# EDGAR Filing Document

**Accession Number:** 0001171471
**File Stem:** 0001410368-25-042372
**Filing Date:** 2025-12
**Character Count:** 260498
**Document Hash:** afc8c0cde1cdb3b494c97af0771f490c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042372.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-042372

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND
- **CENTRAL INDEX KEY:** 0001171471

**ORGANIZATION NAME:**
- **EIN:** 030426532
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21080
- **FILM NUMBER:** 251599755

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND

- **b. Investment Company Act file number:** 811-21080

- **c. CIK number of Registrant:** 0001171471

- **d. LEI of Registrant:** 549300ZBRGRX6VMFJ315

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

  - **Street Address 1:** 2020 CALAMOS COURT

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 630-245-7200

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

- **a. Name of Series:** CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND

- **c. LEI of Series:** 549300ZBRGRX6VMFJ315

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $1410516692.39

**Total Liabilities:** $525505502.67

**Net Assets:** $885011189.72

**Delayed Delivery Securities:** $3703370.50

**Cash Not Reported:** $34966230.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1104.42000000 | **1-Year:** -21906.13000000 | **5-Year:** -23115.62000000 | **10-Year:** -5272.02000000 | **30-Year:** -784.47000000

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

- **3-Month:** -5904.80000000 | **1-Year:** -79223.54000000 | **5-Year:** -191687.46000000 | **10-Year:** -21956.56000000 | **30-Year:** -5306.04000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.31%                | 4.36%                | 6.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12961631.22             | $1692897.92                                |
| Month 2  | $37653147.22             | $8294962.39                                |
| Month 3  | $20136055.73             | $11319715.81                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO BRANDS CORP                     | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $980804.00    | 0.11%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| API GROUP DE INC                     | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1139062.00   | 0.13%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                       | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   2630843 | PA      | $33017.08     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                  | AST SpaceMobile Inc                                                              | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $8466300.00   | 0.96%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                  | AST SpaceMobile Inc                                                              | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $5056802.50   | 0.57%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1103265.36   | 0.12%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    950000 | PA      | $983886.50    | 0.11%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Acrisure LLC                         | Acrisure LLC 2025 Term Loan B                                                    | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    718200 | PA      | $719923.68    | 0.08%             | 2032-06-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                     | ACProducts, Inc. 2021 Term Loan B                                                | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    940314 | PA      | $824340.45    | 0.09%             | 2028-05-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    818000 | PA      | $852904.06    | 0.10%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                      | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1486813.90   | 0.17%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS               | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    785000 | PA      | $820372.10    | 0.09%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ADIENT GLOBAL HOLDINGS               | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    475000 | PA      | $491344.75    | 0.06%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    422000 | PA      | $427393.16    | 0.05%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    237000 | PA      | $240156.84    | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    900000 | PA      | $948186.00    | 0.11%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| ADVANCED ENERGY IND                  | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $10388235.00  | 1.17%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                    | AeroVironment Inc                                                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $10855812.50  | 1.23%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| AFFIRM HOLDINGS INC                  | Affirm Holdings Inc                                                              | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4630502.50   | 0.52%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                       | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232020.20    | 0.03%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                       | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    965000 | PA      | $929999.45    | 0.11%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC              | Akamai Technologies Inc                                                          | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4336380.00   | 0.49%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR              | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699267 | PA      | $701980.57    | 0.08%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                       | Albemarle Corp                                                                   | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    132880 | NS      | $5877282.40   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $721144.80    | 0.08%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1596960.00   | 0.18%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $241927.80    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119969.85    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119553.35    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                    | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    621000 | PA      | $632612.70    | 0.07%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  11000000 | PA      | $19451300.00  | 2.20%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE                 | Alignment Healthcare Inc                                                         | CUSIP: 01625VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $4522440.00   | 0.51%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                | Alkami Technology Inc                                                            | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3464615.00   | 0.39%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1209049.66   | 0.14%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $976115.50    | 0.11%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $982423.50    | 0.11%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                   | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1302118.75   | 0.15%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                   | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $414824.55    | 0.05%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS              | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4503195.00   | 0.51%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                | Alphatec Holdings Inc                                                            | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $11759880.00  | 1.33%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                     | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    705000 | PA      | $677906.85    | 0.08%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                       | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     20285 | NS      | $45235.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALUMINA PTY LTD                      | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $983734.50    | 0.11%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.              | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    517400 | PA      | $518577.09    | 0.06%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.              | American Airlines Inc 2025 Term Loan B                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    512425 | PA      | $514987.13    | 0.06%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT               | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    843880 | PA      | $807399.07    | 0.09%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    950000 | PA      | $953923.50    | 0.11%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475954.75    | 0.05%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                 | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |    630000 | PA      | $619529.40    | 0.07%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Amneal Pharmaceuticals LLC           | Amneal Pharmaceuticals LLC 2025 Term Loan B                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   1041700 | PA      | $1051679.49   | 0.12%             | 2032-08-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L             | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    950000 | PA      | $996113.00    | 0.11%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                     | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    983000 | PA      | $950315.25    | 0.11%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY               | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $490413.75    | 0.06%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT             | Apollo Global Management Inc                                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     83465 | NS      | $5453603.10   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD             | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   1500000 | PA      | $1533990.00   | 0.17%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                           | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    538000 | PA      | $523915.16    | 0.06%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                           | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497287.00    | 0.06%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                 | Ares Management Corp                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    165055 | NS      | $7805450.95   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $969332.50    | 0.11%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $483431.25    | 0.05%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE             | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    837000 | PA      | $794940.75    | 0.09%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE             | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $476425.00    | 0.05%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                           | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17477 | NS      | $131077.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                  | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |    394352 | PA      | $316220.89    | 0.04%             | 2029-10-01      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                  | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     44133 | PA      | $43525.92     | 0.00%             | 2028-10-02      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| AVIENT CORP                          | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    950000 | PA      | $970605.50    | 0.11%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $487801.25    | 0.06%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC           | Avis Budget Car Rental LLC 2025 Term Loan B                                      | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    498750 | PA      | $493555.52    | 0.06%             | 2032-07-16      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                                              | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $4405940.00   | 0.50%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                       | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    950000 | PA      | $996132.00    | 0.11%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                      | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    702900 | PA      | $675135.45    | 0.08%             | 2029-10-10      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                 | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    956000 | PA      | $933256.76    | 0.11%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $976220.00    | 0.11%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc             | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1310493 | PA      | $1303403.62   | 0.15%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                 | Bank of America Corp                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8100 | NS      | $10214100.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                    | Barclays Bank PLC                                                                | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $8506725.00   | 0.96%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Beach Acquisition Bidco LLC          | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    950000 | PA      | $956331.75    | 0.11%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                          | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $378540.00    | 0.04%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                    | BILL Holdings Inc                                                                | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7542305.00   | 0.85%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    950000 | PA      | $950893.00    | 0.11%             | 2032-09-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR               | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    950000 | PA      | $1001385.50   | 0.11%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                    | Bloom Energy Corp                                                                | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $15874672.50  | 1.79%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    401365 | NS      | $25976342.80  | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27098.28     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $518505.60    | 0.06%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $318654.00    | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                       | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $372895.55    | 0.04%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $248899.77    | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                | Boots Group Bidco Ltd USD Term Loan                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    475000 | PA      | $477671.88    | 0.05%             | 2032-08-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS             | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    475000 | PA      | $516515.00    | 0.06%             | 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        |    356000 | PA      | $357683.88    | 0.04%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                       | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    470000 | PA      | $484546.50    | 0.05%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                       | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    475000 | PA      | $493862.25    | 0.06%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT               | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725853 | PA      | $701145.06    | 0.08%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc             | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    567799 | PA      | $569763.70    | 0.06%             | 2031-06-13      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP             | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1670033.44   | 0.19%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC             | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    742000 | PA      | $731285.52    | 0.08%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                  | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469950.00    | 0.05%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                  | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    356000 | PA      | $369962.32    | 0.04%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                  | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    710000 | PA      | $742844.60    | 0.08%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN             | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995410.00    | 0.11%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                     | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    930000 | PA      | $737257.50    | 0.08%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1895094.00   | 0.21%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $559592.95    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1986294.20   | 0.22%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1577800.30   | 0.18%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    951000 | PA      | $862157.58    | 0.10%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $433130.14    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1112287.00   | 0.13%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                  | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    478000 | PA      | $479534.38    | 0.05%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    538000 | PA      | $488100.50    | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1917000 | PA      | $1612733.76   | 0.18%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112574.40    | 0.01%             | 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        |    713000 | PA      | $768535.57    | 0.09%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                      | CMS Energy Corp                                                                  | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $9646787.50   | 1.09%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $555039.50    | 0.06%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $976069.20    | 0.11%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    475000 | PA      | $494114.00    | 0.06%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc            | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    560608 | PA      | $557863.75    | 0.06%             | 2030-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    604000 | PA      | $568768.68    | 0.06%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    817000 | PA      | $779998.07    | 0.09%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CAPSTONE COPPER CORP                 | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $984371.00    | 0.11%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    481000 | PA      | $473414.63    | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    950000 | PA      | $980267.00    | 0.11%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                 | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1485000 | PA      | $1519244.10   | 0.17%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                 | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    750000 | PA      | $721732.50    | 0.08%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477702.75    | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO              | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1030631.21   | 0.12%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY             | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $976096.50    | 0.11%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                  | Centrus Energy Corp                                                              | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $11041750.00  | 1.25%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CENTURY COMMUNITIES                  | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    950000 | PA      | $948385.00    | 0.11%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    720000 | PA      | $715860.00    | 0.08%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    713212 | PA      | $716332.80    | 0.08%             | 2032-09-08      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                          | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    239000 | PA      | $211546.07    | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                          | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    805000 | PA      | $777919.80    | 0.09%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP          | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |      4000 | NS      | $208680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinos Intermediate Holdings A Inc   | Chinos Intermediate Holdings A Inc 2024 Term Loan B                              | CUSIP: 16961YAB4<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    615350 | PA      | $527508.79    | 0.06%             | 2031-09-26      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                  | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    478000 | PA      | $489964.34    | 0.06%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                        | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    856000 | PA      | $858225.60    | 0.10%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                  | Cincinnati Bell Inc 2025 Term Loan B4                                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    480107 | PA      | $480968.38    | 0.05%             | 2028-11-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                        | Cipher Mining Inc                                                                | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $9247225.00   | 1.04%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489017.25    | 0.06%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    938000 | PA      | $964554.78    | 0.11%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    473000 | PA      | $507344.53    | 0.06%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    712000 | PA      | $731921.76    | 0.08%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc   | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    460998 | PA      | $462452.44    | 0.05%             | 2028-08-23      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    475000 | PA      | $498379.50    | 0.06%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    522000 | PA      | $546721.92    | 0.06%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1658446.95   | 0.19%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                       | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |  10445000 | PA      | $13039538.00  | 1.47%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    237000 | PA      | $237926.67    | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc  | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    390400 | PA      | $390606.91    | 0.04%             | 2029-04-13      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                                              | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $12598087.50  | 1.42%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| ENOVIS CORP                          | Enovis Corp                                                                      | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |   4614000 | PA      | $4613677.02   | 0.52%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                | Commvault Systems Inc                                                            | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3885945.00   | 0.44%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                       | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $386096.25    | 0.04%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CONTINENTAL RESOURCES                | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    720000 | PA      | $583286.40    | 0.07%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC             | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    935000 | PA      | $964405.75    | 0.11%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CORE SCIENTIFIC INC                  | Core Scientific Inc                                                              | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $3196200.00   | 0.36%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                  | Core Scientific Inc                                                              | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $5124040.00   | 0.58%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANC                     | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $666184.85    | 0.08%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                     | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $421670.84    | 0.05%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                   | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $960079.50    | 0.11%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                    | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6819 | NS      | $920.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US               | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1028707.20   | 0.12%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |  16500000 | PA      | $19282725.00  | 2.18%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                             | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    790000 | PA      | $779572.00    | 0.09%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                             | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    960000 | PA      | $940252.80    | 0.11%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DATADOG INC                          | Datadog Inc                                                                      | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9554490.00   | 1.08%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1025106.37   | 0.12%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1047094.09   | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    925000 | PA      | $958901.25    | 0.11%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86611.46     | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                          | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1254538.45   | 0.14%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DELUXE CORP                          | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246550.25    | 0.03%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP              | Digital Realty Trust LP                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   8250000 | PA      | $8720827.50   | 0.99%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| DirecTV Financing LLC                | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76596 | PA      | $76782.55     | 0.01%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                | DirecTV Financing LLC 2024 Term Loan                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    356442 | PA      | $357483.12    | 0.04%             | 2029-08-02      | Floating      | 9.35%                 | 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        |    350000 | PA      | $350045.50    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                    | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    946000 | PA      | $996090.70    | 0.11%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: —       |
| DISH DBS CORP                        | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $332941.88    | 0.04%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                        | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $406526.50    | 0.05%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $354376.64    | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                  | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495900.00    | 0.06%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO               | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    710000 | PA      | $728545.20    | 0.08%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                         | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $17683200.00  | 2.00%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC              | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $10251445.00  | 1.16%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                    | Dragon Buyer Inc Term Loan B                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1200925 | PA      | $1206028.93   | 0.14%             | 2031-09-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | Duke Energy Corp                                                                 | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8081550.00   | 0.91%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1006287.50   | 0.11%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| EMRLD Borrower LP                    | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1296701 | PA      | $1293802.56   | 0.15%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                       | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |      6644 | NS      | $10796.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                        | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1012724 | PA      | $1046073.00   | 0.12%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                        | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1697615 | PA      | $1870007.80   | 0.21%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE               | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1038382.80   | 0.12%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                         | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    717000 | PA      | $680540.55    | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                         | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237494.40    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                   | Empire Resorts Inc                                                               | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1357123.95   | 0.15%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $519410.75    | 0.06%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    724000 | PA      | $770676.28    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    470000 | PA      | $466686.50    | 0.05%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464787.70    | 0.05%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                     | Energy Fuels Inc/Canada                                                          | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $7101270.00   | 0.80%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC               | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1052938.16   | 0.12%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC               | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460161.00    | 0.05%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    915000 | PA      | $914670.60    | 0.10%             | 2066-11-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                   | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     56650 | NS      | $953419.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704172.00    | 0.08%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $492024.00    | 0.06%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| ENERSYS                              | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469699.00    | 0.05%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERSYS                              | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514320.00    | 0.06%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                     | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    475000 | PA      | $496826.25    | 0.06%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                         | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $789495.00    | 0.09%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP      | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     26095 | NS      | $803465.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC               | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    590000 | PA      | $596602.10    | 0.07%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC               | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    359000 | PA      | $354106.83    | 0.04%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                             | Etsy Inc                                                                         | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4536407.50   | 0.51%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                           | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    710000 | PA      | $730746.20    | 0.08%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                  | Exact Sciences Corp                                                              | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $6452132.50   | 0.73%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                             | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1417134.40   | 0.16%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                      | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    480000 | PA      | $469483.20    | 0.05%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                      | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    356000 | PA      | $363625.52    | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS              | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |    580000 | PA      | $606786.11    | 0.07%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $456503.31    | 0.05%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $886058.55    | 0.10%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE             | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241476.60    | 0.03%             | 2027-01-04      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                           | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $6772132.50   | 0.77%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                 | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $405524.00    | 0.05%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                   | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027610.00   | 0.12%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1432173.25   | 0.16%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1333307.85   | 0.15%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| FORESTAR GROUP INC                   | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487397.50    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    239000 | PA      | $250034.63    | 0.03%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1075000 | PA      | $1101359.00   | 0.12%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    475000 | PA      | $482918.25    | 0.05%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC              | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1505090.00   | 0.17%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                 | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1580762.54   | 0.18%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                   | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1495459.40   | 0.17%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC             | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1060570.00   | 0.12%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP             | Galaxy Digital Holdings LP                                                       | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5066000 | PA      | $5004194.80   | 0.57%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                    | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    490000 | PA      | $445263.00    | 0.05%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719000 | PA      | $759968.62    | 0.09%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $492047.75    | 0.06%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL              | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    722000 | PA      | $700628.80    | 0.08%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $796331.15    | 0.09%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                           | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $736390.70    | 0.08%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                           | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $866705.23    | 0.10%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                           | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $929024.00    | 0.10%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1297670.50   | 0.15%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    515000 | PA      | $469345.25    | 0.05%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP             | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    955000 | PA      | $952220.95    | 0.11%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN             | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624175.00    | 0.07%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN             | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    446000 | PA      | $422678.66    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $330609.50    | 0.04%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465927.50    | 0.05%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                  | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     19324 | PA      | $19362.38     | 0.00%             | 2029-06-04      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK              | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1020377.40   | 0.12%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC               | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    407000 | PA      | $395306.89    | 0.04%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC               | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613668.00    | 0.07%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC               | Guidewire Software Inc                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $10064595.00  | 1.14%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| GULFPORT ENERGY OP CORP              | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1354918.50   | 0.15%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1170287.00   | 0.13%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                     | Haemonetics Corp                                                                 | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3977320.00   | 0.45%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN             | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8863520.00   | 1.00%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250262.50   | 0.14%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490869.75    | 0.06%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497671.75    | 0.06%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $501196.25    | 0.06%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |    148445 | NS      | $10031913.10  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY              | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $997072.50    | 0.11%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB International Limited            | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    800449 | PA      | $803982.96    | 0.09%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1427111.40   | 0.16%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    715000 | PA      | $741576.55    | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS             | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $939624.50    | 0.11%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MATCH GROUP FINANCECO 3              | Match Group Financeco 3 Inc                                                      | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4758285.00   | 0.54%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                        | Coherent Corp 2025 Term Loan B2                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    376071 | PA      | $377128.19    | 0.04%             | 2029-07-02      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC             | iHeartCommunications Inc                                                         | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    476000 | PA      | $343310.24    | 0.04%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC             | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    315950 | PA      | $265881.40    | 0.03%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC               | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $499010.00    | 0.06%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN             | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $6469817.50   | 0.73%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| IQVIA INC                            | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    534000 | PA      | $556700.34    | 0.06%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                                         | CUSIP: 46270CAA7<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $9344125.00   | 1.06%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   3016000 | PA      | $3193944.00   | 0.36%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                    | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    707400 | PA      | $708800.65    | 0.08%             | 2031-01-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1515000 | PA      | $1514878.80   | 0.17%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITRON INC                            | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3867600.00   | 0.44%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    269000 | PA      | $280427.12    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO             | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    950000 | PA      | $977227.00    | 0.11%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                                           | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2200000 | PA      | $2361040.00   | 0.27%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                                           | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3750000 | PA      | $4572937.50   | 0.52%             | 2030-09-15      | Fixed         | 3.13%                 | 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        |    935000 | PA      | $886006.00    | 0.10%             | 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        |    695000 | PA      | $685589.70    | 0.08%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                         | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    712000 | PA      | $588112.00    | 0.07%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B               | JetBlue 2020-1 Class B Pass Through Trust                                        | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848231 | PA      | $854126.64    | 0.10%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B               | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190656 | PA      | $193039.29    | 0.02%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KBR INC                              | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1033788.00   | 0.12%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                         | KKR & Co Inc                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    156055 | NS      | $7649816.10   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                 | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $473494.25    | 0.05%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KALVISTA PHARMA INC                  | KalVista Pharmaceuticals Inc                                                     | CUSIP: 483497AA1<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1785315.00   | 0.20%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC             | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1548508.50   | 0.17%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                     | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $1000687.20   | 0.11%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                   | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    587000 | PA      | $381215.41    | 0.04%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                    | Kosmos Energy Ltd                                                                | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $1490536.08   | 0.17%             | 2030-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $753156.00    | 0.09%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1292035.52   | 0.15%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    655000 | PA      | $673307.25    | 0.08%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                | Life Time Fitness Inc 2025 Term Loan                                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    942887 | PA      | $944433.20    | 0.11%             | 2031-11-05      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1069000 | PA      | $1122524.83   | 0.13%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                | Lantheus Holdings Inc                                                            | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $3019276.02   | 0.34%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                     | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    950000 | PA      | $978547.50    | 0.11%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450585.00    | 0.05%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    237000 | PA      | $243685.77    | 0.03%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    950000 | PA      | $950000.00    | 0.11%             | 2032-03-29      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC              | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    965000 | PA      | $83549.70     | 0.01%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                   | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $11561310.00  | 1.31%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| LIFE TIME INC                        | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    950000 | PA      | $963224.00    | 0.11%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC              | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    712000 | PA      | $709970.80    | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I             | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4985675.00   | 0.56%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC             | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    950000 | PA      | $968325.50    | 0.11%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                    | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476182.75    | 0.05%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                                                    | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $9072985.00   | 1.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                      | Lucid Group Inc                                                                  | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2832620.00   | 0.32%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    712875 | PA      | $721279.80    | 0.08%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $20192372.50  | 2.28%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LYFT INC                             | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4961620.00   | 0.56%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                     | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1890113.40   | 0.21%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| M/I HOMES INC                        | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    635000 | PA      | $605269.30    | 0.07%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MKS INC                              | MKS Inc                                                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |  15750000 | PA      | $18886927.50  | 2.13%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    813834 | PA      | $699254.31    | 0.08%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    395909 | PA      | $359841.69    | 0.04%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC         | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     85554 | PA      | $85678.99     | 0.01%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                                                | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $7585275.00   | 0.86%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MI Windows and Doors LLC             | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    938149 | PA      | $940789.64    | 0.11%             | 2031-03-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS               | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8904720.00   | 1.01%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC              | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $871672.90    | 0.10%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC              | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    646000 | PA      | $609010.04    | 0.07%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215654.80    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    470000 | PA      | $377410.00    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN             | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $966710.50    | 0.11%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                   | MakeMyTrip Ltd                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |   4250000 | PA      | $4098487.50   | 0.46%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                    | MARA Holdings Inc                                                                | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $5207567.50   | 0.59%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW             | Marriott Vacations Worldwide Corp                                                | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $9780755.00   | 1.11%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                 | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    960000 | PA      | $969945.60    | 0.11%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc           | Amynta Agency Borrower Inc 2025 Term Loan B                                      | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    714184 | PA      | $716190.61    | 0.08%             | 2031-12-29      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO             | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123554.40    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                      | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $659899.20    | 0.07%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| MERCER INTL INC                      | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    483000 | PA      | $403068.33    | 0.05%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: —       |
| MERIT MEDICAL SYSTEMS IN             | Merit Medical Systems Inc                                                        | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3631320.00   | 0.41%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                          | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    715000 | PA      | $755183.00    | 0.09%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                         | Strategy Inc                                                                     | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $10919375.00  | 1.23%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                         | Strategy Inc                                                                     | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17249225.00  | 1.95%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC             | Microchip Technology Inc                                                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    120040 | NS      | $6950316.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| MIDWEST GMNG BOR/MWG FIN             | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1184209.74   | 0.13%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC              | Mirion Technologies Inc                                                          | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $10829025.00  | 1.22%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG              | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712000 | PA      | $739326.56    | 0.08%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                             | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    588000 | PA      | $581555.52    | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1180749.15   | 0.13%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1437935.07   | 0.16%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                        | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368715 | PA      | $295259.60    | 0.03%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    475000 | PA      | $488566.00    | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4250000 | PA      | $4086757.50   | 0.46%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    475000 | PA      | $475242.25    | 0.05%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    534000 | PA      | $539847.30    | 0.06%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                | Nabors Industries Inc                                                            | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    475000 | PA      | $371017.75    | 0.04%             | 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        |   1019000 | PA      | $1071376.60   | 0.12%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                      | Nebius Group NV                                                                  | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   8750000 | PA      | $11169375.00  | 1.26%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                     | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    843989 | PA      | $797050.43    | 0.09%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC              | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    715000 | PA      | $110846.45    | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc              | New Fortress Energy Inc 2025 Incremental Term Loan B                             | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    706699 | PA      | $325081.42    | 0.04%             | 2028-10-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                         | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $993073.00    | 0.11%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $448993.75    | 0.05%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                    | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $451900.75    | 0.05%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                    | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489036.25    | 0.06%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                    | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $509043.25    | 0.06%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                   | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    102861 | NS      | $8372885.40   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                                               | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     85285 | NS      | $4480021.05   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $6585442.50   | 0.74%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                         | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    718000 | PA      | $750159.22    | 0.08%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE              | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    950000 | PA      | $942305.00    | 0.11%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                        | Nordstrom Inc                                                                    | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $378765.00    | 0.04%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC               | Northern Oil & Gas Inc                                                           | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4126580.00   | 0.47%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| GEN DIGITAL INC                      | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508330.00    | 0.06%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                         | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    940000 | PA      | $908970.60    | 0.10%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                          | Nutanix Inc                                                                      | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4689365.00   | 0.53%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                 | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1012971.58   | 0.11%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                   | Oddity Finance LLC                                                               | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3762822.50   | 0.43%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                            | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    950000 | PA      | $942704.00    | 0.11%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    723000 | PA      | $704324.91    | 0.08%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                | ON Semiconductor Corp                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $16025767.50  | 1.81%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                            | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $642174.00    | 0.07%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    475000 | PA      | $496531.75    | 0.06%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474539.25    | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                       | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    705000 | PA      | $737937.60    | 0.08%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                       | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $494893.00    | 0.06%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                        | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $224732.85    | 0.03%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                        | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $334684.93    | 0.04%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $428188.50    | 0.05%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1352102.40   | 0.15%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Advisor Group Inc                    | Advisor Group Inc 2025 Term Loan                                                 | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1420000 | PA      | $1423848.20   | 0.16%             | 2032-07-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC              | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345093.00    | 0.04%             | 2067-03-30      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC              | PPL Capital Funding Inc                                                          | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $17311495.00  | 1.96%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                          | Padagis LLC Term Loan B                                                          | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    976846 | PA      | $852298.03    | 0.10%             | 2028-07-06      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                    | Par Petroleum LLC 2024 Term Loan B                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   1422322 | PA      | $1426766.33   | 0.16%             | 2030-02-28      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    905000 | PA      | $928050.35    | 0.10%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                        | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1452274.50   | 0.16%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                         | Parsons Corp                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $5132430.00   | 0.58%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| PATRICK INDUSTRIES INC               | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    849000 | PA      | $835848.99    | 0.09%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC               | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484276.75    | 0.05%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC              | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    424625 | PA      | $430639.81    | 0.05%             | 2029-05-30      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC               | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1030125.20   | 0.12%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    957000 | PA      | $934386.09    | 0.11%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    237000 | PA      | $243519.87    | 0.03%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    903000 | PA      | $937494.60    | 0.11%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    237000 | PA      | $241439.01    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                         | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    475000 | PA      | $469062.50    | 0.05%             | 2032-08-18      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI             | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500580.00    | 0.06%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                       | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472810.25    | 0.05%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                 | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $678034.00    | 0.08%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE             | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    960000 | PA      | $961948.80    | 0.11%             | 2025-11-30      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| PLANET LABS PBC                      | Planet Labs PBC                                                                  | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $3491200.00   | 0.39%             | 2030-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    840000 | PA      | $759091.20    | 0.09%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    950000 | PA      | $977426.50    | 0.11%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    829000 | PA      | $842628.76    | 0.10%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU             | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $803919.60    | 0.09%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                  | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    909000 | PA      | $844560.99    | 0.10%             | 2031-04-01      | Fixed         | 3.75%                 | 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        |   1190000 | PA      | $1254605.10   | 0.14%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| QVC INC                              | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    470000 | PA      | $209023.10    | 0.02%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                | QNITY ELECTRONICS INC TERM LOAN B                                                | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    475000 | PA      | $475893.00    | 0.05%             | 2032-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    950000 | PA      | $976552.50    | 0.11%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    945250 | PA      | $947466.61    | 0.11%             | 2032-02-10      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    928000 | PA      | $873415.04    | 0.10%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    950000 | PA      | $986632.00    | 0.11%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                           | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     25448 | NS      | $502598.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    950000 | PA      | $977578.50    | 0.11%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFNA LP                              | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    950000 | PA      | $946903.00    | 0.11%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN             | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    480000 | PA      | $502310.40    | 0.06%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                           | Rapid7 Inc                                                                       | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6758550.00   | 0.76%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER              | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497448.50    | 0.06%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| REPLIGEN CORP                        | Repligen Corp                                                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4503852.50   | 0.51%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                   | Riot Platforms Inc                                                               | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $3909250.00   | 0.44%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                        | Rite Aid Corp                                                                    | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    104539 | PA      | $7840.43      | 0.00%             | 2031-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                        | Rite Aid Corp                                                                    | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    311198 | PA      | $1555.99      | 0.00%             | 2031-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                        | Rite Aid Corp                                                                    | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    226639 | PA      | $1133.20      | 0.00%             | 2031-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO               | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1.59         | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO               | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    289250 | PA      | $0.29         | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                    | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $960858.50    | 0.11%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                    | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $957647.50    | 0.11%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                      | Rivian Automotive Inc                                                            | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11270805.00  | 1.27%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN             | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1532505.20   | 0.17%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $490608.50    | 0.06%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712000 | PA      | $742794.00    | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                  | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |   1422841 | PA      | $1419155.86   | 0.16%             | 2028-11-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN             | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $623292.25    | 0.07%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN             | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $889062.80    | 0.10%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                           | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   4299000 | PA      | $4173211.26   | 0.47%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    736102 | PA      | $738556.74    | 0.08%             | 2031-05-09      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                          | SVC ABS LLC                                                                      | CUSIP: 78487JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $743505.49    | 0.08%             | 2053-02-20      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC             | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    176250 | PA      | $40213.20     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC             | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    352500 | PA      | $152822.85    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc. | Light and Wonder International Inc 2024 Term Loan B2                             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    869496 | PA      | $873300.41    | 0.10%             | 2029-04-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $431584.83    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $166518.47    | 0.02%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                   | Seagate HDD Cayman                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   5500000 | PA      | $17222920.00  | 1.95%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                      | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    239000 | PA      | $237489.52    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US             | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    743000 | PA      | $752963.63    | 0.09%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US             | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251911.20    | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                      | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243373.05    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES BV              | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $438921.00    | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC             | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    479000 | PA      | $445699.92    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST             | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    960000 | PA      | $955804.80    | 0.11%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                             | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227522 | PA      | $197247.92    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14750000 | PA      | $14528897.50  | 1.64%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                  | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1084435.95   | 0.12%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QXO INC                              | QXO Inc                                                                          | CUSIP: 82846H504<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |     82135 | NS      | $4192991.75   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS             | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $839265.00    | 0.09%             | 2029-03-01      | Fixed         | 4.63%                 | 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        |    477600 | PA      | $436557.44    | 0.05%             | 2029-12-31      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU             | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    480000 | PA      | $490003.20    | 0.06%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    770000 | PA      | $771193.50    | 0.09%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471285.50    | 0.05%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1079409.87   | 0.12%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINME                | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1448785.90   | 0.16%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| DELTA AIR LINES/SKYMILES             | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    239000 | PA      | $240713.63    | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                             | Snap Inc                                                                         | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  16250000 | PA      | $14119137.50  | 1.60%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                        | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $17045530.00  | 1.93%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI             | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    950000 | PA      | $949772.00    | 0.11%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                 | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    610000 | PA      | $593944.80    | 0.07%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW CAN INFRA HOLD             | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $1001414.40   | 0.11%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                                                  | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $15262225.00  | 1.72%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD             | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    698000 | PA      | $694593.76    | 0.08%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                      | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $8401900.00   | 0.95%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                            | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477444.80    | 0.05%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                            | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    238000 | PA      | $243454.96    | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI             | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241857.30    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI             | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    712000 | PA      | $727364.96    | 0.08%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                          | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    705000 | PA      | $688432.50    | 0.08%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    950000 | PA      | $971422.50    | 0.11%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    475000 | PA      | $494612.75    | 0.06%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $989724.00    | 0.11%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                  | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    935750 | PA      | $937584.07    | 0.11%             | 2031-03-14      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                   | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    950000 | PA      | $996730.50    | 0.11%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                     | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1262280.60   | 0.14%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC             | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $243962.64    | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1005774.50   | 0.11%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING             | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1330069.58   | 0.15%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    950000 | PA      | $972011.50    | 0.11%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712411.00    | 0.08%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| 867ESCAC9 SUNEDISON INC              | 867ESCAC9 SUNEDISON INC                                                          | CUSIP: 867ESCAC9<br>LEI: 5493004W8FBXFVSWVZ87 | Long             | DBT              | CORP              | US        |    898000 | PA      | $3592.00      | 0.00%             | 2018-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CB144A SUNEDISON INC                 | CB144A SUNEDISON INC                                                             | CUSIP: 867ESCAE5<br>LEI: 5493004W8FBXFVSWVZ87 | Long             | DBT              | CORP              | US        |   9411000 | PA      | $37644.00     | 0.00%             | 2020-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC             | Super Micro Computer Inc                                                         | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2655157.50   | 0.30%             | 2028-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC             | Super Micro Computer Inc                                                         | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $4123770.00   | 0.47%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                      | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1153489 | PA      | $1156834.56   | 0.13%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      7935 | NS      | $198136.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      6503 | NS      | $150934.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       743 | NS      | $17133.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    378000 | PA      | $422910.18    | 0.05%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| TTM TECHNOLOGIES INC                 | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1305315.00   | 0.15%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $943587.50    | 0.11%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc             | Team Health Holdings Inc 2025 Term Loan B                                        | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    947625 | PA      | $950519.99    | 0.11%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                 | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7676 | NS      | $154594.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                           | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $501708.25    | 0.06%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                        | TEMPUS AI INC                                                                    | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2722260.00   | 0.31%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1429523.35   | 0.16%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2254500.00   | 0.25%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                           | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    950000 | PA      | $965979.00    | 0.11%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                         | Terawulf Inc                                                                     | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $9653800.00   | 1.09%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                         | Terawulf Inc                                                                     | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1255552.69   | 0.14%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                       | Tetra Tech Inc                                                                   | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4272120.00   | 0.48%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| TEVA PHARMACEUTICALS NE              | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1215000 | PA      | $1223176.95   | 0.14%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE LLC                | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    715000 | PA      | $732989.40    | 0.08%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $415549.75    | 0.05%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    710000 | PA      | $725328.90    | 0.08%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1075023.45   | 0.12%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    360000 | PA      | $376646.40    | 0.04%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243076.95    | 0.03%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                        | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1873843 | PA      | $1878499.45   | 0.21%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD             | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    712000 | PA      | $733901.12    | 0.08%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD             | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1425000 | PA      | $1434447.75   | 0.16%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TRINSEO NA               | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    412168 | PA      | $144910.03    | 0.02%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                      | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   1178696 | PA      | $1143334.64   | 0.13%             | 2031-07-08      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    950000 | PA      | $1001290.50   | 0.11%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UKG Inc                              | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    495000 | PA      | $495502.43    | 0.06%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                           | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    680000 | PA      | $654003.60    | 0.07%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                           | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    236000 | PA      | $223791.72    | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                        | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    557000 | PA      | $551998.14    | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC               | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4444140.00   | 0.50%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UKG INC                              | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    356000 | PA      | $366494.88    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                     | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $474548.75    | 0.05%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $21184790.00  | 2.39%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                                            | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  10147000 | PA      | $10745774.47  | 1.21%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT              | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246441 | PA      | $239343.33    | 0.03%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                  | United Airlines Inc 2024 1st Lien Term Loan B                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    529029 | PA      | $531155.86    | 0.06%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC             | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    815000 | PA      | $815823.15    | 0.09%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc             | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    489881 | PA      | $493555.16    | 0.06%             | 2031-05-01      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL             | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1106390.83   | 0.13%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    465000 | PA      | $435240.00    | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS             | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    489000 | PA      | $503894.94    | 0.06%             | 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        |    480000 | PA      | $491956.80    | 0.06%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                 | Upstart Holdings Inc                                                             | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3406800.00   | 0.38%             | 2032-02-15      | None          | 0.00%                 | 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        |    475000 | PA      | $497268.00    | 0.06%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                       | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $998900.00    | 0.11%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VARONIS SYSTEM INC                   | Varonis Systems Inc                                                              | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3977830.00   | 0.45%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    950000 | PA      | $995571.50    | 0.11%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    119000 | PA      | $126130.48    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227462.40    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222096.00    | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    715000 | PA      | $737007.70    | 0.08%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1227539.85   | 0.14%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    480000 | PA      | $517161.60    | 0.06%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    480000 | PA      | $512918.40    | 0.06%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    499000 | PA      | $505397.18    | 0.06%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1987916.25   | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                  | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    945226 | PA      | $910295.31    | 0.10%             | 2030-12-02      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC              | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $60197.11     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                  | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1355945.85   | 0.15%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $257308.80    | 0.03%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                          | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256497.50    | 0.03%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                          | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455454.00    | 0.05%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                   | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $498878.25    | 0.06%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    960000 | PA      | $928339.20    | 0.10%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                    | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $474306.50    | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                    | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $950171.00    | 0.11%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                       | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       498 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                    | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    715000 | PA      | $745223.05    | 0.08%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                                                      | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $8245615.00   | 0.93%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA             | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    950000 | PA      | $971517.50    | 0.11%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                      | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |      1446 | NS      | $1446.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RITE AID NOTE HOLDER TRUST           | RITE AID NOTE HOLDER TRUST                                                       | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     98500 | PA      | $0.10         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                 | Western Digital Corp                                                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $21090300.00  | 2.38%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER 3L NOTES               | GUITAR CENTER 3L NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607473 | PA      | $182241.90    | 0.02%             | 2032-08-19      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                       | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    950000 | PA      | $927703.50    | 0.10%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO             | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1308680.16   | 0.15%             | 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        |    455000 | PA      | $453662.30    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    480000 | PA      | $502675.20    | 0.06%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365657.10    | 0.04%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    565000 | PA      | $558457.30    | 0.06%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC             | Windsor Holdings III LLC 2025 USD Term Loan B                                    | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    957433 | PA      | $958232.43    | 0.11%             | 2030-08-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC              | Windstream Services LLC 2024 Term Loan B                                         | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    475000 | PA      | $473812.50    | 0.05%             | 2031-10-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                       | WisdomTree Inc                                                                   | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4364920.00   | 0.49%             | 2030-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                        | Wolfspeed Inc                                                                    | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1358149 | PA      | $1153475.95   | 0.13%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                        | Wolfspeed Inc                                                                    | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112416 | NS      | $2958789.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                          | Workiva Inc                                                                      | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3734812.50   | 0.42%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| XHR LP                               | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    950000 | PA      | $971346.50    | 0.11%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                        | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    950000 | PA      | $909397.00    | 0.10%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP              | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    950000 | PA      | $985501.50    | 0.11%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                         | Zscaler Inc                                                                      | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9551642.50   | 1.08%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP              | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1038070.00   | 0.12%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                       | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |      2987 | NS      | $0.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.               | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       630 | NC      | $19845.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.               | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        70 | NC      | $246750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber-Stephen Products LLC           | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    950000 | PA      | $948617.75    | 0.11%             | 2032-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Altice France SA                     | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    475000 | PA      | $474577.25    | 0.05%             | 2031-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC              | VERSANT MEDIA GROUP INC TERM LOAN B                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950000 | PA      | $948024.00    | 0.11%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                           | Air Canada 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    635325 | PA      | $637628.05    | 0.07%             | 2031-03-21      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation            | Bausch & Lomb Corporation 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    733162 | PA      | $738661.22    | 0.08%             | 2031-01-15      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc          | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |   1684778 | PA      | $1677415.02   | 0.19%             | 2030-10-08      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                    | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    765000 | PA      | $768346.88    | 0.09%             | 2032-01-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                       | Opal Bidco SAS USD 1st Lien Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950000 | PA      | $955196.50    | 0.11%             | 2032-04-28      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                 | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1502511 | PA      | $1294277.67   | 0.15%             | 2030-02-18      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl              | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    669052 | PA      | $671420.78    | 0.08%             | 2028-05-05      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd          | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     42965 | NS      | $4.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd          | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     47739 | NS      | $4.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC           | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    968079 | PA      | $952047.55    | 0.11%             | 2031-01-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA      | Trinseo Materials Operating SCA 2021 Term Loan B2                                | CUSIP: 000000000<br>LEI: 549300P1EBLVU1SH8Z09 | Long             | LON              | CORP              | LU        |    722367 | PA      | $136722.37    | 0.02%             | 2028-05-03      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                 | Flutter Financing BV 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    483788 | PA      | $482174.07    | 0.05%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-22

**Name of Applicant:** CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer