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     398990 | PA      | $398108.13    | 0.01%             | 2033-05-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | Proofpoint Inc 2025 Repriced Term Loan                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     347762 | PA      | $349232.65    | 0.01%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                            | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1168000 | PA      | $1231338.89   | 0.04%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     246000 | PA      | $251989.33    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     198000 | PA      | $205631.00    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     610000 | PA      | $637363.45    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                            | Quikrete Holdings Inc 2024 Term Loan B1                                          | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      99746 | PA      | $100078.34    | 0.00%             | 2029-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                            | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     343006 | PA      | $343880.32    | 0.01%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     983000 | PA      | $1022904.28   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     736000 | PA      | $768516.48    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                 | RCO 2025-Pr1 Trust                                                               | CUSIP: 74939AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6512858 | PA      | $6481868.18   | 0.23%             | 2055-03-02      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                 | RCO VIII Mortgage LLC 2025-3                                                     | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3936554 | PA      | $3945208.07   | 0.14%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     549000 | PA      | $569570.91    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     300000 | PA      | $311281.28    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   10223000 | PA      | $10171848.11  | 0.36%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3695000 | PA      | $3290903.65   | 0.12%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                 | RCO X Mortgage LLC 2025-1                                                        | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8497478 | PA      | $8500450.23   | 0.30%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                              | Reach ABS Trust 2024-2                                                           | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2191017 | PA      | $2199830.91   | 0.08%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                       | Research-Driven Pagaya Motor Asset Trust IV                                      | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1611675 | PA      | $1601093.12   | 0.06%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                       | Research-Driven Pagaya Motor Asset Trust 2023-4                                  | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4832914 | PA      | $4843522.49   | 0.17%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                       | Research-Driven Pagaya Motor Trust 2024-1                                        | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3331076 | PA      | $3346069.41   | 0.12%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                       | Research-Driven Pagaya Motor Asset Trust 2023-4                                  | CUSIP: 76089HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6816766 | PA      | $6844068.94   | 0.24%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Resonetics LLC                                                   | Resonetics LLC 2025 Repriced Term Loan B                                         | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |     390046 | PA      | $390435.58    | 0.01%             | 2031-06-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     383000 | PA      | $370544.80    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                                         | Restoration Hardware Inc Term Loan B                                             | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |     298442 | PA      | $293964.94    | 0.01%             | 2028-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     319000 | PA      | $326308.59    | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     176000 | PA      | $184018.71    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | 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        |     756000 | PA      | $774013.81    | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $341679.84    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |     358000 | PA      | $342120.00    | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     276000 | PA      | $285404.17    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     351000 | PA      | $366613.04    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                              | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     396283 | PA      | $396060.94    | 0.01%             | 2028-11-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1222000 | PA      | $1135296.86   | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     213000 | PA      | $224770.67    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2394000 | PA      | $2645295.56   | 0.09%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1641000 | PA      | $1689395.59   | 0.06%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1362000 | PA      | $1379218.85   | 0.05%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                             | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2596000 | PA      | $2583452.33   | 0.09%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                                   | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     357000 | PA      | $365039.17    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                              | SG Residential Mortgage Trust 2019-3                                             | CUSIP: 78432BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6989646 | PA      | $6903847.42   | 0.24%             | 2059-09-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                    | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9150000 | PA      | $9122688.17   | 0.32%             | 2038-05-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                        | SAIF Securitization Trust 2025-CES1                                              | CUSIP: 78438CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7900034 | PA      | $7916827.43   | 0.28%             | 2065-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     324000 | PA      | $326412.08    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     544000 | PA      | $535266.89    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                            | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     233000 | PA      | $242197.23    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                         | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     551000 | PA      | $558641.22    | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                         | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1533000 | PA      | $1362103.72   | 0.05%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     411000 | PA      | $421527.88    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     310000 | PA      | $302958.64    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     272000 | PA      | $285887.94    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     194000 | PA      | $195268.36    | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     622000 | PA      | $642417.68    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | Siemens Funding BV                                                               | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    4004000 | PA      | $4085355.54   | 0.14%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                              | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     520000 | PA      | $512625.67    | 0.02%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                         | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $617077.45    | 0.02%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1270754.88   | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     192000 | PA      | $182674.07    | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     217000 | PA      | $214979.94    | 0.01%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1123748.04   | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                           | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     927000 | PA      | $935290.23    | 0.03%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                | United States Small Business Administration                                      | CUSIP: 83162CWN9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |      71565 | PA      | $68344.43     | 0.00%             | 2034-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1001006.90   | 0.04%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     579000 | PA      | $596503.19    | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4495000 | PA      | $3785198.55   | 0.13%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1440000 | PA      | $1426155.10   | 0.05%             | 2055-12-11      | Fixed         | 7.25%                 | 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        |     389664 | PA      | $392099.74    | 0.01%             | 2031-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                                | Southern Veterinary Partners LLC 2025 Term Loan B                                | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     349125 | PA      | $348548.94    | 0.01%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                             | Sovos Compliance LLC 2025 Repriced Term Loan B                                   | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |     343837 | PA      | $344617.84    | 0.01%             | 2029-08-13      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     518000 | PA      | $538614.82    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     319000 | PA      | $325371.25    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256552.24    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     213000 | PA      | $219573.32    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     267000 | PA      | $272775.04    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     330000 | PA      | $328966.95    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    1102000 | PA      | $1177763.57   | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                    | STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                                 | CUSIP: 85573EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2900000 | PA      | $2747016.88   | 0.10%             | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust 2021-3                                       | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2108705 | PA      | $1871117.20   | 0.07%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust 2022-2                                       | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2869329 | PA      | $2807232.15   | 0.10%             | 2067-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     251000 | PA      | $261711.74    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $1085856.34   | 0.04%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     248000 | PA      | $253998.52    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     666000 | PA      | $682985.50    | 0.02%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                      | Surgery Center Holdings Inc 2025 Term Loan B                                     | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     343897 | PA      | $345031.74    | 0.01%             | 2030-12-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                          | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     858000 | PA      | $869245.04    | 0.03%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | Synaptics Inc                                                                    | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     534000 | PA      | $517058.28    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                         | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $428335.30    | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10303000 | PA      | $9573170.51   | 0.34%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5394000 | PA      | $4927278.71   | 0.17%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     441000 | PA      | $449765.15    | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     441000 | PA      | $456219.01    | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                               | TECTA AMERICA CORP                                                               | CUSIP: 87876GAN2<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     345636 | PA      | $346631.16    | 0.01%             | 2032-02-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                                   | Telesat Canada Term Loan B5                                                      | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     200000 | PA      | $156642.00    | 0.01%             | 2026-12-07      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     428000 | PA      | $427979.70    | 0.02%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     507000 | PA      | $507783.59    | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     240000 | PA      | $240975.57    | 0.01%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1031154.63   | 0.04%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     370000 | PA      | $384732.09    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     356000 | PA      | $366556.14    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1293164.16   | 0.05%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                         | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     551000 | PA      | $550132.78    | 0.02%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                         | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     650000 | PA      | $631604.59    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1154793.31   | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                            | Tiger Acquisition LLC 2025 Term Loan B                                           | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |     284687 | PA      | $285398.98    | 0.01%             | 2032-08-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                            | Toorak Mortgage Trust 2024-RRTL2                                                 | CUSIP: 89055JAA3<br>LEI: 254900AXFPBUQ16CX921 | Long             | ABS-MBS          | CORP              | US        |   12375000 | PA      | $12430801.35  | 0.44%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | TOWD POINT MORTGAGE TRUST TPMT_19-4                                              | CUSIP: 89178BAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24114000 | PA      | $20517326.97  | 0.72%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     527000 | PA      | $537141.98    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     678000 | PA      | $699986.58    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     843000 | PA      | $876970.85    | 0.03%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     310000 | PA      | $317291.90    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1142636.55   | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     555000 | PA      | $578587.29    | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     344750 | PA      | $345922.15    | 0.01%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                          | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     849000 | PA      | $857495.16    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                            | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     543031 | PA      | $556414.52    | 0.02%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     122000 | PA      | $122722.85    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     416000 | PA      | $411684.69    | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                         | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1053190 | PA      | $1075765.96   | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                         | Primo Brands Corporation 2025 Term Loan B                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     492193 | PA      | $493383.88    | 0.02%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     427000 | PA      | $299180.20    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    2452000 | PA      | $2438883.45   | 0.09%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                    | Truist Insurance Holdings LLC 2024 Term Loan B                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     263642 | PA      | $263753.20    | 0.01%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                             | Truist Bank Auto Credit-Linked Notes Series 2025-1                               | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5208666 | PA      | $5221888.60   | 0.18%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                          | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     428216 | PA      | $428387.48    | 0.02%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    4005000 | PA      | $4240438.79   | 0.15%             | 2032-02-12      | Fixed         | 7.13%                 | 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        |     292217 | PA      | $293392.05    | 0.01%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     477000 | PA      | $491268.08    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     560000 | PA      | $552403.19    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     307000 | PA      | $322364.44    | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                          | USI Inc 2024 Term Loan D                                                         | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     397985 | PA      | $398764.93    | 0.01%             | 2029-11-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     679000 | PA      | $686945.41    | 0.02%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     667000 | PA      | $665898.44    | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                     | US FERTILITY ENTERPRISES LLC 2025 TERM LOAN                                      | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     164430 | PA      | $164841.37    | 0.01%             | 2032-12-10      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                     | US FERTILITY ENTERPRISES LLC 2025 DELAYED DRAW Term Loan                         | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      24914 | PA      | $24975.96     | 0.00%             | 2032-12-10      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                         | Ultra Clean Holdings Inc 2025 Repriced Term Loan B                               | CUSIP: 90385YAG6<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |     146728 | PA      | $147340.05    | 0.01%             | 2028-02-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3376000 | PA      | $3419796.21   | 0.12%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3085000 | PA      | $3056280.48   | 0.11%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     607000 | PA      | $602658.65    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     251000 | PA      | $251589.21    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12181000 | PA      | $12376648.14  | 0.44%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2742000 | PA      | $2590684.26   | 0.09%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2759000 | PA      | $2816788.33   | 0.10%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310625.74    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                 | Unlock Hea Trust 2023-1                                                          | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7593953 | PA      | $7604415.34   | 0.27%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                                   | Upland CLO Ltd                                                                   | CUSIP: 915328AU2<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |     192292 | PA      | $192367.24    | 0.01%             | 2031-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5                       | UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5                                       | CUSIP: 91535BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3188158.66   | 0.11%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstream Rehabilition Inc                                        | Upstream Rehabilition Inc 2021 Term Loan                                         | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |     343718 | PA      | $305242.20    | 0.01%             | 2026-11-20      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5187756 | PA      | $5213930.43   | 0.18%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust 2025-4                                              | CUSIP: 91684AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1001751.10   | 0.04%             | 2035-11-20      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6255000 | PA      | $6267835.89   | 0.22%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust                                                     | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2814522 | PA      | $2813152.88   | 0.10%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PG INVESTMENT COMPANY 59 SA RL                                   | PG Investment Company 59 Sa rl 2025 Repriced Term Loan B                         | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |     468331 | PA      | $469281.87    | 0.02%             | 2031-03-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC 2025 Term Loan                                                        | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     247135 | PA      | $247985.38    | 0.01%             | 2031-09-30      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC 2025 Delayed Draw Term Loan                                           | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      25719 | PA      | $25807.43     | 0.00%             | 2031-09-30      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1284161.99   | 0.05%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                            | UTZ Quality Foods LLC 2025 Term Loan B                                           | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |     300000 | PA      | $301125.00    | 0.01%             | 2032-01-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                   | VFH Parent LLC 2025 Term Loan B                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |     451812 | PA      | $452751.90    | 0.02%             | 2031-06-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                     | VS Buyer LLC 2025 Term Loan B                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     349125 | PA      | $349997.81    | 0.01%             | 2031-04-12      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1452000 | PA      | $1314888.96   | 0.05%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                 | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     246000 | PA      | $255445.18    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     348000 | PA      | $376142.33    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     348000 | PA      | $381026.48    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     759000 | PA      | $776996.53    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1627000 | PA      | $1665279.55   | 0.06%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     163000 | PA      | $165955.89    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     216000 | PA      | $220815.23    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1027000 | PA      | $934426.12    | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     210000 | PA      | $180256.40    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228731.58    | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     372000 | PA      | $370001.02    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     394000 | PA      | $408867.55    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     177000 | PA      | $182826.46    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     537000 | PA      | $516502.51    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     998000 | PA      | $788595.22    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                              | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     197500 | PA      | $197274.85    | 0.01%             | 2030-12-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | VERUS SECURITIZATION TRUST VERUS_21-5                                            | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2116792 | PA      | $1849346.19   | 0.07%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAC7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    4006785 | PA      | $3515840.87   | 0.12%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAD5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $2770725.16   | 0.10%             | 2066-09-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAC4<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    6793604 | PA      | $5985214.33   | 0.21%             | 2066-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                            | VERUS SECURITIZATION TRUST VERUS_23-1                                            | CUSIP: 92539BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15257000 | PA      | $15213667.07  | 0.54%             | 2067-12-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     530000 | PA      | $531325.06    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     622000 | PA      | $665685.33    | 0.02%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     788000 | PA      | $801232.03    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     513000 | PA      | $452272.27    | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                                                                       | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     174478 | PA      | $173306.28    | 0.01%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     222000 | PA      | $222129.61    | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1403000 | PA      | $1385059.94   | 0.05%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     835000 | PA      | $885465.00    | 0.03%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     530000 | PA      | $483603.74    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     603000 | PA      | $557193.22    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     488000 | PA      | $507949.86    | 0.02%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     407000 | PA      | $403309.21    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     546000 | PA      | $579127.61    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                             | WW International Inc 2025 Takeback Term Loan                                     | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     250000 | PA      | $219107.50    | 0.01%             | 2030-06-24      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2878000 | PA      | $2732842.01   | 0.10%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     361000 | PA      | $360609.89    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     275000 | PA      | $281896.16    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2329000 | PA      | $2360149.59   | 0.08%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     578000 | PA      | $596304.22    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                         | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1070045.46   | 0.04%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     238000 | PA      | $245557.60    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     237000 | PA      | $240654.32    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     331000 | PA      | $342193.13    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     425000 | PA      | $445110.06    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      86000 | PA      | $89740.00     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     568000 | PA      | $582036.61    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                  | Whatabrands LLC 2024 1st Lien Term Loan B                                        | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     442142 | PA      | $443185.15    | 0.02%             | 2028-08-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     109000 | PA      | $108989.68    | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     114000 | PA      | $110561.66    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                         | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     642000 | PA      | $663600.10    | 0.02%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WhiteWater DBR HoldCo LLC                                        | WhiteWater DBR HoldCo LLC 1st Lien Term Loan B                                   | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |     307479 | PA      | $309016.79    | 0.01%             | 2031-03-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     153000 | PA      | $157788.68    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     215000 | PA      | $222358.68    | 0.01%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     170000 | PA      | $169353.41    | 0.01%             | 2028-08-15      | Fixed         | 4.63%                 | 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        |     536000 | PA      | $562573.24    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     287000 | PA      | $294141.62    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                                            | WIRECO WORLDGROUP INC                                                            | CUSIP: 97654QAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248731 | PA      | $248730.96    | 0.01%             | 2028-11-13      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                             | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     697000 | PA      | $644184.45    | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Wide Technology Holding Co. LLC                            | World Wide Technology Holding Co LLC 2025 Repriced Term Loan B                   | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |     248750 | PA      | $248906.71    | 0.01%             | 2030-03-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     271000 | PA      | $279154.55    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     339000 | PA      | $344226.33    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     554000 | PA      | $581481.67    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     665000 | PA      | $698942.01    | 0.02%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Adeia Inc                                                        | Adeia Inc 2025 Repriced Term Loan                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248408 | PA      | $249145.32    | 0.01%             | 2028-06-08      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     213000 | PA      | $214957.87    | 0.01%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $1175994.16   | 0.04%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    5333000 | PA      | $5396467.90   | 0.19%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                 | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     479000 | PA      | $427676.67    | 0.02%             | 2030-02-28      | Fixed         | 5.13%                 | 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        |    1191000 | PA      | $1125937.27   | 0.04%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                                         | Gazprom PJSC Via Gaz Capital SA                                                  | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | NUSS              | LU        |    2740000 | PA      | $2219271.86   | 0.08%             | 2028-02-06      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | CDS: (CMBX.NA.10.BBB-)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    3997959 | OU      | $667902.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                           | Athenahealth Group Inc 2022 Term Loan B                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     343848 | PA      | $344205.96    | 0.01%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | CDS: (CMBX.NA.10.BBB-)                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |   16991326 | OU      | $3112129.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                           | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2898000 | PA      | $2828081.74   | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                            | American Airlines Inc 2023 1st Lien Term Loan                                    | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     343000 | PA      | $343216.09    | 0.01%             | 2029-06-04      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | CDS: (CMBX.NA.11.BBB-)                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    3700000 | OU      | $329291.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | CDS: (CMBX.NA.10.BBB-)                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |   -9994898 | OU      | $-667816.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | CDS: (CMBX.NA.10.BBB-)                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |   -9994898 | OU      | $-220761.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp                                                     | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     247346 | PA      | $229192.94    | 0.01%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                           | First Brands Group LLC 2022 Incremental Term Loan                                | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     166397 | PA      | $337.79       | 0.00%             | 2027-03-30      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                    | CoreLogic Inc Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     396637 | PA      | $396494.02    | 0.01%             | 2028-06-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                     | Univision Communications Inc 2022 Term Loan B                                    | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     394520 | PA      | $391068.25    | 0.01%             | 2029-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                              | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                             | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |     448869 | PA      | $449879.31    | 0.02%             | 2028-08-02      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     343718 | PA      | $345189.03    | 0.01%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   34033000 | PA      | $16926521.04  | 0.60%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                                 | FRONTERA GENERATION HOLDINGS LLC                                                 | CUSIP: 000000000<br>LEI: 549300GLB8UW9UT6MD14 | Long             | LON              | CORP              | US        |     250000 | PA      | $241875.00    | 0.01%             | 2028-07-28      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                     | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     342875 | PA      | $326588.70    | 0.01%             | 2028-10-08      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                                         | CORNERSTONE ONDEMAND INC                                                         | CUSIP: 000000000<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |     397933 | PA      | $364108.65    | 0.01%             | 2028-10-16      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| HRNI HOLDINGS LLC                                                | HRNI HOLDINGS LLC                                                                | CUSIP: 000000000<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |     306250 | PA      | $295531.25    | 0.01%             | 2028-12-11      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf LLC                                           | 19th Holdings Golf LLC 2022 Term Loan B                                          | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |     248711 | PA      | $250265.79    | 0.01%             | 2029-02-07      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                              | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     347728 | PA      | $347787.11    | 0.01%             | 2029-04-13      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC                                                           | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     193699 | PA      | $156351.51    | 0.01%             | 2029-08-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                      | Corporation Service Company Term Loan B                                          | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |     233772 | PA      | $233577.69    | 0.01%             | 2029-11-02      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.11.BBB-)                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    3700000 | OU      | $-71948.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc                              | American Axle and Manufacturing Inc 2022 Term Loan B                             | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     200000 | PA      | $200562.00    | 0.01%             | 2029-12-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                               | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    2605000 | PA      | $2767660.17   | 0.10%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | CDS: (CMBX.NA.16.BBB-)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    7750000 | OU      | $-404870.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | CDS: (CMBX.NA.12.BBB-)                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    7800000 | OU      | $-631410.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | CDS: (CMBX.NA.11.BBB-)                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    9000000 | OU      | $-1011240.61  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | CDS: (CMBX.NA.8.BBB-)                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |   -7202594 | OU      | $-415607.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB LLC                                      | EMERALD DEBT MERGER SUB LLC                                                      | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | LON              | CORP              | US        |     328003 | PA      | $328642.69    | 0.01%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP Term Loan B                                                | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     304942 | PA      | $281580.18    | 0.01%             | 2030-08-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                                              | EnergySolutions LLC 2023 Term Loan B                                             | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |     153462 | PA      | $154356.32    | 0.01%             | 2030-09-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                  | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     343875 | PA      | $344143.22    | 0.01%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                    | INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B                      | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    3111832 | PA      | $2178282.30   | 0.08%             | 2029-04-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Idemia Group                                                     | Idemia Group 2024 Term Loan B5                                                   | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |     393755 | PA      | $395724.16    | 0.01%             | 2028-09-30      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                             | Bombardier Recreational Products Inc 2024 Term Loan B4                           | CUSIP: 000000000<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |     343015 | PA      | $343975.75    | 0.01%             | 2031-01-22      | Floating      | 5.97%                 | 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        |     328586 | PA      | $329019.25    | 0.01%             | 2031-01-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     400000 | PA      | $396000.00    | 0.01%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                        | Titan Acquisition Limited 2024 Term Loan B                                       | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |     357999 | PA      | $360286.15    | 0.01%             | 2029-02-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES LLC                                                              | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     281090 | PA      | $226103.04    | 0.01%             | 2031-02-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                              | APPLIED SYSTEMS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     347630 | PA      | $349441.46    | 0.01%             | 2031-02-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                             | Cotiviti Corporation 2024 Term Loan                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     443644 | PA      | $425530.33    | 0.02%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | COLUMBUS MCKINNON CORP                                                           | CUSIP: 000000000<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     299127 | PA      | $299127.21    | 0.01%             | 2028-05-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                    | Brand Industrial Services Inc 2024 Term Loan B                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      16375 | PA      | $14886.33     | 0.00%             | 2030-08-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                             | LC AHAB US BIDCO LLC                                                             | CUSIP: 000000000<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     152489 | PA      | $152775.77    | 0.01%             | 2031-05-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | CORNERSTONE BUILDING BRANDS INC                                                  | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      55474 | PA      | $39016.61     | 0.00%             | 2031-05-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| NORTHSTAR GROUP SERVICES INC                                     | Northstar Group Services Inc 2024 Term Loan B                                    | CUSIP: 66707RAF4<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |     101987 | PA      | $102703.69    | 0.00%             | 2030-05-31      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                               | Central Parent Inc 2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     196508 | PA      | $165966.33    | 0.01%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                         | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     195388 | PA      | $195952.45    | 0.01%             | 2031-06-13      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM Acquisition LLC 2024 Incremental Term Loan B                                 | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     343865 | PA      | $321978.27    | 0.01%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                              | White Cap Buyer LLC 2024 Term Loan B                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     249370 | PA      | $250325.37    | 0.01%             | 2029-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA INC                                     | Harbor Freight Tools USA Inc 2024 Term Loan B                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |      72229 | PA      | $71455.11     | 0.00%             | 2031-06-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                     | VIRTUSA CORP                                                                     | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |     390968 | PA      | $391554.43    | 0.01%             | 2029-02-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP                                                     | CUSIP: 000000000<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     344750 | PA      | $338244.59    | 0.01%             | 2029-04-04      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| DRAKE SOFTWARE LLC                                               | Drake Software LLC 2024 Term Loan B                                              | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |     393459 | PA      | $385589.55    | 0.01%             | 2031-06-26      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                                                 | OEG BORROWER LLC                                                                 | CUSIP: 000000000<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |      54861 | PA      | $54998.26     | 0.00%             | 2031-06-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                          | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     343897 | PA      | $344901.07    | 0.01%             | 2031-07-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | CDS: (CMBX.NA.11.BBB-)                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    5000000 | OU      | $-46197.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                                           | DARKTRACE FINCO US LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     369447 | PA      | $370569.71    | 0.01%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                      | Project Boost Purchaser LLC 2025 Refinancing Term Loan                           | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |     309892 | PA      | $310536.71    | 0.01%             | 2031-07-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                                | Mermaid Bidco Inc 2024 USD Term Loan B                                           | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |     300000 | PA      | $300750.00    | 0.01%             | 2031-07-03      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| AAP BUYER INC                                                    | AAP Buyer Inc Term Loan B                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |     153121 | PA      | $153600.25    | 0.01%             | 2031-09-09      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     114846 | PA      | $115540.09    | 0.00%             | 2031-11-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19286 | PA      | $19402.20     | 0.00%             | 2031-11-28      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS LP                                        | BCP VI SUMMIT HOLDINGS LP                                                        | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |      51434 | PA      | $51739.11     | 0.00%             | 2032-01-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                            | BCPE PEQUOD BUYER INC                                                            | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     129965 | PA      | $130167.62    | 0.00%             | 2031-11-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| TOSCA SERVICES LLC                                               | TOSCA SERVICES LLC                                                               | CUSIP: 000000000<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |     250722 | PA      | $235573.58    | 0.01%             | 2028-11-30      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC                                                               | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     218603 | PA      | $194351.39    | 0.01%             | 2031-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TIDAL WASTE & RECYCLING HOLDINGS LLC                             | TIDAL WASTE & RECYCLING HOLDINGS LLC                                             | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |     358797 | PA      | $361039.10    | 0.01%             | 2031-10-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                           | GOLDEN STATE FOODS LLC                                                           | CUSIP: 000000000<br>LEI: 549300I0OMJY4LPAHC68 | Long             | LON              | CORP              | US        |     328763 | PA      | $330371.00    | 0.01%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| A-AG US GSI BIDCO INC                                            | A-AG US GSI BIDCO INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     107521 | PA      | $107588.58    | 0.00%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | JEFFERIES FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |     188234 | PA      | $186822.25    | 0.01%             | 2031-10-21      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC                         | SPECIALTY BUILDING PRODUCTS HOLDINGS LLC                                         | CUSIP: 000000000<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     117228 | PA      | $109050.97    | 0.00%             | 2028-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | Raven Acquisition Holdings LLC Delayed Draw Term Loan                            | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19241 | PA      | $19295.55     | 0.00%             | 2031-11-19      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | Raven Acquisition Holdings LLC Term Loan B                                       | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     268034 | PA      | $268786.89    | 0.01%             | 2031-11-19      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION LLC                                                       | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     149625 | PA      | $150801.05    | 0.01%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                 | PEX HOLDINGS LLC                                                                 | CUSIP: 000000000<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |     213341 | PA      | $213251.29    | 0.01%             | 2031-11-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                       | SOPHOS INTERMEDIATE II LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     503294 | PA      | $503213.92    | 0.02%             | 2027-03-05      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     279674 | PA      | $281072.30    | 0.01%             | 2029-10-09      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                              | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |     398374 | PA      | $400740.40    | 0.01%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                                                    | FRONTDOOR INC                                                                    | CUSIP: 000000000<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |     398992 | PA      | $400987.40    | 0.01%             | 2031-12-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                               | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     533950 | PA      | $426492.66    | 0.02%             | 2031-02-07      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | GOAT HOLDCO LLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49373 | PA      | $49455.23     | 0.00%             | 2032-01-27      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     343000 | PA      | $342427.19    | 0.01%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADVISORS LLC                                                      | CUSIP: 000000000<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     183809 | PA      | $183955.99    | 0.01%             | 2031-06-02      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AUTHORITY                                  | CATAWBA NATION GAMING AUTHORITY                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     394349 | PA      | $403222.12    | 0.01%             | 2032-03-29      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.                         | Kestra Advisor Services Holdings A Inc 2024 Repriced Term Loan                   | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |     398860 | PA      | $399246.56    | 0.01%             | 2031-03-22      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     313895 | PA      | $315072.60    | 0.01%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                              | Hunter Douglas Inc 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     312579 | PA      | $313750.87    | 0.01%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                        | ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                                        | CUSIP: 000000000<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     343035 | PA      | $344355.98    | 0.01%             | 2028-10-05      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SMYRNA READY MIX CONCRETE LLC                                                    | CUSIP: 000000000<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |     420313 | PA      | $422414.59    | 0.01%             | 2029-04-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PARTNERS LP                                | GIP PILOT ACQUISITION PARTNERS LP                                                | CUSIP: 000000000<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     340954 | PA      | $341322.57    | 0.01%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                           | GENESYS CLOUD SERVICES HOLDINGS II LLC                                           | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     383081 | PA      | $381885.58    | 0.01%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | Great Outdoors Group LLC 2025 Term Loan B                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     391949 | PA      | $393908.58    | 0.01%             | 2032-01-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND VIII HOLDINGS LLC                                    | AL GCX FUND VIII HOLDINGS LLC                                                    | CUSIP: 000000000<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |      24587 | PA      | $24556.30     | 0.00%             | 2032-01-30      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | Ascend Learning LLC 2025 Repriced Term Loan B                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     385068 | PA      | $385960.97    | 0.01%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC                                      | ENDEAVOR GROUP HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44775 | PA      | $44973.80     | 0.00%             | 2032-03-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP                                    | Sunrise Financing Partnership Term Loan AAA                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     156604 | PA      | $157056.30    | 0.01%             | 2032-02-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                                            | JACK OHIO FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |     309550 | PA      | $307770.09    | 0.01%             | 2032-02-02      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FINANCIAL PARTNERS LLC                                                     | CUSIP: 000000000<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     288748 | PA      | $289158.08    | 0.01%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC                                   | GFL ENVIRONMENTAL SERVICES INC                                                   | CUSIP: 000000000<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |     399000 | PA      | $400197.00    | 0.01%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                            | SAVOR ACQUISITION INC                                                            | CUSIP: 000000000<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      34562 | PA      | $34676.80     | 0.00%             | 2032-02-19      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                            | SAVOR ACQUISITION INC                                                            | CUSIP: 000000000<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     365438 | PA      | $366655.20    | 0.01%             | 2032-02-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | Hilcorp Energy I LP Term Loan B                                                  | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      59550 | PA      | $59587.52     | 0.00%             | 2030-02-11      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                                | Mavis Tire Express Services Corp 2025 Repriced Term Loan                         | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     393270 | PA      | $394528.68    | 0.01%             | 2028-05-04      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                         | CLEARWATER ANALYTICS LLC                                                         | CUSIP: 000000000<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     399000 | PA      | $398253.87    | 0.01%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                             | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    1796581 | PA      | $1448493.17   | 0.05%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                         | SRAM LLC                                                                         | CUSIP: 000000000<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |     401904 | PA      | $401903.87    | 0.01%             | 2032-02-27      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                           | TK Elevator Midco GmbH 2025 USD Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     343061 | PA      | $345006.11    | 0.01%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                                     | Storable Intermediate Holdings LLC 2025 Term Loan B                              | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |     255499 | PA      | $256457.29    | 0.01%             | 2031-04-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                      | RED SPV LLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      52238 | PA      | $52215.56     | 0.00%             | 2032-03-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |  -15000000 | OU      | $280478.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   -5000000 | OU      | $92104.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OPERATING I LLC                                                | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      83044 | PA      | $83271.92     | 0.00%             | 2032-05-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OPERATING I LLC                                                | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |       5037 | PA      | $5050.55      | 0.00%             | 2032-05-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                                                               | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     166719 | PA      | $166631.94    | 0.01%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   50000000 | NC      | $831195.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                               | ORION US FINCO INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     445614 | PA      | $447422.69    | 0.02%             | 2032-10-08      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                             | Flutter Financing BV 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     103574 | PA      | $103574.32    | 0.00%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                                  | Alera Group Inc 2025 Term Loan                                                   | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     398897 | PA      | $400592.36    | 0.01%             | 2032-05-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                    | MRP Buyer LLC Term Loan                                                          | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     229866 | PA      | $227783.83    | 0.01%             | 2032-06-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                    | MRP Buyer LLC Delayed Draw Term Loan                                             | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |      29285 | PA      | $29019.52     | 0.00%             | 2032-06-04      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  150000000 | NC      | $956370.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc                  | Student Transportation of America Holdings Inc Term Loan B                       | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |      48636 | PA      | $48716.83     | 0.00%             | 2032-06-24      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  107348000 | NC      | $708228.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                              | VIAVI SOLUTIONS INC                                                              | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |     400000 | PA      | $402000.00    | 0.01%             | 2032-10-16      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                   | HAMILTON PROJECTS ACQUIROR LLC                                                   | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     140225 | PA      | $141023.28    | 0.00%             | 2031-05-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                                               | Astoria Energy LLC 2025 Term Loan B                                              | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |     283601 | PA      | $285461.66    | 0.01%             | 2032-06-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                      | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     300000 | PA      | $302064.00    | 0.01%             | 2032-09-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                             | BEACON MOBILITY CORP                                                             | CUSIP: 000000000<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |      33923 | PA      | $34071.54     | 0.00%             | 2030-08-06      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                             | BEACON MOBILITY CORP                                                             | CUSIP: 000000000<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     247638 | PA      | $248722.27    | 0.01%             | 2030-08-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY INC                                              | Sazerac Company Inc Term Loan B                                                  | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     398692 | PA      | $399079.15    | 0.01%             | 2032-07-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| WSA A/S                                                          | WSA A/S                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |     221002 | PA      | $222175.19    | 0.01%             | 2029-02-28      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                      | FORTRESS INTERMEDIATE 3 INC                                                      | CUSIP: 000000000<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     402749 | PA      | $402374.14    | 0.01%             | 2031-06-27      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                        | DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CUSIP: 000000000<br>LEI: 549300AE79DEGS4AGL59 | Long             | LON              | CORP              | US        |     389655 | PA      | $389655.17    | 0.01%             | 2032-07-09      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  112959875 | NC      | $473911.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                         | SGH2 LLC                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     380082 | PA      | $381032.09    | 0.01%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                      | KNOWBE4 INC                                                                      | CUSIP: 000000000<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |     139778 | PA      | $139691.55    | 0.00%             | 2032-07-23      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOGIES INC                                  | POINTCLICKCARE TECHNOLOGIES INC                                                  | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     199000 | PA      | $199083.58    | 0.01%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                           | Froneri Lux Finco Sarl 2025 USD Term Loan                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     300000 | PA      | $299886.00    | 0.01%             | 2032-08-02      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Advisor Group Inc 2025 Term Loan                                                 | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     213699 | PA      | $214459.86    | 0.01%             | 2032-07-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO                                                              | CUSIP: 000000000<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      77099 | PA      | $77387.87     | 0.00%             | 2030-05-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                                | West Deptford Energy Holdings LLC 2025 Term Loan                                 | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      80629 | PA      | $79940.73     | 0.00%             | 2031-12-30      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                          | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     140506 | PA      | $141208.66    | 0.00%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CHAMBERLAIN GROUP INC                                            | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     368134 | PA      | $368671.26    | 0.01%             | 2032-09-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                              | CUSHMAN & WAKEFIELD US BORROWER LLC                                              | CUSIP: 000000000<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     400000 | PA      | $402056.00    | 0.01%             | 2030-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| LACKAWANNA ENERGY CENTER LLC                                     | LACKAWANNA ENERGY CENTER LLC                                                     | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |     145830 | PA      | $146595.90    | 0.01%             | 2032-08-05      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                       | Amneal Pharmaceuticals LLC 2025 Term Loan B                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     133523 | PA      | $134524.02    | 0.00%             | 2032-08-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                                        | GTCR Everest Borrower LLC Add on Term Loan B                                     | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     177004 | PA      | $177593.14    | 0.01%             | 2031-09-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| EFS Cogen Holdings I LLC                                         | EFS Cogen Holdings I LLC 2025 Term Loan B                                        | CUSIP: 26844HAM9<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |     384981 | PA      | $387729.71    | 0.01%             | 2031-10-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER LLC                                             | Illuminate Buyer LLC 2025 Term Loan B                                            | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |     196854 | PA      | $196925.12    | 0.01%             | 2029-12-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                               | Alliant Holdings Intermediate LLC 2025 Term Loan B                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     434658 | PA      | $435518.29    | 0.02%             | 2031-09-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                              | Paradigm Parent LLC 1st Lien Term Loan                                           | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |     249375 | PA      | $218749.26    | 0.01%             | 2032-04-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                                             | Conservice Midco LLC 2025 Term Loan                                              | CUSIP: 20848PAM0<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |     344776 | PA      | $345100.29    | 0.01%             | 2030-05-13      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ITASCA PARK LLC                                                  | ITASCA PARK LLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         18 | OU      | $17979000.00  | 0.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ITASCA PARK LLC                                                  | ITASCA PARK LLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          5 | OU      | $4975665.20   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  300000000 | NC      | $3773400.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SANMINA CORP                                                     | SANMINA CORP                                                                     | CUSIP: 000000000<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |     129062 | PA      | $129223.69    | 0.00%             | 2032-08-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | Allied Universal Holdco LLC 2025 USD Term Loan B                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     399000 | PA      | $400815.45    | 0.01%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | Cloud Software Group Inc 2025 Term Loan B (2032)                                 | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     237538 | PA      | $237687.90    | 0.01%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | QNITY ELECTRONICS INC                                                            | CUSIP: 000000000<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |     400000 | PA      | $401500.00    | 0.01%             | 2032-11-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                               | WR Grace & Co-Conn 2025 Term Loan B                                              | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |      68907 | PA      | $68841.76     | 0.00%             | 2032-08-19      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART LLC                                                                     | CUSIP: 000000000<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     443734 | PA      | $441377.79    | 0.02%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| MDVIP INC                                                        | MDVIP Inc 2025 Term Loan B                                                       | CUSIP: 56150KAH8<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |     415961 | PA      | $416689.25    | 0.01%             | 2031-10-14      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                              | TURQUOISE TOPCO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |     397552 | PA      | $392086.11    | 0.01%             | 2032-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                                                    | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      20108 | PA      | $20188.03     | 0.00%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERTAINMENT LLC                              | Peninsula Pacific Entertainment LLC 2025 Term Loan B                             | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      97042 | PA      | $97284.16     | 0.00%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERTAINMENT LLC                              | PENINSULA PACIFIC ENTERTAINMENT LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      22744 | PA      | $22800.97     | 0.00%             | 2032-08-16      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                                   | ACCESS CIG LLC                                                                   | CUSIP: 000000000<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |     365192 | PA      | $351497.01    | 0.01%             | 2030-08-18      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC                                                             | CUSIP: 000000000<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     350000 | PA      | $350262.50    | 0.01%             | 2028-04-06      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ICON PARENT I INC                                                | ICON PARENT I INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     290600 | PA      | $290928.06    | 0.01%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                       | ENTAIN PLC                                                                       | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     394637 | PA      | $391925.76    | 0.01%             | 2029-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                                               | COVIA HOLDINGS LLC                                                               | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |     349123 | PA      | $346067.99    | 0.01%             | 2032-02-26      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  172500000 | NC      | $681599.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC                                                           | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      23421 | PA      | $23567.34     | 0.00%             | 2031-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                               | PINNACLE BUYER LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      68548 | PA      | $68762.95     | 0.00%             | 2032-09-10      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                               | PINNACLE BUYER LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     356452 | PA      | $357567.31    | 0.01%             | 2032-09-10      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| ACP TARA HOLDINGS INC (ARCADIA)                                  | ACP TARA HOLDINGS INC (ARCADIA)                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     395748 | PA      | $397727.10    | 0.01%             | 2032-09-17      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  100000000 | NC      | $862950.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE PARTNERS INC                                | GREEN INFRASTRUCTURE PARTNERS INC                                                | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |     426701 | PA      | $426701.23    | 0.02%             | 2032-09-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bayonne Center                                                   | Bayonne Center                                                                   | CUSIP: 000000000<br>LEI: 54930011FOZUNGHGHM74 | Long             | LON              | CORP              | US        |     194559 | PA      | $195654.01    | 0.01%             | 2032-10-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                                     | LAVENDER DUTCH BORROWERCO BV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     390208 | PA      | $392971.12    | 0.01%             | 2032-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                                | IGT HOLDING IV AB                                                                | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |     345501 | PA      | $347228.81    | 0.01%             | 2031-09-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                               | OWENS-BROCKWAY GLASS CONTAINER INC                                               | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |     398456 | PA      | $401320.89    | 0.01%             | 2032-09-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                          | PARK RIVER HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |      90373 | PA      | $90805.95     | 0.00%             | 2031-03-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  110000000 | NC      | $247544.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        | -110000000 | NC      | $-36454.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                      | ION PLATFORM FINANCE US INC                                                      | CUSIP: 000000000<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     359324 | PA      | $336352.35    | 0.01%             | 2032-09-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                     | DAYFORCE INC                                                                     | CUSIP: 000000000<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |     786980 | PA      | $784170.69    | 0.03%             | 2032-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXCO 3                                                   | ALTICE LUXCO 3                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9982 | NS      | $179775.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DYNAMO MIDCO BV                                                  | DYNAMO MIDCO BV                                                                  | CUSIP: 000000000<br>LEI: 2549006JTJC82EG25219 | Long             | LON              | CORP              | NL        |      59251 | PA      | $59769.57     | 0.00%             | 2031-09-30      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | CHEMOURS COMPANY                                                                 | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     311153 | PA      | $306874.88    | 0.01%             | 2032-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                          | CHICAGO US MIDCO III LP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54809 | PA      | $54877.84     | 0.00%             | 2032-10-08      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| EP WEALTH ADVISORS LLC                                           | EP WEALTH ADVISORS LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     400000 | PA      | $401000.00    | 0.01%             | 2032-10-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CPV FAIRVIEW LLC                                                 | CPV FAIRVIEW LLC                                                                 | CUSIP: 000000000<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |      66500 | PA      | $66728.76     | 0.00%             | 2031-08-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| altice Luxembourg SA                                             | altice Luxembourg SA                                                             | CUSIP: 000000000<br>LEI: 2221006ZDZREFLFIFQ42 | Long             | EC               | CORP              | LU        |        469 | NS      | $7580.99      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Chrysaor Bidco Sarl                                              | Chrysaor Bidco Sarl 2025 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |     402330 | PA      | $404844.30    | 0.01%             | 2031-10-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                          | CHICAGO US MIDCO III LP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     369049 | PA      | $369510.78    | 0.01%             | 2032-10-08      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                   | Opal Bidco SAS USD 1st Lien Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     162584 | PA      | $163447.19    | 0.01%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS BIDCO PTY LTD                               | SNACKING INVESTMENTS BIDCO PTY LTD                                               | CUSIP: 000000000<br>LEI: 254900AD4L6DCZFKHI06 | Long             | LON              | CORP              | AU        |     411309 | PA      | $413365.17    | 0.01%             | 2032-10-10      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CALABRIO INC                                                     | CALABRIO INC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     160112 | PA      | $150504.86    | 0.01%             | 2032-10-25      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   28000000 | NC      | $266408.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PARTNERS LP                                | ROCKPOINT GAS STORAGE PARTNERS LP                                                | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |     148500 | PA      | $149056.88    | 0.01%             | 2031-09-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                                     | XPLOR T1 LLC                                                                     | CUSIP: 000000000<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |     240641 | PA      | $240641.00    | 0.01%             | 2032-06-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| PING IDENTITY CORP                                               | PING IDENTITY CORP                                                               | CUSIP: 000000000<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |     221836 | PA      | $222113.44    | 0.01%             | 2032-11-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  130000000 | NC      | $658827.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | IRB HOLDING CORP                                                                 | CUSIP: 000000000<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     343050 | PA      | $343708.57    | 0.01%             | 2030-12-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ERM EMERALD US INC                                               | ERM EMERALD US INC                                                               | CUSIP: 000000000<br>LEI: 254900PU6WN6UDDD0X02 | Long             | LON              | CORP              | US        |     116927 | PA      | $117853.13    | 0.00%             | 2032-01-30      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS INC                                | ENGINEERED MACHINERY HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |       9083 | PA      | $9132.47      | 0.00%             | 2032-11-22      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS INC                                | ENGINEERED MACHINERY HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      62026 | PA      | $62367.21     | 0.00%             | 2032-11-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |   60000000 | NC      | $699504.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC                   | STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |      21155 | PA      | $21190.59     | 0.00%             | 2032-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC                   | STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |      28122 | PA      | $28168.52     | 0.00%             | 2032-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | TRAVEL + LEISURE CO                                                              | CUSIP: 000000000<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     207572 | PA      | $207773.24    | 0.01%             | 2029-12-14      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP                                                             | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      14332 | PA      | $14331.93     | 0.00%             | 2031-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP                                                             | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      88196 | PA      | $88196.45     | 0.00%             | 2031-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                           | BRADYPLUS HOLDINGS LLC                                                           | CUSIP: 000000000<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |     229451 | PA      | $226773.15    | 0.01%             | 2032-12-13      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| AL GCX HOLDINGS LLC                                              | AL GCX HOLDINGS LLC                                                              | CUSIP: 000000000<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |     105900 | PA      | $105967.10    | 0.00%             | 2032-12-11      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MARINER WEALTH ADVISORS LLC                                      | MARINER WEALTH ADVISORS LLC                                                      | CUSIP: 000000000<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |     112854 | PA      | $113354.06    | 0.00%             | 2030-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    9205000 | PA      | $5844144.08   | 0.21%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                     | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |    2982000 | PA      | $2926383.51   | 0.10%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1193000 | PA      | $1048864.72   | 0.04%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   11371000 | PA      | $5844657.53   | 0.21%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    8390000 | PA      | $2964196.94   | 0.10%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    5541000 | PA      | $5888878.64   | 0.21%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                          | Paraguay Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2060000 | PA      | $2127535.86   | 0.08%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                                | CITCO FUNDING LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450000 | PA      | $452673.00    | 0.02%             | 2028-04-27      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                                   | ARCIS GOLF LLC                                                                   | CUSIP: 000000000<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |     399061 | PA      | $399559.68    | 0.01%             | 2028-11-24      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Karman Holdings LLC                                              | Karman Holdings LLC 2025 Term Loan B                                             | CUSIP: 48571CAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     461639 | PA      | $465101.69    | 0.02%             | 2032-04-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2609000 | PA      | $2605402.51   | 0.09%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |          1 | NC      | $61751.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | GB        |          1 | NC      | $-31325.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | 3MO EURO EURIBOR DEC 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       1479 | NC      | $255224.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        436 | NC      | $76390.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT MAR 26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        539 | NC      | $72952.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Group Treasury LLC                                          | Apex Group Treasury LLC 2025 USD Term Loan B                                     | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |     265211 | PA      | $248884.45    | 0.01%             | 2032-02-27      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND MAR 26                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -497 | NC      | $592523.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -12000000 | PA      | $-10612031.28 | -0.37%            | 2056-01-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -2686 | NC      | $-109755.33   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       4886 | NC      | $-3478098.42  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        520 | NC      | $15236.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1298 | NC      | $-1376588.71  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA 10YR NOTE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -881 | NC      | $362807.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA T-BOND MAR 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        471 | NC      | $-1150990.24  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | ICE: (CDX.NA.HY.45.V1)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |   45500000 | OU      | $-213398.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-05

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager