# EDGAR Filing Document

**Accession Number:** 0001139819
**File Stem:** 0001410368-26-033938
**Filing Date:** 2026-3
**Character Count:** 328005
**Document Hash:** 9ad4efe2ccb680fb18b1b2842ea00b1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033938.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0001410368-26-033938

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT TRUST I
- **CENTRAL INDEX KEY:** 0001139819

**ORGANIZATION NAME:**
- **EIN:** 223805271
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10371
- **FILM NUMBER:** 26812685

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT EQUITY TRUST
- **DATE OF NAME CHANGE:** 20110729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT BLEND TRUST
- **DATE OF NAME CHANGE:** 20010502

## Series and Classes Contracts Data

### Lord Abbett Short Duration High Yield Fund (Series ID: S000068467)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000218932 | Class R6     | LSYUX           |
| C000218933 | Class R5     | LSYTX           |
| C000218934 | Class R4     | LSYSX           |
| C000218935 | Class R3     | LSYQX           |
| C000218936 | Class A      | LSYAX           |
| C000218937 | Class I      | LSYIX           |
| C000218938 | Class F3     | LSYNX           |
| C000218939 | Class F      | LSYFX           |
| C000218940 | Class C      | LSYCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT TRUST I

- **b. Investment Company Act file number:** 811-10371

- **c. CIK number of Registrant:** 0001139819

- **d. LEI of Registrant:** 549300XXOBNDWQ1JMK89

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Lord Abbett Short Duration High Yield Fund

- **b. EDGAR series identifier (if any):** S000068467

- **c. LEI of Series:** 549300PE25FMO4K2B320

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $10232001417.21

**Total Liabilities:** $582880125.67

**Net Assets:** $9649121291.54

**Delayed Delivery Securities:** $124981526.40

**Cash Not Reported:** $6153793.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1870.58000000 | **1-Year:** -54406.29000000 | **5-Year:** -114565.55000000 | **10-Year:** -15781.62000000 | **30-Year:** -36954.88000000

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

- **3-Month:** -58449.76000000 | **1-Year:** -800091.56000000 | **5-Year:** -1076976.73000000 | **10-Year:** -71678.07000000 | **30-Year:** -34196.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218932 | 0.57%                | 0.54%                | 0.87%                |
| Class ID C000218933 | 0.57%                | 0.53%                | 0.86%                |
| Class ID C000218934 | 0.54%                | 0.51%                | 0.84%                |
| Class ID C000218935 | 0.52%                | 0.49%                | 0.82%                |
| Class ID C000218936 | 0.55%                | 0.52%                | 0.85%                |
| Class ID C000218937 | 0.57%                | 0.53%                | 0.86%                |
| Class ID C000218938 | 0.67%                | 0.54%                | 0.87%                |
| Class ID C000218939 | 0.67%                | 0.52%                | 0.85%                |
| Class ID C000218940 | 0.49%                | 0.45%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11321202.13            | $4655956.22                                |
| Month 2  | $-12842251.62            | $10031125.83                               |
| Month 3  | $-20335304.42            | $47969262.93                               |

**Designated Index Information**

- **Index Name:** BoFAML U.S. High Yield Constrained

- **Index Identifier:** VWA

### Schedule of Portfolio Investments

| Name                                            | Title                                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                        | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                             | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  19948000 | PA      | $19839682.36  | 0.21%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                        | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                             | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  19760000 | PA      | $20961902.00  | 0.22%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                                                                       | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  13243000 | PA      | $13435871.05  | 0.14%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks Inc                                                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  36614000 | PA      | $32170283.31  | 0.33%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks Inc                                                                                                                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $4043361.00   | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks Inc                                                                                                                   | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3613050.00   | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                  | ANGI Group LLC                                                                                                                     | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7113000 | PA      | $6514085.40   | 0.07%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| APLD COMPUTECO LLC                              | APLD ComputeCo LLC                                                                                                                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19225000 | PA      | $19993889.65  | 0.21%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                        | ASP UNIFRAX HLDGS INC                                                                                                              | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  10819927 | PA      | $8295908.53   | 0.09%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                        | ASP Unifrax Holdings Inc                                                                                                           | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  13396084 | PA      | $1138667.14   | 0.01%             | 2029-09-30      | Fixed         | 7.10%                 | 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        |  16225000 | PA      | $16401674.03  | 0.17%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                 | AdaptHealth LLC                                                                                                                    | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11550000 | PA      | $11599942.20  | 0.12%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                       | ADMI Corp 2023 Term Loan B5                                                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |  15497498 | PA      | $15110060.75  | 0.16%             | 2027-12-23      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                              | Advance Auto Parts Inc                                                                                                             | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |  32604000 | PA      | $33178479.22  | 0.34%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                        | Advantage Sales & Marketing Inc                                                                                                    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |  19467000 | PA      | $16524173.61  | 0.17%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                         | Aethon United BR LP / Aethon United Finance Corp                                                                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20325000 | PA      | $21397468.95  | 0.22%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                  | Air Lease Corp                                                                                                                     | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  12613000 | PA      | $12188926.98  | 0.13%             | 2029-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                        | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                     | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  36097000 | PA      | $37644731.07  | 0.39%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL INC                                | Algoma Steel Inc                                                                                                                   | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |  32859000 | PA      | $28211110.88  | 0.29%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                           | Alibaba Group Holding Ltd                                                                                                          | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   5387000 | PA      | $9451433.05   | 0.10%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                           | Bread Financial Holdings Inc                                                                                                       | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   8276000 | PA      | $8533598.78   | 0.09%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ALLIANCE RES OP/FINANCE                         | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp                                                           | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23686000 | PA      | $25025632.79  | 0.26%             | 2029-06-15      | Fixed         | 8.62%                 | 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        |   2880000 | PA      | $2889887.04   | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | 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        |  13761000 | PA      | $13996313.10  | 0.15%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                        | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35513000 | PA      | $36903890.79  | 0.38%             | 2030-06-15      | Fixed         | 6.88%                 | 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        |  13740562 | PA      | $13782883.43  | 0.14%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                              | Ally Financial Inc                                                                                                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  10529000 | PA      | $10470565.10  | 0.11%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                                                                   | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  23114761 | PA      | $23735209.03  | 0.25%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                            | Alta Equipment Group Inc                                                                                                           | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |  35827000 | PA      | $34265444.38  | 0.36%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| ALUMINA PTY LTD                                 | Alumina Pty Ltd                                                                                                                    | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |  36498000 | PA      | $37680133.72  | 0.39%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                           | American Airlines Inc                                                                                                              | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  24233000 | PA      | $24685430.11  | 0.26%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                           | American Airlines Inc                                                                                                              | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  11669000 | PA      | $12183801.27  | 0.13%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                                                                  | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   6562000 | PA      | $6595308.71   | 0.07%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                                                                  | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   9634000 | PA      | $9403921.78   | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                         | American Electric Power Co Inc                                                                                                     | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  20644000 | PA      | $20652546.62  | 0.21%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp                     | American Trailer World Corp Term Loan B                                                                                            | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |  10320000 | PA      | $9295017.60   | 0.10%             | 2028-03-03      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 32 Ltd                                                                                                                    | CUSIP: 03166LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2520000 | PA      | $2575326.60   | 0.03%             | 2038-10-17      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                    | ams-OSRAM AG                                                                                                                       | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |  23235000 | PA      | $24805058.66  | 0.26%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT LLC                            | Anastasia Parent LLC 2025 Term Loan                                                                                                | CUSIP: 03275UAE5<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |   4031638 | PA      | $3754463.27   | 0.04%             | 2030-06-24      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                             | Arbor Realty SR Inc                                                                                                                | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |  10207000 | PA      | $9950026.93   | 0.10%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ARCHROCK PARTNERS LP/FIN                        | Archrock Partners LP / Archrock Partners Finance Corp                                                                              | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7823735.40   | 0.08%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                 | Ardagh Group SA                                                                                                                    | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |  10410688 | PA      | $9877140.24   | 0.10%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| ARDAGH METAL PACKAGING                          | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                        | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3659000 | PA      | $3762443.59   | 0.04%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                        | Ares Strategic Income Fund                                                                                                         | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   9220000 | PA      | $9346136.15   | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                | Aretec Group Inc                                                                                                                   | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |   5436000 | PA      | $5862399.84   | 0.06%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                            | Arini US Clo II Ltd                                                                                                                | CUSIP: 04039DAA6<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | KY        |   2520000 | PA      | $2579935.68   | 0.03%             | 2038-03-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                | Aris Mining Corp                                                                                                                   | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |  15222000 | PA      | $15973586.25  | 0.17%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                                                                     | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  17161000 | PA      | $18270934.18  | 0.19%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                          | Arsenal AIC Parent LLC                                                                                                             | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15400000 | PA      | $16328543.00  | 0.17%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                        | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                             | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6297006.25   | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                        | Aston Martin Capital Holdings Ltd                                                                                                  | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |  10566000 | PA      | $9438390.14   | 0.10%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                        | Atlanticus Holdings Corp                                                                                                           | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20095000 | PA      | $19171614.66  | 0.20%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                     | Autokiniton US Holdings Inc 2024 Term Loan B                                                                                       | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |  12537018 | PA      | $12521346.54  | 0.13%             | 2028-04-06      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                                                                        | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   9620000 | PA      | $9998924.01   | 0.10%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                             | Axon Enterprise Inc                                                                                                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |  25283000 | PA      | $26052842.07  | 0.27%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                                                                                 | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |  25968000 | PA      | $27215596.20  | 0.28%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                                                                                | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $15946978.13  | 0.17%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BCPE Grill Parent                               | BCPE Grill Parent 2023 Term Loan B                                                                                                 | CUSIP: 05553QAB8<br>LEI: 254900GQZ43I22BGT628 | Long             | LON              | CORP              | US        |  14883901 | PA      | $14054644.83  | 0.15%             | 2030-09-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                            | BWX Technologies Inc                                                                                                               | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4831612.50   | 0.05%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                              | BW Real Estate Inc                                                                                                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6950000 | PA      | $7304213.70   | 0.08%             | 2030-03-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| BKV UPSTREAM MIDSTREAM L                        | BKV Upstream Midstream LLC                                                                                                         | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |  32167000 | PA      | $32594660.27  | 0.34%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                        | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                                                                   | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  10476000 | PA      | $9926010.00   | 0.10%             | 2032-07-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                                                                            | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1834000 | PA      | $1965092.43   | 0.02%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                                                                            | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10450000 | PA      | $10954275.20  | 0.11%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                                                                                 | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   6228000 | PA      | $6500475.00   | 0.07%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                | Beazer Homes USA Inc                                                                                                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |  18186000 | PA      | $18526823.83  | 0.19%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 3 Ltd                                                                                                              | CUSIP: 09076UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2716623.25   | 0.03%             | 2038-01-19      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                         | Biocon Biologics Global PLC                                                                                                        | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |  13075000 | PA      | $13285603.34  | 0.14%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                          | Blackstone Mortgage Trust Inc                                                                                                      | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |   4307000 | PA      | $4266083.50   | 0.04%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                          | Blackstone Mortgage Trust Inc                                                                                                      | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |  15055000 | PA      | $16147014.43  | 0.17%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                          | Blackstone Private Credit Fund                                                                                                     | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  14220000 | PA      | $14463608.08  | 0.15%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                         | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                                                                  | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37725000 | PA      | $33535084.19  | 0.35%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                                   | Boeing Co/The                                                                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    134963 | NS      | $10083601.96  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                  | Bombardier Inc                                                                                                                     | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  28460000 | PA      | $29581007.52  | 0.31%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                  | Bombardier Inc                                                                                                                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  17165000 | PA      | $18244918.81  | 0.19%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                         | Borr IHC Ltd / Borr Finance LLC                                                                                                    | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  34790854 | PA      | $35760017.26  | 0.37%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                         | Borr IHC Ltd / Borr Finance LLC                                                                                                    | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   8577670 | PA      | $8780343.62   | 0.09%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| BRACELET HOLDINGS INC                           | Bracelet Holdings Inc                                                                                                              | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13450000 | PA      | $12924105.00  | 0.13%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point CLO 2023-1 Ltd                                                                                                         | CUSIP: 104923AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3200000 | PA      | $3321433.60   | 0.03%             | 2038-07-26      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                                                                      | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |  30024000 | PA      | $28822730.75  | 0.30%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                        | Brandywine Operating Partnership LP                                                                                                | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |  27561000 | PA      | $29632016.22  | 0.31%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                        | Brandywine Operating Partnership LP                                                                                                | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   4895000 | PA      | $4746952.00   | 0.05%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point CLO 2025-7 Ltd                                                                                                         | CUSIP: 10548TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2061896.00   | 0.02%             | 2038-07-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                                                                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |  40998000 | PA      | $42980171.30  | 0.45%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                        | C&S Group Enterprises LLC                                                                                                          | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20205000 | PA      | $19046588.76  | 0.20%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46075000 | PA      | $46543306.30  | 0.48%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hunter Holdco 3 Limited                         | Hunter Holdco 3 Limited USD Term Loan B                                                                                            | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |  14874725 | PA      | $13870680.92  | 0.14%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                                                                   | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  13726000 | PA      | $13698548.00  | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                                                                   | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  10645000 | PA      | $9797658.00   | 0.10%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9106406.82   | 0.09%             | 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        |  13480000 | PA      | $14528582.24  | 0.15%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHC GROUP LLC                                   | CHC Group LLC                                                                                                                      | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  13947000 | PA      | $13419268.11  | 0.14%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                           | CMG Media Corp                                                                                                                     | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16085580 | PA      | $13948288.99  | 0.14%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| CP ATLAS BUYER INC                              | CP Atlas Buyer Inc                                                                                                                 | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |  11512000 | PA      | $10854449.53  | 0.11%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CP ATLAS BUYER INC                              | CP Atlas Buyer Inc                                                                                                                 | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |  12450000 | PA      | $12959815.05  | 0.13%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                              | CP Atlas Buyer Inc                                                                                                                 | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |  14270762 | PA      | $13160372.42  | 0.14%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| CPI CG INC                                      | CPI CG Inc                                                                                                                         | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |  14616000 | PA      | $15553908.72  | 0.16%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                | CPM Holdings Inc 2023 Term Loan                                                                                                    | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |  26595389 | PA      | $26271324.66  | 0.27%             | 2028-09-28      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                                                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  13555000 | PA      | $5339440.02   | 0.06%             | 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        |   4800000 | PA      | $2914867.20   | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                                                                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  11988000 | PA      | $4482814.66   | 0.05%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                                                                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  20704000 | PA      | $15109594.93  | 0.16%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                                                                                 | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $9337372.00   | 0.10%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                                                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $15824932.38  | 0.16%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                        | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                        | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32820000 | PA      | $32845931.08  | 0.34%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                                                                    | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9737946.30   | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                   | Cable One Inc                                                                                                                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |  38579000 | PA      | $28112335.98  | 0.29%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CABLEVISION LIGHTPATH                           | Cablevision Lightpath LLC                                                                                                          | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001354.00   | 0.02%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                       | Caesars Entertainment Inc Term Loan B                                                                                              | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |  15853659 | PA      | $15789292.68  | 0.16%             | 2030-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                           | Calderys Financing II LLC                                                                                                          | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |  19565937 | PA      | $20331434.72  | 0.21%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                        | California Resources Corp                                                                                                          | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |  39389000 | PA      | $41449640.66  | 0.43%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                        | Camelot Return Merger Sub Inc                                                                                                      | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25050000 | PA      | $19493749.68  | 0.20%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                   | Carnival Corp                                                                                                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  26486000 | PA      | $27286512.86  | 0.28%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                          | Carriage Purchaser Inc                                                                                                             | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24859000 | PA      | $24745931.32  | 0.26%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5347000 | PA      | $5616820.31   | 0.06%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  43220000 | PA      | $44000378.16  | 0.46%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  18910000 | PA      | $19354460.64  | 0.20%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELCUITY INC                                    | Celcuity Inc                                                                                                                       | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $4766884.41   | 0.05%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                          | CenterPoint Energy Inc                                                                                                             | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  14098000 | PA      | $14210995.47  | 0.15%             | 2056-04-01      | Fixed         | 5.95%                 | 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        |   8291040 | PA      | $6674287.30   | 0.07%             | 2029-07-06      | Floating      | 6.92%                 | 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        |  28138000 | PA      | $21594037.91  | 0.22%             | 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        |  10775000 | PA      | $8389510.04   | 0.09%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                              | Cerdia Finanz GmbH                                                                                                                 | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |  32612000 | PA      | $33336638.64  | 0.35%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Crash Champions LLC                             | Crash Champions LLC 2024 Term Loan B                                                                                               | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |  30551272 | PA      | $28536873.88  | 0.30%             | 2029-02-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |  19298000 | PA      | $19149785.57  | 0.20%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                                                                      | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   8986000 | PA      | $8901756.25   | 0.09%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                             | Churchill Downs Inc                                                                                                                | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002047.00   | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                              | Cipher Compute LLC                                                                                                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36846000 | PA      | $38012581.21  | 0.39%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| CITGO PETROLEUM CORP                            | CITGO Petroleum Corp                                                                                                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  23313000 | PA      | $24300795.12  | 0.25%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                                                                      | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  29727000 | PA      | $30639262.18  | 0.32%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                                                                       | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  47980000 | PA      | $49445693.04  | 0.51%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                                                                       | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $2044325.95   | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                                                                       | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   9776000 | PA      | $10345608.42  | 0.11%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                                                                                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9902654.00   | 0.10%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                                                                               | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  13921000 | PA      | $14475640.48  | 0.15%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  17586000 | PA      | $18569391.53  | 0.19%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                                                                                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |  27755000 | PA      | $27798194.27  | 0.29%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                                                                                | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9128250.00   | 0.09%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                        | Compass Minerals International Inc                                                                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   3059000 | PA      | $3062089.59   | 0.03%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                        | Compass Minerals International Inc                                                                                                 | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |  30754000 | PA      | $32637243.95  | 0.34%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                        | Compass Group Diversified Holdings LLC                                                                                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   9575000 | PA      | $8933218.49   | 0.09%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                          | Comstock Resources Inc                                                                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  28852000 | PA      | $29053704.33  | 0.30%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                          | Comstock Resources Inc                                                                                                             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  10975000 | PA      | $10714983.59  | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                             | Conair Holdings LLC Term Loan B                                                                                                    | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |  26354830 | PA      | $13548095.71  | 0.14%             | 2028-05-17      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                        | Connect Finco SARL / Connect US Finco LLC                                                                                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  30125000 | PA      | $32011337.13  | 0.33%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1890000 | PA      | $1999365.80   | 0.02%             | 2042-01-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754KAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    883000 | PA      | $912133.53    | 0.01%             | 2041-11-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    685300 | PA      | $778380.46    | 0.01%             | 2042-06-25      | Floating      | 15.70%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754NAR6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   5255000 | PA      | $5849763.00   | 0.06%             | 2042-05-25      | Floating      | 14.30%                | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                           | Continental Resources Inc/OK                                                                                                       | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   9530000 | PA      | $9545322.52   | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                        | ContourGlobal Power Holdings SA                                                                                                    | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |  20376000 | PA      | $21038831.28  | 0.22%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                   | CoreCivic Inc                                                                                                                      | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |  19612000 | PA      | $20553807.46  | 0.21%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                                                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |  43779000 | PA      | $43153974.22  | 0.45%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                                                                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |  18350000 | PA      | $13875690.14  | 0.14%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                        | Coronado Finance Pty Ltd                                                                                                           | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |  34484000 | PA      | $32666458.02  | 0.34%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                            | Cotiviti Corporation 2024 Fixed Term Loan B                                                                                        | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   2294000 | PA      | $2147768.97   | 0.02%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                                                                       | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  30043000 | PA      | $30714971.78  | 0.32%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                              | CrossCountry Intermediate HoldCo LLC                                                                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23477000 | PA      | $23858266.48  | 0.25%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CURALEAF HOLDING INC                            | Curaleaf Holdings Inc                                                                                                              | CUSIP: 23126MAA0<br>LEI: 529900UBH7GFAVEOKA76 | Long             | DBT              | CORP              | CA        |  30318000 | PA      | $29863230.00  | 0.31%             | 2026-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                          | Cushman & Wakefield US Borrower LLC                                                                                                | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |  28576000 | PA      | $28772117.09  | 0.30%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                                                                     | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9775497.60   | 0.10%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                  | DTI Holdco Inc 2025 Term Loan B                                                                                                    | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   9575000 | PA      | $8996047.63   | 0.09%             | 2029-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                           | DBR Land Holdings LLC                                                                                                              | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9348000 | PA      | $9581700.00   | 0.10%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                          | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                         | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24241000 | PA      | $24415923.06  | 0.25%             | 2028-06-01      | Fixed         | 7.12%                 | 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        |  20857000 | PA      | $21824657.18  | 0.23%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Delta TopCo Inc                                 | Delta TopCo Inc 2024 2nd Lien Term Loan                                                                                            | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9605000 | PA      | $9216765.90   | 0.10%             | 2030-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc       | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                                                                         | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   7658911 | PA      | $7388129.77   | 0.08%             | 2029-03-30      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc       | Dermatology Intermediate Holdings III Inc 2023 Incremental Term Loan B                                                             | CUSIP: 24982LAE5<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   7224322 | PA      | $6985016.82   | 0.07%             | 2029-03-30      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                        | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                     | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  15253000 | PA      | $16230488.51  | 0.17%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9956000 | PA      | $10009623.02  | 0.10%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                           | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40650000 | PA      | $41905637.85  | 0.43%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                                                                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45525000 | PA      | $43768017.26  | 0.45%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                                                                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9524000 | PA      | $9655040.72   | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                        | Diversified Healthcare Trust                                                                                                       | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |  17702000 | PA      | $18254302.40  | 0.19%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                          | RR Donnelley & Sons Co                                                                                                             | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |  40102000 | PA      | $41766553.82  | 0.43%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                                                                        | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31948000 | PA      | $28488098.69  | 0.30%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5779831.91  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $103122.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-181775.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-78292.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $20060.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                     | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $271041.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $856021.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | GB        |         1 | NC      | $69094.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-282988.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $194970.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | JP        |         1 | NC      | $-61187.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $202037.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $246519.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-8596.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $101754.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $16928.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                          | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |         1 | NC      | $202430.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3052926.33  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-94085.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | JP        |         1 | NC      | $24738.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $547617.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-21741.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-25040.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-91541.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $14411.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-26719.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-65679.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-21165.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-42555.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-33408.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-271627.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                     | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23049.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-973.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $9748.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-128247.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-27005.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-11012.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                         | Dream Finders Homes Inc                                                                                                            | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12341000 | PA      | $12733468.48  | 0.13%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                         | Dream Finders Homes Inc                                                                                                            | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20929000 | PA      | $21218908.51  | 0.22%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-22113.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-44688.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                              | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-120508.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-24106.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-24930.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-111993.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $99601.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $218102.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-101757.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $91391.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                              | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-29251.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-26500.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $218571.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-38929.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |         1 | NC      | $-6705.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-17.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-982947.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-8471.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-35770.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-15513.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                                                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  18296987 | PA      | $18644410.19  | 0.19%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  24300000 | PA      | $26651389.50  | 0.28%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                         | Efesto Bidco SpA Efesto US LLC                                                                                                     | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |  28378000 | PA      | $29016079.33  | 0.30%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                              | Eldorado Gold Corp                                                                                                                 | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |  23477000 | PA      | $23613354.42  | 0.24%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                           | Emergent BioSolutions Inc                                                                                                          | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |  20985000 | PA      | $18811413.57  | 0.19%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| EMRLD BOR / EMRLD CO-ISS                        | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                          | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19690213.00  | 0.20%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                              | Empire Resorts Inc                                                                                                                 | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |  25224000 | PA      | $25120329.36  | 0.26%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                                                                                 | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9685724.60   | 0.10%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                                                                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  26924000 | PA      | $27063735.56  | 0.28%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                    | Enerflex Inc                                                                                                                       | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |   9268000 | PA      | $9585021.21   | 0.10%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                     | EnQuest PLC                                                                                                                        | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |  13670000 | PA      | $13819139.70  | 0.14%             | 2027-11-01      | Fixed         | 11.62%                | No            |                  2 | On Loan: —       |
| EQUIPMENTSHARE.COM INC                          | EquipmentShare.com Inc                                                                                                             | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |  35224000 | PA      | $36854695.08  | 0.38%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                          | EquipmentShare.com Inc                                                                                                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4899000 | PA      | $5243287.02   | 0.05%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                       | Forvia SE                                                                                                                          | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |  38006000 | PA      | $40594185.42  | 0.42%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14549000 | PA      | $13768014.48  | 0.14%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EF HOLD/EF KY/ELL KY/TRS                        | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM                                                     | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |   9444000 | PA      | $9556770.80   | 0.10%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                            | Fidelity Investments Money Market Government Portfolio                                                                             | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        | 329531213 | NS      | $329531212.58 | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| First Brands Group LLC                          | First Brands Group LLC 2021 Term Loan                                                                                              | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   8552599 | PA      | $58123.29     | 0.00%             | 2027-03-30      | Floating      | 10.81%                | 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        |   7121541 | PA      | $48397.85     | 0.00%             | 2027-03-30      | Floating      | 10.81%                | 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        |   2995833 | PA      | $451876.51    | 0.00%             | 2026-06-29      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                        | First Citizens BancShares Inc/NC                                                                                                   | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $9848117.13   | 0.10%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| FIRST QUANTUM MINERALS L                        | First Quantum Minerals Ltd                                                                                                         | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  11017000 | PA      | $11571529.68  | 0.12%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                         | Five Point Operating Co LP                                                                                                         | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18697000 | PA      | $19443215.97  | 0.20%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                               | Flash Compute LLC                                                                                                                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19183000 | PA      | $19272066.67  | 0.20%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  32800000 | PA      | $35294390.14  | 0.37%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                         | FTAI Aviation Investors LLC                                                                                                        | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |  12347000 | PA      | $12366150.20  | 0.13%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                            | Fortrea Holdings Inc                                                                                                               | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13954710.40  | 0.14%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Fortiva Retail Prime Master Note Business Trust | FORTIVA RETAIL PRIME MASTER                                                                                                        | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18200000 | PA      | $18296460.00  | 0.19%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR Trust 2019-HQA1                                                                                                  | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | USGSE             | US        |   2280000 | PA      | $2771101.74   | 0.03%             | 2049-02-25      | Floating      | 16.06%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                                            | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |   1380000 | PA      | $1420123.36   | 0.01%             | 2041-09-25      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                            | CUSIP: 35564KPP8<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |   1845000 | PA      | $1927519.29   | 0.02%             | 2041-12-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                            | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   9469000 | PA      | $10129952.30  | 0.10%             | 2042-02-25      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                                            | CUSIP: 35564KUL1<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $11012544.00  | 0.11%             | 2042-03-25      | Floating      | 14.70%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-HQA1                                                                                            | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |   2270000 | PA      | $2534808.21   | 0.03%             | 2050-01-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-DNA5                                                                                            | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $12542574.60  | 0.13%             | 2050-10-25      | Floating      | 15.20%                | No            |                  2 | On Loan: No      |
| FREEDOM FUNDING CENTER                          | Freedom Funding Center LLC                                                                                                         | CUSIP: 356380AA3<br>LEI: 254900Q0GLHFBCKSZ892 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $9184096.33   | 0.10%             | 2032-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| FREEDOM MORTGAGE CORP                           | Freedom Mortgage Corp                                                                                                              | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $17344344.78  | 0.18%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                                                                      | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   8402000 | PA      | $8800800.93   | 0.09%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                                                                      | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |  21030000 | PA      | $22260633.54  | 0.23%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                    | Freshpet Inc                                                                                                                       | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |  10397000 | PA      | $12887081.50  | 0.13%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                                                                               | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |  22950000 | PA      | $23051117.70  | 0.24%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                                                                             | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |  41902000 | PA      | $38340330.00  | 0.40%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                               | GEO Group Inc/The                                                                                                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |  12035000 | PA      | $12593156.34  | 0.13%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                               | GEO Group Inc/The                                                                                                                  | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   9515000 | PA      | $10387573.08  | 0.11%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                                                                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |  15577000 | PA      | $16411491.04  | 0.17%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                                                                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |  26286000 | PA      | $26750736.48  | 0.28%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                                                                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   7074000 | PA      | $7336346.36   | 0.08%             | 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        |   8345000 | PA      | $8493541.00   | 0.09%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                              | Ally Financial Inc                                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  11520000 | PA      | $13066413.35  | 0.14%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                         | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                     | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12121000 | PA      | $6023781.49   | 0.06%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                   | Clue Opco LLC                                                                                                                      | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9319000 | PA      | $9907038.22   | 0.10%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                                                                          | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   9246000 | PA      | $9483694.69   | 0.10%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                               | General Motors Co                                                                                                                  | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $10003776.77  | 0.10%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                           | Genesis Energy LP / Genesis Energy Finance Corp                                                                                    | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4917000 | PA      | $5128460.50   | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                        | Genting New York LLC / GENNY Capital Inc                                                                                           | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14543000 | PA      | $15039133.57  | 0.16%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                    | Magnera Corp                                                                                                                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5245400.52   | 0.05%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GLOBAL MARINE INC                               | Global Marine Inc                                                                                                                  | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29526000 | PA      | $29044946.76  | 0.30%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                          | Global Atlantic Fin Co                                                                                                             | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4639169.00   | 0.05%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                 | Goat Holdco LLC                                                                                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18300000 | PA      | $18807513.90  | 0.19%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  30680000 | PA      | $31989214.39  | 0.33%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                                                                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |  10665000 | PA      | $10929662.64  | 0.11%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                        | GrafTech Global Enterprises Inc                                                                                                    | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32475000 | PA      | $27786015.94  | 0.29%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| GRANITE CONSTRUCTION INC                        | Granite Construction Inc                                                                                                           | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $4831264.00   | 0.05%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                                                                     | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  22525000 | PA      | $17405869.39  | 0.18%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                                                                     | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  24602000 | PA      | $26438047.26  | 0.27%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                             | Griffon Corp                                                                                                                       | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |  31562000 | PA      | $31569148.79  | 0.33%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                            | GrubHub Holdings Inc                                                                                                               | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7048089 | PA      | $5802949.63   | 0.06%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: —       |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Operating Corp                                                                                                     | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |  14177000 | PA      | $14638277.05  | 0.15%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                        | HLF Financing Sarl LLC / Herbalife International Inc                                                                               | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34208000 | PA      | $32498314.95  | 0.34%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                        | HLF Financing Sarl LLC / Herbalife International Inc                                                                               | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17426000 | PA      | $18748703.10  | 0.19%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                        | HPS Corporate Lending Fund                                                                                                         | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9148162.14   | 0.09%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                        | Halozyme Therapeutics Inc                                                                                                          | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $9201800.00   | 0.10%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                     | Enviri Corp                                                                                                                        | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $21036582.00  | 0.22%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                          | Harvest Midstream I LP                                                                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |  11236000 | PA      | $11396596.15  | 0.12%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                           | Heartland Dental LLC / Heartland Dental Finance Corp                                                                               | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7012000 | PA      | $7313431.86   | 0.08%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                 | Hecla Mining Co                                                                                                                    | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   9529000 | PA      | $9548754.47   | 0.10%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                          | Helix Energy Solutions Group Inc                                                                                                   | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |  17414000 | PA      | $18345370.38  | 0.19%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |  17463000 | PA      | $18339345.73  | 0.19%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                  | Hertz Corp/The                                                                                                                     | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  18243000 | PA      | $18376611.73  | 0.19%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| ESC GCB HERTZ CORP                              | ESC GCB HERTZ CORP                                                                                                                 | CUSIP: 428ESCAA5<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      2000 | PA      | $0.00         | 0.00%             | 2022-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A HERTZ CORP                          | ESC GCB144A HERTZ CORP                                                                                                             | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     22000 | PA      | $0.00         | 0.00%             | 2049-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                           | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29693000 | PA      | $29953259.15  | 0.31%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                           | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5003925.00   | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                              | Howard Hughes Corp/The                                                                                                             | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   6078000 | PA      | $6080010.60   | 0.06%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                               | H World Group Ltd                                                                                                                  | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |   9012000 | PA      | $11535360.00  | 0.12%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                             | Hudbay Minerals Inc                                                                                                                | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |  10285000 | PA      | $10387294.61  | 0.11%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                        | Hughes Satellite Systems Corp                                                                                                      | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4317000 | PA      | $4086621.57   | 0.04%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                        | Hughes Satellite Systems Corp                                                                                                      | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15822000 | PA      | $13894655.73  | 0.14%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                    | Hunt Cos Inc                                                                                                                       | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |  21166000 | PA      | $20738461.62  | 0.21%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                                                                                       | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  18790000 | PA      | $18799410.03  | 0.19%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                            | IHO Verwaltungs GmbH                                                                                                               | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   9000000 | PA      | $9114399.00   | 0.09%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                            | IHO Verwaltungs GmbH                                                                                                               | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |  17850000 | PA      | $18779928.95  | 0.19%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                          | ILFC E-Capital Trust I                                                                                                             | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21756000 | PA      | $18742809.23  | 0.19%             | 2065-12-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                         | ILFC E-Capital Trust II                                                                                                            | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |  13901000 | PA      | $12259083.39  | 0.13%             | 2065-12-21      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                               | Iliad Holding SAS                                                                                                                  | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |  11800000 | PA      | $11944361.20  | 0.12%             | 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        |   5000000 | PA      | $5357225.00   | 0.06%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                               | INEOS Finance PLC                                                                                                                  | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |  10300000 | PA      | $9037330.21   | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                    | IAMGOLD Corp                                                                                                                       | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |  12629000 | PA      | $12686967.11  | 0.13%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                                                                           | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   9615000 | PA      | $9094299.68   | 0.09%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                                                                           | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $4463534.38   | 0.05%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: —       |
| IMPINJ INC                                      | Impinj Inc                                                                                                                         | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   9315000 | PA      | $9016920.00   | 0.09%             | 2029-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                                                                        | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  17266000 | PA      | $17776417.49  | 0.18%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                                                                        | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  29650000 | PA      | $29745028.25  | 0.31%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution US Holding LLC                | INEOS Styrolution US Holding LLC 2020 USD Term Loan                                                                                | CUSIP: 45673NAE0<br>LEI: 529900Z6N7K4QRHSOT95 | Long             | LON              | CORP              | US        |   1680430 | PA      | $1650602.82   | 0.02%             | 2027-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution Group GmbH                    | INEOS Styrolution Group GmbH 2020 EUR Term Loan                                                                                    | CUSIP: 45673NAF7<br>LEI: 5299003M4PGUGL48LS74 | Long             | LON              | CORP              | DE        |   8256656 | PA      | $9547290.91   | 0.10%             | 2027-01-29      | Floating      | 3.95%                 | 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        |   9600000 | PA      | $9271789.44   | 0.10%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                        | IREN Ltd                                                                                                                           | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   3850000 | PA      | $4758825.46   | 0.05%             | 2032-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IRIS Holdings Inc                               | IRIS Holdings Inc Term Loan                                                                                                        | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |  14875000 | PA      | $14433435.63  | 0.15%             | 2028-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                                                                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   9519000 | PA      | $9431785.02   | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                               | Ivanhoe Mines Ltd                                                                                                                  | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |  16811000 | PA      | $17528375.80  | 0.18%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                          | JB Poindexter & Co Inc                                                                                                             | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |  31611000 | PA      | $32877336.66  | 0.34%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                        | JW Aluminum Continuous Cast Co                                                                                                     | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |  22434000 | PA      | $23361239.62  | 0.24%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2025-NQM4                                                                                          | CUSIP: 46660HAL0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $6301628.75   | 0.07%             | 2066-03-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                           | Jane Street Group LLC 2024 Term Loan B1                                                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                         | Jane Street Group / JSG Finance Inc                                                                                                | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4470927.75   | 0.05%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                        | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                        | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24714000 | PA      | $23979260.19  | 0.25%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                        | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                        | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9520941.60   | 0.10%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                        | Jefferson Capital Holdings LLC                                                                                                     | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7655000 | PA      | $8070978.75   | 0.08%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                    | JELD-WEN Inc                                                                                                                       | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |  21125000 | PA      | $18582287.69  | 0.19%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JELD-WEN INC                                    | JELD-WEN Inc                                                                                                                       | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |  10854000 | PA      | $6809254.73   | 0.07%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  23520000 | PA      | $23648819.04  | 0.25%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                                                                        | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |  22582000 | PA      | $23149372.75  | 0.24%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                              | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   6309000 | PA      | $6064999.43   | 0.06%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KENNEDY-WILSON INC                              | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $5381830.50   | 0.06%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| KEDRION SPA                                     | Kedrion SpA                                                                                                                        | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |  39676000 | PA      | $39192797.90  | 0.41%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                              | Caturus Energy LLC                                                                                                                 | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |  35157000 | PA      | $36679825.46  | 0.38%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                            | Kioxia Holdings Corp                                                                                                               | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |  31200000 | PA      | $32259616.27  | 0.33%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES INC                          | Advancion Sciences Inc                                                                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16895719 | PA      | $13938968.18  | 0.14%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                                                                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |  12273000 | PA      | $12737164.86  | 0.13%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                        | Kraken Oil & Gas Partners LLC                                                                                                      | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |  34534000 | PA      | $34535882.10  | 0.36%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LABL INC                                        | LABL Inc                                                                                                                           | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |  10724000 | PA      | $4933040.00   | 0.05%             | 2028-11-01      | None          | 9.50%                 | 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        |   5775682 | PA      | $5574110.52   | 0.06%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                   | LGI Homes Inc                                                                                                                      | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4409714.40   | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                   | LGI Homes Inc                                                                                                                      | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |  28263000 | PA      | $29471412.83  | 0.31%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                                                                      | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10989000 | PA      | $11051274.66  | 0.11%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                  | LSB Industries Inc                                                                                                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |  29032000 | PA      | $29088002.73  | 0.30%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LSF12 Badger Bidco LLC                          | LSF12 Badger Bidco LLC Term Loan B                                                                                                 | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |   9435039 | PA      | $9470420.57   | 0.10%             | 2030-08-30      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                            | Las Vegas Sands Corp                                                                                                               | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9906871.51   | 0.10%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                            | Las Vegas Sands Corp                                                                                                               | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   9628000 | PA      | $9859562.84   | 0.10%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |  12214000 | PA      | $12878062.97  | 0.13%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                        | Lindblad Expeditions LLC                                                                                                           | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |  26185000 | PA      | $27347928.22  | 0.28%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                        | Starz Capital Holdings 1 Inc                                                                                                       | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8762000 | PA      | $8225327.50   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                           | Long Ridge Energy LLC                                                                                                              | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |  13490000 | PA      | $14338077.58  | 0.15%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                          | MIWD Holdco II LLC / MIWD Finance Corp                                                                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24130000 | PA      | $23464255.71  | 0.24%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                                                                                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |  21620000 | PA      | $23146140.88  | 0.24%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4797055.68   | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | Warnermedia Holdings Inc                                                                                                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $9914062.50   | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                                                                               | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9362673.60   | 0.10%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                    | Magnera Corp                                                                                                                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |  15441000 | PA      | $14605847.27  | 0.15%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                          | Mauser Packaging Solutions Holding Co                                                                                              | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |  31727000 | PA      | $31235025.27  | 0.32%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                                                                          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |  21692000 | PA      | $21801587.98  | 0.23%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                           | Maxim Crane Works Holdings Capital LLC                                                                                             | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28700000 | PA      | $30612338.40  | 0.32%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                | Maxam Prill Sarl                                                                                                                   | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |  27500000 | PA      | $28665037.50  | 0.30%             | 2030-07-15      | Fixed         | 7.75%                 | 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        |  11054000 | PA      | $9824242.50   | 0.10%             | 2029-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                           | Melco Resorts Finance Ltd                                                                                                          | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |  17750000 | PA      | $17764165.03  | 0.18%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                             | Meritage Homes Corp                                                                                                                | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   7903000 | PA      | $8059125.50   | 0.08%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                      | MHP Lux SA                                                                                                                         | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |   5122000 | PA      | $5273749.08   | 0.05%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                        | Midcap Financial Issuer Trust                                                                                                      | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22495000 | PA      | $22554926.68  | 0.23%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                       | Gainwell Acquisition Corp Term Loan B                                                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14850000 | PA      | $14249763.00  | 0.15%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                         | Millrose Properties Inc                                                                                                            | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |  22348000 | PA      | $22825465.02  | 0.24%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                      | Mitchell International Inc 2024 2nd Lien Term Loan                                                                                 | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   2974000 | PA      | $2940854.77   | 0.03%             | 2032-06-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                         | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                            | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9015000 | PA      | $9474873.18   | 0.10%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | Molina Healthcare Inc                                                                                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  26700000 | PA      | $27396816.60  | 0.28%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                        | Moss Creek Resources Holdings Inc                                                                                                  | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |  17254000 | PA      | $16790347.06  | 0.17%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                               | Motion Bondco DAC                                                                                                                  | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4748882.50   | 0.05%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                 | NCL Finance Ltd                                                                                                                    | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  16460000 | PA      | $16927315.86  | 0.18%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                                                                     | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  10704000 | PA      | $11792714.54  | 0.12%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                                                                              | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   6862000 | PA      | $6132912.50   | 0.06%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                                                                              | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4966889.50   | 0.05%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                                                                              | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  19725000 | PA      | $20071686.60  | 0.21%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| NATIONAL MENTOR HOLDINGS                        | National Mentor Holdings Inc                                                                                                       | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |  10578000 | PA      | $10939917.81  | 0.11%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                                                                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  21147000 | PA      | $22786526.91  | 0.24%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                           | NESCO Holdings II Inc                                                                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |  23936000 | PA      | $23601257.43  | 0.24%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                    | New Gold Inc                                                                                                                       | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |  15535000 | PA      | $16514870.13  | 0.17%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New WPCC Parent LLC                             | New WPCC Parent LLC Term Loan                                                                                                      | CUSIP: 64929VAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    712032 | PA      | $681770.50    | 0.01%             | 2030-05-09      | Floating      | 13.17%                | No            |                  2 | On Loan: No      |
| FLAGSTAR BANK NA                                | Flagstar Bank NA                                                                                                                   | CUSIP: 649445AC7<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | DBT              | CORP              | US        |  13316000 | PA      | $12810632.90  | 0.13%             | 2028-11-06      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                                                                                                                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   6083000 | PA      | $6153343.81   | 0.06%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                               | Newmark Group Inc                                                                                                                  | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6581000 | PA      | $7007218.47   | 0.07%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                              | NextEra Energy Inc                                                                                                                 | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    169790 | NS      | $9375803.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                                                                  | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   9730000 | PA      | $9737355.88   | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                                                                                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  20170000 | PA      | $19059539.44  | 0.20%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | Nissan Motor Acceptance Co LLC                                                                                                     | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8301391.52   | 0.09%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | Nissan Motor Acceptance Co LLC                                                                                                     | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  13772000 | PA      | $13743684.77  | 0.14%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                                                                                | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  57035000 | PA      | $59936568.93  | 0.62%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                            | Noble Finance II LLC                                                                                                               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42973000 | PA      | $44820836.85  | 0.46%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                                                                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |  48626000 | PA      | $50427155.67  | 0.52%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                                                                  | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   9639000 | PA      | $9832245.56   | 0.10%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $9191684.10   | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8405000 | PA      | $9703732.20   | 0.10%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                                                                               | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  11665000 | PA      | $12311380.98  | 0.13%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                                                                               | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9959060.55   | 0.10%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                                                                               | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  13888000 | PA      | $14165829.44  | 0.15%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                                                                        | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  18250000 | PA      | $19039028.71  | 0.20%             | 2029-11-09      | Fixed         | 6.15%                 | 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        |  19024000 | PA      | $17290970.67  | 0.18%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                          | Ormat Technologies Inc                                                                                                             | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   6832000 | PA      | $10096671.20  | 0.10%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| OSCAR ACQUISITIONCO LLC                         | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                        | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13109000 | PA      | $7767082.50   | 0.08%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                          | Blue Owl Credit Income Corp                                                                                                        | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  14275000 | PA      | $15132443.72  | 0.16%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                        | Blue Owl Technology Finance Corp II                                                                                                | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  24860000 | PA      | $25519120.39  | 0.26%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| P&L DEV LLC/PLD FIN CORP                        | P&L Development LLC / PLD Finance Corp                                                                                             | CUSIP: 69306RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15648129 | PA      | $15991145.38  | 0.17%             | 2029-05-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF Holding Co LLC / PBF Finance Corp                                                                                              | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19888000 | PA      | $19874165.91  | 0.21%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF Holding Co LLC / PBF Finance Corp                                                                                              | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9166000 | PA      | $9188154.22   | 0.10%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PBF HOLDING CO LLC                              | PBF HOLDING CO LLC                                                                                                                 | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14149000 | PA      | $15012357.83  | 0.16%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| PG&E CORP                                       | PG&E Corp                                                                                                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  17275000 | PA      | $17839097.50  | 0.18%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                 | TXNM Energy Inc                                                                                                                    | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |   9434000 | PA      | $9533679.64   | 0.10%             | 2056-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                   | PRA Group Inc                                                                                                                      | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   9225000 | PA      | $8458770.21   | 0.09%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BANC OF CALIFORNIA                              | Banc of California                                                                                                                 | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |   5600000 | PA      | $5302920.00   | 0.05%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                           | Pagaya US Holdings Co LLC                                                                                                          | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20375000 | PA      | $18231529.63  | 0.19%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Park Blue CLO Ltd                               | Park Blue CLO 2024-VI Ltd                                                                                                          | CUSIP: 70019LAA3<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2527752.50   | 0.03%             | 2038-01-25      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                        | Park-Ohio Industries Inc                                                                                                           | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |  27513000 | PA      | $28276898.45  | 0.29%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                         | Park River Holdings Inc                                                                                                            | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |  20370000 | PA      | $21005360.67  | 0.22%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                         | Park River Holdings Inc                                                                                                            | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |  13641152 | PA      | $13617282.71  | 0.14%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| PATRICK INDUSTRIES INC                          | Patrick Industries Inc                                                                                                             | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   7728000 | PA      | $15027096.00  | 0.16%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                                                                    | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |  23775000 | PA      | $24560906.40  | 0.25%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                                                                    | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9919937.80   | 0.10%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                    | Peraton Corp Term Loan B                                                                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  15338848 | PA      | $14198021.34  | 0.15%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                         | Petco Health & Wellness Co Inc                                                                                                     | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |   9756000 | PA      | $9790720.73   | 0.10%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  24320000 | PA      | $26127729.92  | 0.27%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C                        | PHH Escrow Issuer LLC/PHH Corp                                                                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29524000 | PA      | $30231985.52  | 0.31%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                  | Phillips 66 Co                                                                                                                     | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9366787.92   | 0.10%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                        | Phoenix Aviation Capital Ltd                                                                                                       | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |  14465000 | PA      | $15170963.31  | 0.16%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                        | Piedmont Operating Partnership LP                                                                                                  | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   7830000 | PA      | $8678185.53   | 0.09%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                        | Piedmont Operating Partnership LP                                                                                                  | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |  13913000 | PA      | $14789312.81  | 0.15%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                | Pitney Bowes Inc                                                                                                                   | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |  31935000 | PA      | $32015415.52  | 0.33%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| PITNEY BOWES INC                                | Pitney Bowes Inc                                                                                                                   | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1408074.53   | 0.01%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                        | Plains All American Pipeline LP                                                                                                    | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  16280000 | PA      | $16259111.13  | 0.17%             | 2026-03-01      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                          | Planet Financial Group LLC                                                                                                         | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25600000 | PA      | $26617881.60  | 0.28%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| POPULAR INC                                     | Popular Inc                                                                                                                        | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |   8530000 | PA      | $8959357.55   | 0.09%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PRECISION DRILLING CORP                         | Precision Drilling Corp                                                                                                            | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |   6592000 | PA      | $6670840.32   | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | 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        |   8750000 | PA      | $9184568.75   | 0.10%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                           | Quikrete Holdings Inc 2025 Term Loan B                                                                                             | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |  16212488 | PA      | $16229753.80  | 0.17%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                         | Rfna LP                                                                                                                            | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |  26050000 | PA      | $26260327.70  | 0.27%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings LLC                     | RVR Dealership Holdings LLC Term Loan B                                                                                            | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29307909 | PA      | $29108761.73  | 0.30%             | 2028-02-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                 | Rain Carbon Inc                                                                                                                    | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |  29609000 | PA      | $31497869.74  | 0.33%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| RAKUTEN GROUP INC                               | Rakuten Group Inc                                                                                                                  | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |  12050000 | PA      | $12847191.49  | 0.13%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                               | Rakuten Group Inc                                                                                                                  | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |  33279000 | PA      | $37314202.88  | 0.39%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                 | Rand Parent LLC                                                                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39584000 | PA      | $41389845.04  | 0.43%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Recovery Solutions Parent LLC                   | Recovery Solutions Parent LLC Term Loan                                                                                            | CUSIP: 75627HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1182519 | PA      | $1164780.81   | 0.01%             | 2030-01-28      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                               | Redwood Trust Inc                                                                                                                  | CUSIP: 758075AF2<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              |  | US        |   3963000 | PA      | $4012537.50   | 0.04%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                              | Regal Rexnord Corp                                                                                                                 | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8908201.51   | 0.09%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                          | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                     | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4677220.20   | 0.05%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                        | Restoration Hardware Inc Term Loan B                                                                                               | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |   9522882 | PA      | $9402750.78   | 0.10%             | 2028-10-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                             | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                                                                               | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18376000 | PA      | $17360299.68  | 0.18%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                        | TGNR Intermediate Holdings LLC                                                                                                     | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |  26220000 | PA      | $25958738.68  | 0.27%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                                                                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5784000 | PA      | $5956768.08   | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | 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        |   2398000 | PA      | $2298339.12   | 0.02%             | 2028-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  12000000 | PA      | $12249134.52  | 0.13%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                        | SESI LLC                                                                                                                           | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |  23854000 | PA      | $24069282.35  | 0.25%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                                                                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  17731000 | PA      | $17759567.12  | 0.18%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                                                                       | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  12615000 | PA      | $12806394.78  | 0.13%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                                                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  17304000 | PA      | $17512045.99  | 0.18%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                           | SS&C Technologies Inc                                                                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   7635000 | PA      | $7632860.67   | 0.08%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                 | Sands China Ltd                                                                                                                    | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   9350000 | PA      | $9535719.05   | 0.10%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                            | Saturn Oil & Gas Inc                                                                                                               | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |  36782000 | PA      | $37656418.49  | 0.39%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                                                                                 | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   9260000 | PA      | $9337867.34   | 0.10%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                   | EW Scripps Co/The                                                                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9473900.65   | 0.10%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                           | Scripps Escrow II Inc                                                                                                              | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4667283.13   | 0.05%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| SEADRILL FINANCE LTD                            | Seadrill Finance Ltd                                                                                                               | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |  19543000 | PA      | $20489018.00  | 0.21%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd         | SEAGATE DATA STOR                                                                                                                  | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2789000 | PA      | $2953358.56   | 0.03%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                                                                       | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |  25987000 | PA      | $24738764.35  | 0.26%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SEAWORLD PARKS & ENTERTA                        | SeaWorld Parks & Entertainment Inc                                                                                                 | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3756490.37   | 0.04%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                          | SierraCol Energy Andina LLC                                                                                                        | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6959000 | PA      | $6705866.38   | 0.07%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                   | Sinclair Television Group Inc 2025 Term Loan B6                                                                                    | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |  19235479 | PA      | $16686778.29  | 0.17%             | 2029-12-31      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                   | Sinclair Television Group Inc 2025 Term Loan B7                                                                                    | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |  18695223 | PA      | $15984415.97  | 0.17%             | 2030-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                        | Sixth Street Lending Partners                                                                                                      | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |  13653000 | PA      | $14180227.93  | 0.15%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                                                                       | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |  24828000 | PA      | $24521992.42  | 0.25%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SMYRNA READY MIX CONCRET                        | Smyrna Ready Mix Concrete LLC                                                                                                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6400110.00   | 0.07%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                                                                                | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5308000 | PA      | $5672229.55   | 0.06%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                       | Sotheby's                                                                                                                          | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |  41435000 | PA      | $41300174.65  | 0.43%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                           | Southwest Airlines Co                                                                                                              | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  12344000 | PA      | $12413936.66  | 0.13%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC        | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                          | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |   7500000 | PA      | $7150237.50   | 0.07%             | 2028-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                        | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                        | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24721000 | PA      | $24657731.54  | 0.26%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                 | Spin Holdco Inc 2021 Term Loan                                                                                                     | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |  27839888 | PA      | $22675588.90  | 0.24%             | 2028-03-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                       | Spire Inc                                                                                                                          | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $9595725.37   | 0.10%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                                                                               | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  57967000 | PA      | $59524515.32  | 0.62%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                        | Smyrna Ready Mix Concrete LLC                                                                                                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |  35678000 | PA      | $35812256.31  | 0.37%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                             | Star Leasing Co LLC                                                                                                                | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |  24950000 | PA      | $23898868.98  | 0.25%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                                                                        | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |  36397000 | PA      | $35799998.21  | 0.37%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                                                                        | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   6104232 | PA      | $5004111.44   | 0.05%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Staples Inc                                     | Staples Inc 2024 Term Loan B                                                                                                       | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |  10635375 | PA      | $10180446.83  | 0.11%             | 2029-09-04      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                | Star Holding LLC 2024 1st Lien Term Loan B                                                                                         | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |   7600000 | PA      | $7475550.00   | 0.08%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                | Star Holding LLC                                                                                                                   | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6273075.00   | 0.07%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                                                                        | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |  32877000 | PA      | $34713936.62  | 0.36%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                                                                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |  16525000 | PA      | $17219380.50  | 0.18%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                                                                        | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   8568000 | PA      | $8928404.35   | 0.09%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                               | State Street Corp                                                                                                                  | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  21864000 | PA      | $22667042.86  | 0.23%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                      | FIXED INC CLEARING CORP.REPO                                                                                                       | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  17556128 | PA      | $17556128.23  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                              | Stonebriar ABF Issuer LLC                                                                                                          | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9698000 | PA      | $10080440.63  | 0.10%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Stonepeak Taurus Lower Holdings LLC             | Stonepeak Taurus Lower Holdings LLC 2022 2nd Lien Term Loan                                                                        | CUSIP: 86185BAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9795000 | PA      | $8668575.00   | 0.09%             | 2030-01-28      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                              | SunCoke Energy Inc                                                                                                                 | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |  21546000 | PA      | $20337532.26  | 0.21%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                          | Sunoco LP / Sunoco Finance Corp                                                                                                    | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4287057.90   | 0.04%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                       | Sunoco LP                                                                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  18449000 | PA      | $19014277.36  | 0.20%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                        | Synergy Infrastructure Holdings LLC                                                                                                | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9232000 | PA      | $9653320.78   | 0.10%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                            | TCW CLO 2021-2 Ltd                                                                                                                 | CUSIP: 87301QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3623823.75   | 0.04%             | 2038-10-24      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                         | Talen Energy Supply LLC 2024-1 Incremental Term Loan                                                                               | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   9604241 | PA      | $9623785.24   | 0.10%             | 2031-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                            | Talos Production Inc                                                                                                               | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |  25929000 | PA      | $27036686.88  | 0.28%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                            | Talos Production Inc                                                                                                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |  10763000 | PA      | $11408144.98  | 0.12%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                               | Tank Holding Corp 2022 Term Loan                                                                                                   | CUSIP: 87583FAN8<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |  20535762 | PA      | $18828726.77  | 0.20%             | 2028-03-31      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                               | Tank Holding Corp 2023 Incremental Delayed Draw Term Loan                                                                          | CUSIP: 87583FAP3<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |   1144443 | PA      | $1051457.28   | 0.01%             | 2028-03-31      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                               | Tank Holding Corp 2023 Incremental Term Loan                                                                                       | CUSIP: 87583FAQ1<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |   2698836 | PA      | $2479555.67   | 0.03%             | 2028-03-31      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                                                                           | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |  18397000 | PA      | $18636344.97  | 0.19%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                                                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  29748000 | PA      | $29795448.06  | 0.31%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                     | Tenneco Inc                                                                                                                        | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |  19070000 | PA      | $19193020.57  | 0.20%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                     | Tenneco Inc 2022 Term Loan B                                                                                                       | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |   9600000 | PA      | $9520992.00   | 0.10%             | 2028-11-17      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                               | Teva Pharmaceutical Finance Netherlands IV BV                                                                                      | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   8170000 | PA      | $8465557.92   | 0.09%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  21188000 | PA      | $21077452.67  | 0.22%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                                                                          | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8648000 | PA      | $8794306.86   | 0.09%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                                                                          | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8350000 | PA      | $8746652.47   | 0.09%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Torrid LLC                                      | Torrid LLC 2021 Term Loan B                                                                                                        | CUSIP: 89142DAB9<br>LEI: 254900PHLV1YJ5P5SQ69 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-14      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                         | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                          | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  19247000 | PA      | $18592151.62  | 0.19%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                                                                      | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  13290000 | PA      | $13850838.00  | 0.14%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                           | Transocean Aquila Ltd                                                                                                              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4598046 | PA      | $4716625.16   | 0.05%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                                                                       | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   9382000 | PA      | $14735020.10  | 0.15%             | 2029-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                                                                       | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  24134000 | PA      | $24602561.61  | 0.25%             | 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        |   5000000 | PA      | $5092915.00   | 0.05%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                              | Trip.com Group Ltd                                                                                                                 | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   8932000 | PA      | $10137820.00  | 0.11%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                        | Primo Brands Corporation 2025 Term Loan B                                                                                          | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |  14010105 | PA      | $14030560.01  | 0.15%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                                                                       | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |  21589000 | PA      | $23640473.14  | 0.25%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRONOX INC                                      | Tronox Inc                                                                                                                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |  40297000 | PA      | $31007843.96  | 0.32%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TRONOX INC                                      | Tronox Inc                                                                                                                         | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4739437.92   | 0.05%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| RealTruck Group Inc                             | RealTruck Group Inc 2021 Term Loan B                                                                                               | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |   3778068 | PA      | $2954939.97   | 0.03%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                             | RealTruck Group Inc 2023 Incremental Term Loan                                                                                     | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |   8311389 | PA      | $6519287.10   | 0.07%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| X Corp.                                         | X Corp Term Loan                                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18357230 | PA      | $18355301.99  | 0.19%             | 2029-10-26      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| X Corp.                                         | X Corp 2025 Fixed Term Loan                                                                                                        | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14367000 | PA      | $14894987.25  | 0.15%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                | UWM Holdings LLC                                                                                                                   | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36728000 | PA      | $36518923.29  | 0.38%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                         | US Acute Care Solutions LLC                                                                                                        | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23920000 | PA      | $24054645.68  | 0.25%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                                                                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1890319.47   | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United FP Holdings LLC                          | United FP Holdings LLC 2019 1st Lien Term Loan                                                                                     | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |  23221404 | PA      | $22500495.91  | 0.23%             | 2026-12-30      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| SWAP TD SECURITIES BOC                          | SWAP TD SECURITIES BOC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -730000 | NS      | $-730000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                                                                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  13565000 | PA      | $13752251.26  | 0.14%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                                                                       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  36195000 | PA      | $37374124.52  | 0.39%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8347616.00   | 0.09%             | 2031-07-31      | Fixed         | 8.50%                 | 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        |  22605000 | PA      | $23418418.32  | 0.24%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                        | VF Ukraine PAT via VFU Funding PLC                                                                                                 | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |   5819496 | PA      | $5734607.90   | 0.06%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                           | VFH Parent LLC / Valor Co-Issuer Inc                                                                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13150000 | PA      | $13784132.45  | 0.14%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                     | Valaris Ltd                                                                                                                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  41236000 | PA      | $43111413.28  | 0.45%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                         | Valley National Bancorp                                                                                                            | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |  22885000 | PA      | $21914924.76  | 0.23%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VELOCITY COM CAP LLC                            | Velocity Commercial Capital LLC                                                                                                    | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |  11595000 | PA      | $11783418.75  | 0.12%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                          | Velocity Vehicle Group LLC                                                                                                         | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24385000 | PA      | $23887728.89  | 0.25%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC BANK OF AMERICA COC                   | SWAP CCPC BANK OF AMERICA COC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  12113003 | NS      | $12113003.34  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                                                                             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  15213000 | PA      | $15584534.17  | 0.16%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                                                                             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  39605000 | PA      | $42198929.48  | 0.44%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                                                                               | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |  17156000 | PA      | $18391180.53  | 0.19%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                            | Vermilion Energy Inc                                                                                                               | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |  32450000 | PA      | $32445616.01  | 0.34%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SWAP STATE STREET BANK COCCO C                  | SWAP STATE STREET BANK COCCO C                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  13170000 | NS      | $13170000.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                              | VICI Properties LP                                                                                                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |  10000000 | PA      | $10103180.10  | 0.10%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                         | ACProducts Holdings Inc                                                                                                            | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $2479200.00   | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                                                                          | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31259000 | PA      | $32932012.94  | 0.34%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VIRGIN MEDIA SECURED FIN                        | Virgin Media Secured Finance PLC                                                                                                   | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   9600000 | PA      | $9473632.32   | 0.10%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                          | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   9500000 | PA      | $9021407.96   | 0.09%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                                                                                        | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |  13184000 | PA      | $13435708.93  | 0.14%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                                                                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |  18308000 | PA      | $18594135.73  | 0.19%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                                                                                        | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |  10130000 | PA      | $11130175.42  | 0.12%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  45531000 | PA      | $47399774.36  | 0.49%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                        | Volkswagen Group of America Finance LLC                                                                                            | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9543227.71   | 0.10%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                        | Volkswagen Group of America Finance LLC                                                                                            | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15053272.95  | 0.16%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                            | Wabash National Corp                                                                                                               | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |  35273000 | PA      | $32870503.06  | 0.34%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                   | CoreLogic Inc 2nd Lien Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |  13190000 | PA      | $13091075.00  | 0.14%             | 2029-06-04      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| 888 Acquisitions Limited                        | 888 Acquisitions Limited USD Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | LON              | CORP              | US        |   6112644 | PA      | $5626688.88   | 0.06%             | 2028-07-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| WELLPATH HLDING/CORRECTIONS                     | WELLPATH HLDING/CORRECTIONS                                                                                                        | CUSIP: 000000000<br>LEI: 5493007TTBKNU18GKU86 | Long             | EC               | CORP              | US        |     31404 | NS      | $19627.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHYSICIAN RECOVERY SOLUTIONS                    | PHYSICIAN RECOVERY SOLUTIONS                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65196 | NS      | $929040.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLPATH HLDING/CORRECTIONS                     | WELLPATH HLDING/CORRECTIONS                                                                                                        | CUSIP: 000000000<br>LEI: 5493007TTBKNU18GKU86 | Long             | EC               | CORP              | US        |     30430 | NS      | $213010.42    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                        | Western Alliance Bancorp                                                                                                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |  10260000 | PA      | $10013646.93  | 0.10%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LABL INC NON RSA                                | LABL INC NON RSA                                                                                                                   | CUSIP: 000000000<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $4427500.00   | 0.05%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                        | White Cap Supply Holdings LLC                                                                                                      | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   9263000 | PA      | $9627017.37   | 0.10%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                        | Wildfire Intermediate Holdings LLC                                                                                                 | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |  36432000 | PA      | $37025331.55  | 0.38%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                  | William Carter Co/The                                                                                                              | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |  22880000 | PA      | $23682185.84  | 0.25%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                           | Williams Scotsman Inc                                                                                                              | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |  11828000 | PA      | $12263104.81  | 0.13%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                   | Wilsonart LLC                                                                                                                      | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $9189282.83   | 0.10%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| WINNEBAGO INDUSTRIES                            | Winnebago Industries Inc                                                                                                           | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |  11760000 | PA      | $11436600.00  | 0.12%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                  | WisdomTree Inc                                                                                                                     | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $5661553.15   | 0.06%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| WULF COMPUTE LLC                                | WULF Compute LLC                                                                                                                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45427000 | PA      | $47423516.65  | 0.49%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                  | Wynn Macau Ltd                                                                                                                     | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   8241000 | PA      | $8244436.25   | 0.09%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                          | XPLR Infrastructure Operating Partners LP                                                                                          | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |  21650000 | PA      | $22753594.68  | 0.24%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| X.AI LLC/X.AI CO ISSUER                         | X.AI LLC / X.AI Co Issuer Corp                                                                                                     | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22229000 | PA      | $24544639.39  | 0.25%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                   | ZF North America Capital Inc                                                                                                       | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6043605.75   | 0.06%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                   | ZF North America Capital Inc                                                                                                       | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |  23306000 | PA      | $23871613.31  | 0.25%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT, LLC                           | ANASTASIA PARENT, LLC                                                                                                              | CUSIP: 000000000<br>LEI: 254900JLBMA86EYGCG20 | Long             | EC               | CORP              | US        |     56938 | NS      | $782897.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWAP CITIBANK BOC                               | SWAP CITIBANK BOC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -265000 | NS      | $-265000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SWAP MORGAN STANLEY BOC                         | SWAP MORGAN STANLEY BOC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -1020000 | NS      | $-1020000.00  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Long: B39683178 IRS USD R V 12MUSCPI 539683180 CCPINFLATIONZERO / Short: B39683178 IRS USD P F  2.71100 539683179 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        | 390000000 | OU      | $-3218806.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Long: B17937071 CDS USD R V 03MEVENT 617937073 CCPCORPORATE / Short: B17937071 CDS USD P F  5.00000 617937072 CCPCORPORATE         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3000000 | OU      | $-182904.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                            | Longfor Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |   5775000 | PA      | $5363091.54   | 0.06%             | 2028-01-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MHP LUX SA                                      | MHP Lux SA                                                                                                                         | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |   7300000 | PA      | $7338757.16   | 0.08%             | 2026-04-03      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                | Mobico Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |   4541000 | PA      | $5779708.56   | 0.06%             | 2028-11-20      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                        | VF Ukraine PAT via VFU Funding PLC                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |    661698 | PA      | $652046.39    | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| MAXEDA DIY HOLDING BV                           | Maxeda DIY Holding BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |   9025000 | PA      | $8361932.78   | 0.09%             | 2026-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                        | Ubisoft Entertainment SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |   4400000 | PA      | $4217344.77   | 0.04%             | 2027-11-24      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                | Mobico Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |  10674000 | PA      | $9675278.23   | 0.10%             | 2026-02-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                              | Iceland Bondco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |   9231000 | PA      | $12431215.07  | 0.13%             | 2028-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MAISON FINCO PLC                                | Maison Finco PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |   8575000 | PA      | $11544851.94  | 0.12%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                          | BCP V Modular Services Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |  16950000 | PA      | $16614365.56  | 0.17%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GMBH                                    | CTEC II GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |   7088000 | PA      | $7959260.41   | 0.08%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                          | Miller Homes Group Finco PLC                                                                                                       | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |  10203000 | PA      | $14122728.46  | 0.15%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BORR DRILLING LTD                               | Borr Drilling Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | DBT              | CORP              | BM        |  13000000 | PA      | $13863200.00  | 0.14%             | 2028-02-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |  10500000 | PA      | $12934212.78  | 0.13%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                              | Pinnacle Bidco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $12980492.91  | 0.13%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| AMS-OSRAM AG                                    | ams-OSRAM AG                                                                                                                       | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |  11665000 | PA      | $14714049.64  | 0.15%             | 2029-03-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                               | Ephios Subco 3 Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |   7075000 | PA      | $8981231.77   | 0.09%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                              | Pinewood Finco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $9718120.32   | 0.10%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                        | Bellis Acquisition Co PLC                                                                                                          | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |   4788000 | PA      | $5995765.11   | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                        | Bellis Acquisition Co PLC                                                                                                          | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |  13000000 | PA      | $16279228.55  | 0.17%             | 2030-05-14      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                            | 888 Acquisitions Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |  19519000 | PA      | $24234362.49  | 0.25%             | 2030-05-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                        | Flora Food Management BV                                                                                                           | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |  15675000 | PA      | $18416190.32  | 0.19%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| STONEGATE PUB FIN                               | Stonegate Pub Co Financing 2019 PLC                                                                                                | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |  24462000 | PA      | $33770326.78  | 0.35%             | 2029-07-31      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| OCADO GROUP PLC                                 | Ocado Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   8199000 | PA      | $11395881.99  | 0.12%             | 2029-08-08      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| OCADO GROUP PLC                                 | Ocado Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   3692000 | PA      | $5131552.17   | 0.05%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                                                                           | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |  12225000 | PA      | $12381094.91  | 0.13%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                 | Waga Bondco Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |   4800000 | PA      | $5839739.53   | 0.06%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SGL GROUP APS                                   | SGL Group ApS                                                                                                                      | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |   8550000 | PA      | $9575065.38   | 0.10%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                         | Summer BC Holdco B SARL                                                                                                            | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |   4800000 | PA      | $5306078.86   | 0.05%             | 2030-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REKEEP SPA                                      | Rekeep SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 8156008737CA044FCB79 | Long             | DBT              | CORP              | IT        |  12059000 | PA      | $12556361.40  | 0.13%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                        | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1158000 | PA      | $1419485.66   | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                               | Punch Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |   7468000 | PA      | $10550139.16  | 0.11%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                                    | Bilibili Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |   6300000 | PA      | $10078425.00  | 0.10%             | 2030-06-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                               | Punch Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |   6470000 | PA      | $9140251.79   | 0.09%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                        | Benteler International AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |   1212000 | PA      | $1536859.58   | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   2987000 | PA      | $3644339.27   | 0.04%             | 2031-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                           | CPI Property Group SA                                                                                                              | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |   7310000 | PA      | $8467000.19   | 0.09%             | 2031-03-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                              | Czechoslovak Group AS                                                                                                              | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |  26707000 | PA      | $27900814.65  | 0.29%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                              | Czechoslovak Group AS                                                                                                              | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |   4050000 | PA      | $4231036.78   | 0.04%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                          | Market Bidco Finco PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |  20029000 | PA      | $27019043.91  | 0.28%             | 2031-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                             | Sammaan Capital Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |  14000000 | PA      | $14679929.88  | 0.15%             | 2028-08-28      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                     | Deuce Finco PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |  10425000 | PA      | $14501138.81  | 0.15%             | 2031-11-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WEST CHINA CEMENT LTD                           | West China Cement Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 529900MMG3NBTIWPPR63 | Long             | DBT              | CORP              | JE        |  10150000 | PA      | $10129280.60  | 0.10%             | 2028-12-04      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| WEST CHINA CEMENT LTD                           | West China Cement Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 529900MMG3NBTIWPPR63 | Long             | DBT              | CORP              | JE        |   2300000 | PA      | $2295304.96   | 0.02%             | 2028-12-04      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                        | Biffa Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |   3615000 | PA      | $5035583.99   | 0.05%             | 2031-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                        | Biffa Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |   7503000 | PA      | $10451448.60  | 0.11%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                      | MHP Lux SA                                                                                                                         | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |   4199000 | PA      | $4323403.44   | 0.04%             | 2029-07-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY GTA HOLDIN                        | Kosmos Energy Gta Holdings                                                                                                         | CUSIP: 000000000<br>LEI: 984500ABK08A8BAAHB84 | Long             | DBT              | CORP              | KY        |   4930000 | PA      | $4923591.00   | 0.05%             | 2031-01-29      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| MHP LUX SA                                      | MHP Lux SA                                                                                                                         | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $823701.54    | 0.01%             | 2029-07-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1337 | NC      | $-274082.33   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TD Securities USA LLC                           | TD Securities REPO 3.64% 2-2-2                                                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |   1025000 | PA      | $1025000.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | Barclay Investments REPO 3.6%                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |  25975000 | PA      | $25975000.00  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosca Services LLC                              | Tosca Services LLC 2024 Second Out Superpriority PIK Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |  10400098 | PA      | $9635274.46   | 0.10%             | 2028-11-30      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                    | Lackawanna Energy Center LLC 2025 Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |   9896500 | PA      | $9969487.15   | 0.10%             | 2032-08-05      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BSFR II UTE I LLC                               | BSFR II UTE I LLC Revolver                                                                                                         | CUSIP: 000000000<br>LEI: 2549007XLPLIWMLYPO13 | Long             | LON              | CORP              | US        |   7425000 | PA      | $7435395.00   | 0.08%             | 2028-03-24      | Floating      | 7.68%                 | No            |                  3 | On Loan: No      |
| CRM Series Seller 2025,LLC                      | CRM Series Seller 2025LLC Revolver                                                                                                 | CUSIP: 000000000<br>LEI: 2549004MRLWNDKGIYG51 | Long             | LON              | CORP              | US        |  16500000 | PA      | $16501650.00  | 0.17%             | 2030-08-20      | Floating      | 7.55%                 | No            |                  3 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                     | Gategroup Fin Luxembourg SA USD Repriced Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 5299006HGCSTED8GE975 | Long             | LON              | CORP              | US        |   4453620 | PA      | $4472169.33   | 0.05%             | 2032-06-10      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                        | Telenet Finance Luxembourg Notes Sarl                                                                                              | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |  16000000 | PA      | $15997868.32  | 0.17%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                              | Iceland Bondco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |   1569000 | PA      | $2112942.95   | 0.02%             | 2028-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                            | BCP V Modular Services Finance II PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |  10350000 | PA      | $13657606.39  | 0.14%             | 2028-11-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GDS HOLDINGS LIMITED                            | GDS Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |   5010000 | PA      | $9754470.00   | 0.10%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Rohm Holding GmbH                               | Rohm Holding GmbH 2024 EUR PIK Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |   9540457 | PA      | $10663214.41  | 0.11%             | 2029-01-31      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Alloy Finco Limited                             | Alloy Finco Limited USD Holdco PIK Term Loan                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   5765865 | PA      | $14823088.73  | 0.15%             | 2028-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                             | CSN Inova Ventures                                                                                                                 | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |  23075000 | PA      | $22088193.01  | 0.23%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation                     | JetBlue Airways Corporation 2024 Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |   5750000 | PA      | $5530810.00   | 0.06%             | 2029-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                         | Studio City Finance Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   7240000 | PA      | $7248610.82   | 0.08%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                         | Studio City Finance Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |  12900000 | PA      | $12508746.61  | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                         | WE Soda Investments Holding PLC                                                                                                    | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |  23050000 | PA      | $23834100.61  | 0.25%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                                                                   | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   9100000 | PA      | $9606539.22   | 0.10%             | 2030-07-24      | Fixed         | 9.47%                 | Yes           |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                | Grupo Nutresa SA                                                                                                                   | CUSIP: 000000000<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |   9675000 | PA      | $10318151.14  | 0.11%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                            | Samarco Mineracao SA                                                                                                               | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |  22601224 | PA      | $22703901.36  | 0.24%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  14475000 | PA      | $13985527.88  | 0.14%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                     | CITIBANK NA DDCA                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  36614579 | NS      | $36614579.17  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-24

**Name of Applicant:** LORD ABBETT TRUST I

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer