# EDGAR Filing Document

**Accession Number:** 0001233681
**File Stem:** 0001752724-23-040650
**Filing Date:** 2023-2
**Character Count:** 953567
**Document Hash:** 1f50bf6213d3ec11e58747f924333b52
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040650.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040650

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK Ltd DURATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001233681
- **IRS NUMBER:** 200096695
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21349
- **FILM NUMBER:** 23668332

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-227

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK LTD DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20041103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK LIMITED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030611

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK MANAGED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030529

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Ltd Duration Income Trust

- **b. Investment Company Act file number:** 811-21349

- **c. CIK number of Registrant:** 0001233681

- **d. LEI of Registrant:** 4VIZ12RURKQTKPDDB492

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Ltd Duration Income Trust

- **c. LEI of Series:** 4VIZ12RURKQTKPDDB492

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $794464465.51

**Total Liabilities:** $311840298.85

**Net Assets:** $482624166.66

**Delayed Delivery Securities:** $20904909.26

**Cash Not Reported:** $3896431.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11228.48000000 | **1-Year:** 3315.55000000 | **5-Year:** 21654.41000000 | **10-Year:** 31588.37000000 | **30-Year:** 20458.21000000

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

- **3-Month:** 82156.12000000 | **1-Year:** 3427.72000000 | **5-Year:** 92956.25000000 | **10-Year:** -1537.88000000 | **30-Year:** 22204.36000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.31%                | 2.92%                | -0.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3491384.19             | $11136454.87                               |
| Month 2  | $-3901607.81             | $16957170.76                               |
| Month 3  | $-2017672.24             | $-2684033.34                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC                                  | United Airlines Inc                                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    582000 | PA      | $539470.93    | 0.11%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP SENSATA TEC                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -496915 | PA      | $-496915.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    525000 | PA      | $439152.00    | 0.09%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP SCIL IV LLC                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -175964 | PA      | $-175963.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GREENKO SOLAR MAURITIUS                              | Greenko Solar Mauritius Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $181250.00    | 0.04%             | 2026-07-29      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $199479.80    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $67013.21     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HERENS HOLDCO SARL                                   | Herens Holdco Sarl                                                                  | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    612000 | PA      | $457414.92    | 0.09%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CA MAGNUM H                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -287932 | PA      | $-287932.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $131565.00    | 0.03%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Clear Creek CLO Ltd                                  | Clear Creek CLO                                                                     | CUSIP: 18452LAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $214839.93    | 0.04%             | 2030-10-20      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ARCONIC COR                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |    -77398 | PA      | $-77397.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GCI LLC                                              | GCI LLC                                                                             | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    107000 | PA      | $89888.61     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                           | Trident TPI Holdings, Inc. 2021 Incremental Term Loan                               | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    451848 | PA      | $433128.05    | 0.09%             | 2028-09-15      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FHLMC 30YR                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1503361 | PA      | $-1503361.00  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131225.00    | 0.03%             | 2028-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                                    | Clarios Global LP                                                                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $487123.36    | 0.10%             | 2025-05-15      | Fixed         | 6.75%                 | 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        |    100000 | PA      | $80073.07     | 0.02%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-28754.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6615.34      | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ARAMARK SER                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -141470 | PA      | $-141470.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Calpine Corp                                         | Calpine Corp                                                                        | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    221000 | PA      | $210508.58    | 0.04%             | 2026-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33791.73     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Penn National Gaming, Inc.                           | Penn National Gaming, Inc. 2022 Term Loan B                                         | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    615249 | PA      | $608155.48    | 0.13%             | 2029-05-03      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| DP WORLD SALAAM                                      | DP World Salaam                                                                     | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197500.00    | 0.04%             | 2025-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VIKING OCEAN CRUISES SHI                             | Viking Ocean Cruises Ship VII Ltd                                                   | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     57000 | PA      | $45885.00     | 0.01%             | 2029-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                  | Boxer Parent Co Inc                                                                 | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101635.97    | 0.02%             | 2025-10-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP PATTERN ENE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -256960 | PA      | $-256960.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $109261.96    | 0.02%             | 2026-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471057.38    | 0.10%             | 2025-06-16      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.  | Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    309673 | PA      | $301931.33    | 0.06%             | 2029-07-06      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108640.00    | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                | AssuredPartners, Inc. 2020 Term Loan B                                              | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    533672 | PA      | $517330.81    | 0.11%             | 2027-02-12      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| CNT Holdings I Corp                                  | CNT Holdings I Corp 2020 Term Loan                                                  | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    772004 | PA      | $745949.21    | 0.15%             | 2027-11-08      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | FSWP: USD 1.610000 28-MAR-2032                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9300000 | OU      | $1581788.90   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CALPINE COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -742000 | PA      | $-742000.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                             | Acuris Finance US Inc / Acuris Finance SARL                                         | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $321392.50    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -173750 | PA      | $-173750.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BIP V CHINO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1074804 | PA      | $-1074803.75  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| Covanta Holding Corporation                          | Covanta Holding Corporation 2021 Term Loan C                                        | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     36475 | PA      | $36169.35     | 0.01%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                               | Chesapeake Energy Corp                                                              | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    476000 | PA      | $463433.60    | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    384000 | PA      | $370560.00    | 0.08%             | 2025-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -206644 | PA      | $-206643.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                                                 | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942908.64    | 0.20%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89557.68     | 0.02%             | 2029-04-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ILIAD HOLDI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -404002 | PA      | $-404002.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97000.26     | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116576.31    | 0.02%             | 2025-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $155159.51    | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CALLON PETR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -497736 | PA      | $-497736.25   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| PDC Energy Inc                                       | PDC Energy Inc                                                                      | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74572.50     | 0.02%             | 2024-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP VERTICAL US                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -808322 | PA      | $-808322.50   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| CROWN AMER/CAP CORP V                                | Crown Americas LLC / Crown Americas Capital Corp V                                  | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    196000 | PA      | $186901.68    | 0.04%             | 2026-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| M6 ETX Holdings II Midco LLC                         | M6 ETX Holdings II Midco LLC Term Loan B                                            | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102742 | PA      | $102645.92    | 0.02%             | 2029-09-19      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1422638 | PA      | $-1422637.50  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SM ENERGY C                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -117195 | PA      | $-117195.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES                             | ION Trading Technologies Sarl                                                       | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $166750.00    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                              | Booz Allen Hamilton Inc                                                             | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    391000 | PA      | $344136.28    | 0.07%             | 2029-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| USIC Holdings, Inc.                                  | USIC Holdings, Inc. 2021 Term Loan                                                  | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    706828 | PA      | $673380.71    | 0.14%             | 2028-05-12      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| MED ParentCo LP                                      | MED ParentCo LP 1st Lien Term Loan                                                  | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    820132 | PA      | $696726.70    | 0.14%             | 2026-08-31      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113571.60    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                              | NMG Holding Co Inc / Neiman Marcus Group LLC                                        | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $294302.00    | 0.06%             | 2026-04-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1182000 | PA      | $972076.80    | 0.20%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                                  | Allegiant Travel Co                                                                 | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    113000 | PA      | $107481.28    | 0.02%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP QUALCOMM IN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1296446 | PA      | $-1296446.25  | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13800.94     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Beacon Roofing Supply, Inc.                          | Beacon Roofing Supply, Inc. 2021 Term Loan B                                        | CUSIP: 07368RAF8<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    612584 | PA      | $606360.18    | 0.13%             | 2028-05-19      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| Proppants Holdings LLC                               | PROPPANTS HOLDINGS LLC NEWCO E                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2869 | NS      | $631.18       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NCL FINANCE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -161494 | PA      | $-161493.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    940000 | PA      | $800278.40    | 0.17%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SPRINGLEAF                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -266875 | PA      | $-266875.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Informatica LLC                                      | Informatica LLC 2021 USD Term Loan B                                                | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   1718189 | PA      | $1682107.10   | 0.35%             | 2028-10-27      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP COMCAST COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1247380 | PA      | $-1247380.00  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| Allied Universal                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1589355.00   | 0.33%             | 2026-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372584.00    | 0.08%             | 2026-01-08      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                        | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    106000 | PA      | $90953.71     | 0.02%             | 2029-02-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                            | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79094.20     | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| YUZHOU GROUP                                         | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $17500.00     | 0.00%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TAP ROCK RESOURCES LLC                               | Tap Rock Resources LLC                                                              | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    768000 | PA      | $714316.80    | 0.15%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Belron Finance US LLC                                | Belron Finance US LLC 2021 USD Term Loan B                                          | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1220646 | PA      | $1206535.81   | 0.25%             | 2028-04-13      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BLOCK INC 3                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -807840 | PA      | $-807840.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ARDAGH META                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -774090 | PA      | $-774090.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| EMBECTA CORP                                         | Embecta Corp                                                                        | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67687.50     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    683000 | PA      | $556593.48    | 0.12%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                        | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34343.96     | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    232000 | PA      | $229610.40    | 0.05%             | 2030-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                       | Cloudera, Inc. 2021 Term Loan                                                       | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    635808 | PA      | $596471.00    | 0.12%             | 2028-10-08      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLEAN HARBO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -191562 | PA      | $-191562.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 3.322000 28-NOV-2042                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4800000 | OU      | $-95596.16    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CIENA CORP                                           | Ciena Corp                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    104000 | PA      | $91531.44     | 0.02%             | 2030-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VIAVI SOLUTIONS INC                                  | Viavi Solutions Inc                                                                 | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    355000 | PA      | $298361.36    | 0.06%             | 2029-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Camelot U.S. Acquisition LLC                         | Camelot U.S. Acquisition LLC Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1052666 | PA      | $1034507.42   | 0.21%             | 2026-10-30      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                             | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $39534.69     | 0.01%             | 2029-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                            | Pike Corp                                                                           | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69939.20     | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AVANTOR FUN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -429908 | PA      | $-429907.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc                                | SS&C Technologies Inc                                                               | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $955124.02    | 0.20%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LTD                      | Golub Capital Partners CLO 55B LTD                                                  | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220129.10    | 0.05%             | 2034-07-20      | Floating      | 10.80%                | No            | 2                  | On Loan: No      |
| Belron Finance US LLC                                | Belron Finance US LLC 2019 USD Term Loan B3                                         | CUSIP: 08078UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    407400 | PA      | $404853.75    | 0.08%             | 2026-10-30      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                | Melco Resorts Finance Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $219375.00    | 0.05%             | 2026-04-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -452454 | PA      | $-452453.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XVIII Ltd                                                      | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493039.90    | 0.10%             | 2030-10-21      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                      | SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6170000 | OU      | $-47931.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    735000 | PA      | $603802.50    | 0.13%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SYNEOS HEAL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -118356 | PA      | $-118356.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1004000 | PA      | $920603.35    | 0.19%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI                             | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587000 | PA      | $551306.00    | 0.11%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                 | Colombia Government International Bond                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    430000 | PA      | $318683.75    | 0.07%             | 2031-04-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco Limited                           | CD&R Firefly Bidco Limited 2018 GBP Term Loan B1                                    | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1102828.46   | 0.23%             | 2025-06-23      | Variable      | 6.54%                 | No            | 2                  | On Loan: No      |
| ARKO CORP                                            | Arko Corp                                                                           | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $142121.20    | 0.03%             | 2029-11-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Bausch Health Companies Inc.                         | Bausch Health Companies Inc. 2022 Term Loan B                                       | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    593391 | PA      | $449001.05    | 0.09%             | 2027-02-01      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE INC                                        | CommScope Inc                                                                       | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    416000 | PA      | $335379.20    | 0.07%             | 2029-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| USI, INC.                                            | USI, Inc. 2022 Incremental Term Loan                                                | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1213629 | PA      | $1200631.24   | 0.25%             | 2029-11-22      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -143500 | PA      | $-143500.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| IHS HOLDING LTD                                      | IHS Holding Ltd                                                                     | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $160787.50    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |    414000 | PA      | $376740.00    | 0.08%             | 2029-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    905000 | PA      | $797925.70    | 0.17%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93778.77     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SWF ESCROW                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -164588 | PA      | $-164587.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                   | AmWINS Group, Inc. 2021 Term Loan B                                                 | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1007174 | PA      | $987977.70    | 0.20%             | 2028-02-19      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39931.10     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AG TTMT ESCROW ISSUER                                | AG TTMT Escrow Issuer LLC                                                           | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $77385.00     | 0.02%             | 2027-09-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| GRUPO AVAL LTD                                       | Grupo Aval Ltd                                                                      | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $161600.00    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DIC ASSET AG                                         | DIC Asset AG                                                                        | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $61015.62     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1589357.82   | 0.33%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Momentive Performance Materials Inc.                 | Momentive Performance Materials Inc. Term Loan B                                    | CUSIP: 60877JAB8<br>LEI: 54930021ZH8MCUXACZ50 | Long             | LON              | CORP              | US        |    680655 | PA      | $677680.91    | 0.14%             | 2024-05-15      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP INDIGO MERG                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -334200 | PA      | $-334200.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.             | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan              | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |     19962 | PA      | $19959.86     | 0.00%             | 2025-02-28      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -947078 | PA      | $-947077.50   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings, Inc.                     | AMC Entertainment Holdings, Inc. 2019 Term Loan B                                   | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    666762 | PA      | $359077.75    | 0.07%             | 2026-04-22      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24212.44     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FOUNDATION                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -75480 | PA      | $-75480.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| VERMILION ENERGY INC                                 | Vermilion Energy Inc                                                                | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $145100.67    | 0.03%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -234659 | PA      | $-234658.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                             | Brookfield Residential Properties Inc / Brookfield Residential US LLC               | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    208000 | PA      | $162524.96    | 0.03%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    312000 | PA      | $275558.40    | 0.06%             | 2030-01-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                  | Kinetik Holdings LP                                                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    553000 | PA      | $518594.00    | 0.11%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | 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        |    320000 | PA      | $304217.60    | 0.06%             | 2028-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co                                  | Callon Petroleum Co                                                                 | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    119000 | PA      | $110913.45    | 0.02%             | 2026-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ROLLS ROYCE                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -850030 | PA      | $-850030.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP 1011778 BC                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -125269 | PA      | $-125268.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                        | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36072.87     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    435000 | PA      | $449125.19    | 0.09%             | 2028-11-10      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                      | Benefit Street Partners CLO XX Ltd                                                  | CUSIP: 08182FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231849.43    | 0.05%             | 2034-07-15      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -463150 | PA      | $-463150.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ELASTIC NV                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -247690 | PA      | $-247690.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                                 | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2250000 | PA      | $1822807.76   | 0.38%             | 2030-11-18      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                   | Whitebox Clo II Ltd                                                                 | CUSIP: 96466CAU2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453309.35    | 0.09%             | 2034-10-24      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                       | Core & Main LP 2021 Term Loan B                                                     | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1809714 | PA      | $1783129.30   | 0.37%             | 2028-07-27      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| APACHE CORP                                          | Apache Corp                                                                         | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181405.89    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $484538.62    | 0.10%             | 2025-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                            | Ball Corp                                                                           | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    377000 | PA      | $302780.01    | 0.06%             | 2031-09-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     73000 | PA      | $58257.29     | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Banff Merger Sub Inc                                 | Banff Merger Sub Inc 2021 USD Term Loan                                             | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    750546 | PA      | $717371.65    | 0.15%             | 2025-10-02      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| THETA CAPITAL PTE LTD                                | Theta Capital Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $150787.50    | 0.03%             | 2025-01-22      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                      | McDonald's Corp                                                                     | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    405000 | PA      | $393758.49    | 0.08%             | 2026-01-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (COFP)                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     20000 | OU      | $-1025.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $38278.34     | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                    | Kinder Morgan Inc                                                                   | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    517000 | PA      | $479318.71    | 0.10%             | 2033-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP LADDER CAPI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -130475 | PA      | $-130475.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218383.97    | 0.05%             | 2026-12-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1481685.40   | 0.31%             | 2027-07-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $731402.60    | 0.15%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                      | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $462110.00    | 0.10%             | 2028-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -380052 | PA      | $-380052.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                              | GLP Capital LP / GLP Financing II Inc                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $398093.63    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $248025.00    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                             | Blackstone Holdings Finance Co LLC                                                  | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    631000 | PA      | $635724.54    | 0.13%             | 2027-11-03      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ALTICE FRAN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -220125 | PA      | $-220125.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     67000 | PA      | $54093.12     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MASONITE INTERNATIONAL C                             | Masonite International Corp                                                         | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $93385.61     | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                             | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    249000 | PA      | $225345.00    | 0.05%             | 2026-01-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP CITIGROUP I                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |  -1342500 | PA      | $-1342500.00  | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                             | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV              | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    170000 | PA      | $157148.00    | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALTICE FRAN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -291555 | PA      | $-291555.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                 | Colombia Government International Bond                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $199600.00    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MEXICO UNI                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -180476 | PA      | $-180475.85   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                                | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283402.50    | 0.06%             | 2027-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MATTAMY GRO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -128106 | PA      | $-128106.25   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc.                                  | Galaxy US Opco Inc. Term Loan                                                       | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1089000 | PA      | $982822.50    | 0.20%             | 2029-04-29      | Variable      | 9.07%                 | 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        |    565000 | PA      | $526619.55    | 0.11%             | 2027-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BOOZ ALLEN                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -225760 | PA      | $-225760.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                             | Novelis Sheet Ingot GmbH                                                            | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $181843.68    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                              | Sasol Financing USA LLC                                                             | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161912.50    | 0.03%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1705000.00   | 0.35%             | 2026-02-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                | Carnival Holdings Bermuda Ltd                                                       | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1168282.18   | 0.24%             | 2028-05-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| TIBCO SOFTWARE INC.                                  | Tibco Software Inc. 2022 USD Term Loan                                              | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2054471 | PA      | $1831047.28   | 0.38%             | 2029-03-30      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                      | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     53253 | NS      | $1225351.53   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP BOOZ ALLEN                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -317199 | PA      | $-317198.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     71000 | PA      | $56274.23     | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    916000 | PA      | $771506.84    | 0.16%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP HERENS HOLD                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -293550 | PA      | $-293550.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $174074.18    | 0.04%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                        | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    158000 | PA      | $128651.50    | 0.03%             | 2029-05-01      | Fixed         | 3.63%                 | 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        |    692000 | PA      | $581544.63    | 0.12%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -152400 | PA      | $-152400.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Frontier Communications Corp.                        | Frontier Communications Corp. 2021 1st Lien Term Loan                               | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    745932 | PA      | $709970.49    | 0.15%             | 2028-05-01      | Floating      | 8.50%                 | No            | 2                  | On Loan: No      |
| METIS MERGER SUB LLC                                 | Metis Merger Sub LLC                                                                | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $104935.36    | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GOL FINANCE SA                                       | Gol Finance SA                                                                      | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $87037.50     | 0.02%             | 2025-01-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CABLE ONE I                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -185132 | PA      | $-185132.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CENTENE COR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -423400 | PA      | $-423400.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| DYCOM INDUSTRIES INC                                 | Dycom Industries Inc                                                                | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    119000 | PA      | $103576.93    | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP PRIME SECUR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -284800 | PA      | $-284800.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    238000 | PA      | $197644.56    | 0.04%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Medline Borrower, LP                                 | Medline Borrower, LP USD Term Loan B                                                | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2616541 | PA      | $2483044.76   | 0.51%             | 2028-10-23      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Ziggo Bond Co BV                                     | Ziggo Bond Co BV                                                                    | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    199000 | PA      | $185153.58    | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                      | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63147.11     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS                              | Vivo Energy Investments BV                                                          | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178225.00    | 0.04%             | 2027-09-24      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190330.42    | 0.04%             | 2033-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Fleetcor Technologies Operating Company, LLC         | Fleetcor Technologies Operating Company, LLC 2021 Term Loan B4                      | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    947184 | PA      | $936234.96    | 0.19%             | 2028-04-28      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| SLM CORP                                             | SLM Corp                                                                            | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    173000 | PA      | $147127.82    | 0.03%             | 2026-11-02      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    183000 | PA      | $141323.31    | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                                 | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    594000 | PA      | $539732.16    | 0.11%             | 2028-07-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY OPERATING                             | NextEra Energy Operating Partners LP                                                | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8367.30      | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Post Holdings Inc                                    | Post Holdings Inc                                                                   | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86070.12     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC               | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B                             | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1201781 | PA      | $1172169.23   | 0.24%             | 2025-08-21      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP LEVEL 3 FIN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -286302 | PA      | $-286302.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GOGO Intermediate Holdings LLC                       | GOGO Intermediate Holdings LLC Term Loan B                                          | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430541 | PA      | $426235.28    | 0.09%             | 2028-04-30      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHURCHILL D                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -563625 | PA      | $-563625.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Altice France S.A.                                   | Altice France S.A. 2018 Term Loan B13                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1317839 | PA      | $1222849.03   | 0.25%             | 2026-08-14      | Floating      | 8.65%                 | No            | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                  | Prestige Brands Inc                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    149000 | PA      | $122875.84    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SASU                                                                  | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1223000 | PA      | $1134276.05   | 0.24%             | 2026-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VICI PROPER                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -304808 | PA      | $-304807.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| AXALTA COATING SYSTEMS                               | Axalta Coating Systems LLC                                                          | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    447000 | PA      | $368848.83    | 0.08%             | 2029-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AIR CANADA                                           | Air Canada                                                                          | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    464000 | PA      | $410979.97    | 0.09%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OZLM Ltd                                             | OZLM VIII Ltd                                                                       | CUSIP: 67107FBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230072.40    | 0.05%             | 2029-10-17      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                       | CarVal CLO III Ltd                                                                  | CUSIP: 14686VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $432979.50    | 0.09%             | 2032-07-20      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                    | Clean Harbors Inc                                                                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236875.00    | 0.05%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP GLOBAL PAYM                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -577752 | PA      | $-577752.50   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                        | CUSIP: 3137BFXU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32011572 | PA      | $538034.50    | 0.11%             | 2024-12-25      | Variable      | 1.02%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                          | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      3533 | OU      | $-912.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1367000 | PA      | $1254256.55   | 0.26%             | 2027-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| SPECIALTY BUILDING PRODU                             | Specialty Building Products Holdings LLC / SBP Finance Corp                         | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $70048.92     | 0.01%             | 2026-09-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    713000 | PA      | $736799.94    | 0.15%             | 2030-09-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ARAMARK INTL FINANCE                                 | Aramark International Finance Sarl                                                  | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |    138000 | PA      | $141074.54    | 0.03%             | 2025-04-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                         | Enbridge Inc                                                                        | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1565000 | PA      | $1423803.81   | 0.30%             | 2078-03-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                | eG Global Finance PLC                                                               | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    252000 | PA      | $234769.06    | 0.05%             | 2025-10-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TRIVIUM PAC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -859675 | PA      | $-859675.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                                    | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    179000 | PA      | $166717.02    | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CALLON PETROLEUM CO                                  | Callon Petroleum Co                                                                 | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    599000 | PA      | $548085.00    | 0.11%             | 2030-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                               | Harvest Midstream I LP                                                              | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57266.40     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2020-1 B PTT                              | United Airlines 2020-1 Class B Pass Through Trust                                   | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38100 | PA      | $36247.78     | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ICON LUXEMBOURG SARL                                 | ICON LUXEMBOURG SARL                                                                | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | LU        |    287465 | PA      | $286352.71    | 0.06%             | 2028-07-03      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| IMPULSORA PIPELINE                                   | IMPULSORA PIPELINE                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1363802 | PA      | $1198484.09   | 0.25%             | 2042-12-31      | Fixed         | 6.05%                 | No            | 3                  | On Loan: No      |
| ADAPTHEALTH LLC                                      | AdaptHealth LLC                                                                     | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $22133.54     | 0.00%             | 2030-03-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93114.12     | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Trans Union, LLC                                     | Trans Union, LLC 2021 Term Loan B6                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1389113 | PA      | $1373679.66   | 0.28%             | 2028-12-01      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                 | Commercial Metals Co                                                                | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65244.49     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US 10YR ULTRA FUT MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       119 | NC      | $-165638.95   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -163660 | PA      | $-163660.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                   | Vodafone Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93842.03     | 0.02%             | 2080-08-27      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                       | CarVal CLO II Ltd                                                                   | CUSIP: 14686AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235424.23    | 0.05%             | 2032-04-20      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Tosca Services, LLC                                  | Tosca Services, LLC 2021 Term Loan                                                  | CUSIP: 89148PAF7<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |    576923 | PA      | $461538.24    | 0.10%             | 2027-08-18      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| TEMPO ACQUISITION LLC/FI                             | Tempo Acquisition LLC / Tempo Acquisition Finance Corp                              | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $163279.95    | 0.03%             | 2025-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hostess Brands, LLC                                  | Hostess Brands, LLC 2019 Term Loan                                                  | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |    817766 | PA      | $814356.36    | 0.17%             | 2025-08-03      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Illuminate Buyer, LLC                                | Illuminate Buyer, LLC 2021 Term Loan                                                | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    411224 | PA      | $393085.23    | 0.08%             | 2027-06-30      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.         | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan                         | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1192762 | PA      | $1064540.44   | 0.22%             | 2024-06-21      | Floating      | 8.61%                 | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                       | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     96000 | PA      | $86399.04     | 0.02%             | 2028-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Applied Materials Inc                                | Applied Materials Inc                                                               | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278646.51    | 0.06%             | 2025-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP IRON MOUNTA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -39401 | PA      | $-39401.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ARD FINANCE SA                                       | ARD Finance SA                                                                      | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    833484 | PA      | $579715.18    | 0.12%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BOXER PAREN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -338530 | PA      | $-338530.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                | Northrop Grumman Corp                                                               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $478540.74    | 0.10%             | 2045-04-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $15500.00     | 0.00%             | 2023-07-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc.                               | SS&C Technologies Inc. 2018 Term Loan B3                                            | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    556842 | PA      | $546557.29    | 0.11%             | 2025-04-16      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                             | Alexandria Real Estate Equities Inc                                                 | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    450000 | PA      | $341023.30    | 0.07%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                                 | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    378000 | PA      | $304290.00    | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                  | Charles Schwab Corp/The                                                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2260770.75   | 0.47%             | 2030-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SENSATA TEC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -286740 | PA      | $-286740.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Camelot U.S. Acquisition LLC                         | Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B                           | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1201731 | PA      | $1182202.63   | 0.24%             | 2026-10-30      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2017 1st Lien Term Loan                                     | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    353222 | PA      | $334300.05    | 0.07%             | 2027-01-29      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158747.54    | 0.03%             | 2036-11-03      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                | Guatemala Government Bond                                                           | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $191662.50    | 0.04%             | 2026-05-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LA FINAC ATALIAN SA                                  | La Financiere Atalian SASU                                                          | CUSIP: 000000000<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $73105.71     | 0.02%             | 2025-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Aptiv PLC                                            | Aptiv PLC                                                                           | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    240000 | PA      | $177653.44    | 0.04%             | 2046-10-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Jay Park CLO, Ltd.                                   | Jay Park CLO Ltd                                                                    | CUSIP: 47206VAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236810.98    | 0.05%             | 2027-10-20      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Sotera Health Holdings, LLC                          | Sotera Health Holdings, LLC 2021 Term Loan                                          | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    775228 | PA      | $713209.76    | 0.15%             | 2026-12-11      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                             | CQP Holdco LP / BIP-V Chinook Holdco LLC                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1194088.28   | 0.25%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                            | Sotheby's 2021 Term Loan B                                                          | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |   1206998 | PA      | $1174710.83   | 0.24%             | 2027-01-15      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| PUMA INTERNATIONAL FINAN                             | Puma International Financing SA                                                     | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $185000.00    | 0.04%             | 2024-10-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                           | Playa Resorts Holding B.V. 2022 Term Loan B                                         | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    226000 | PA      | $219927.38    | 0.05%             | 2029-01-05      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc.                               | GFL Environmental Inc. 2020 Term Loan                                               | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |    173747 | PA      | $173697.90    | 0.04%             | 2025-05-30      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                              | Transcontinental Gas Pipe Line Co LLC                                               | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $262710.85    | 0.05%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1852536.12   | 0.38%             | 2024-09-05      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| UNITED NATURAL FOODS INC                             | United Natural Foods Inc                                                            | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32668.05     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    361000 | PA      | $362718.36    | 0.08%             | 2026-02-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $130286.51    | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -211206 | PA      | $-211206.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261675.00    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DT MIDSTREA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -267840 | PA      | $-267840.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| APACHE CORP                                          | Apache Corp                                                                         | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    137000 | PA      | $110681.80    | 0.02%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                             | RRP ALTICE FINA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -844050 | PA      | $-844050.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| LCM Ltd Partnership                                  | LCM XIII LP                                                                         | CUSIP: 50184KBL1<br>LEI: 549300WD241FFLNM0E69 | Long             | ABS-CBDO         | CORP              | KY        |    527487 | PA      | $521397.94    | 0.11%             | 2027-07-19      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121266.86    | 0.03%             | 2029-04-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP LLOYDS BANK                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -322875 | PA      | $-322875.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| NORTHERN OIL AND GAS INC                             | Northern Oil and Gas Inc                                                            | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    873000 | PA      | $838249.36    | 0.17%             | 2028-03-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Chamberlain Group Inc                                | Chamberlain Group Inc Term Loan B                                                   | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1445435 | PA      | $1359908.44   | 0.28%             | 2028-11-03      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                                       | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     88000 | PA      | $69124.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -208075 | PA      | $-208075.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP GARTNER INC                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -205590 | PA      | $-205590.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Springs Windows Fashions, LLC                        | Springs Windows Fashions, LLC 2021 Term Loan B                                      | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    452205 | PA      | $368320.97    | 0.08%             | 2028-10-06      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ANHEUSER BU                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -728000 | PA      | $-728000.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP HEALTHEQUIT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -563200 | PA      | $-563200.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP EQUINIX INC                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -444244 | PA      | $-444243.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| AqGen Ascensus, Inc.                                 | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan                                        | CUSIP: 03836BAE9<br>LEI: 549300K5MHNFPEU2RK82 | Long             | LON              | CORP              | US        |    231012 | PA      | $200595.03    | 0.04%             | 2029-08-02      | Floating      | 11.31%                | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $249466.75    | 0.05%             | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP XPO ESCROW                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -100302 | PA      | $-100302.50   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -31657 | PA      | $-31657.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $408711.87    | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP DIAMONDBACK                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -748720 | PA      | $-748720.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP PETSMART LL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -444652 | PA      | $-444652.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1356000 | PA      | $984130.06    | 0.20%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                               | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    331000 | PA      | $320637.96    | 0.07%             | 2027-05-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   6900000 | PA      | $6639568.40   | 1.38%             | 2053-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment, LLC                          | Fertitta Entertainment, LLC 2022 Term Loan B                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1984208 | PA      | $1882775.64   | 0.39%             | 2029-01-27      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                  | White Cap Buyer LLC Term Loan B                                                     | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    779516 | PA      | $752513.18    | 0.16%             | 2027-10-19      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                   | Alternative Loan Trust 2005-54CB                                                    | CUSIP: 12668APP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060467 | PA      | $611856.21    | 0.13%             | 2035-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                                 | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14795.30     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Stars Group Holdings B.V. (The)                      | Stars Group Holdings B.V. (The) 2022 USD Term Loan B                                | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    622440 | PA      | $618898.32    | 0.13%             | 2028-07-22      | Variable      | 8.09%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $530815.95    | 0.11%             | 2026-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC            | Oryx Midstream Services Permian Basin LLC Term Loan B                               | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1481322 | PA      | $1461649.77   | 0.30%             | 2028-10-05      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -482275 | PA      | $-482275.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP TELECOM ITA                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -303480 | PA      | $-303480.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                                   | VICI Properties LP                                                                  | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    851000 | PA      | $787983.45    | 0.16%             | 2032-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CAESARS ENT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -854295 | PA      | $-854295.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     86000 | PA      | $77069.09     | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ICAHN ENTER                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -283650 | PA      | $-283650.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                          | SCDS: (TTMTIN)                                                                      | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |      9869 | OU      | $-1493.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP STAPLES INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -310819 | PA      | $-310818.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      4331 | OU      | $-1118.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LABL INC                                             | LABL Inc                                                                            | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    261000 | PA      | $227401.47    | 0.05%             | 2028-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| eResearchTechnology, Inc.                            | eResearchTechnology, Inc. 2020 1st Lien Term Loan                                   | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |   1546574 | PA      | $1360335.86   | 0.28%             | 2027-02-04      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| Rad CLO Ltd                                          | Rad CLO 17 Ltd                                                                      | CUSIP: 75009KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236471.35    | 0.05%             | 2035-10-20      | Floating      | 12.26%                | No            | 2                  | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    595000 | PA      | $506520.97    | 0.10%             | 2028-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mattel Inc                                           | Mattel Inc                                                                          | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    219000 | PA      | $189032.62    | 0.04%             | 2040-10-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SHIFT4 PAYM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -324328 | PA      | $-324327.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AME                             | Roller Bearing Co of America Inc                                                    | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    122000 | PA      | $105493.40    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HTA GROUP LTD                                        | HTA Group Ltd/Mauritius                                                             | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $183600.00    | 0.04%             | 2025-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                        | Peraton Corp. Term Loan B                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2253224 | PA      | $2196419.94   | 0.46%             | 2028-02-01      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CLEARWAY EN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -228882 | PA      | $-228882.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TK ELEVATOR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -278000 | PA      | $-278000.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                             | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    157000 | PA      | $125007.33    | 0.03%             | 2029-02-15      | Fixed         | 3.13%                 | 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        |    142000 | PA      | $117422.23    | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                                  | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    298000 | PA      | $436868.00    | 0.09%             | 2026-05-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                            | ONEOK Inc                                                                           | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258773.67    | 0.05%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                             | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                  | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30720.00     | 0.01%             | 2026-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SCIENCE APP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -207328 | PA      | $-207327.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| JAZZ SECURITIES DAC                                  | Jazz Securities DAC                                                                 | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $178230.00    | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SURGERY CEN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -534060 | PA      | $-534060.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NORTHERN OI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -704948 | PA      | $-704947.50   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP AVIS BUDGET                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -26865 | PA      | $-26865.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VIASAT INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -111090 | PA      | $-111090.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -570769 | PA      | $-570768.75   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                     | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43342.95     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VMED O2 UK                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -579818 | PA      | $-579817.50   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                    | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1550250.00   | 0.32%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BWAY HOLDIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -697728 | PA      | $-697727.50   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers CLO 32 Ltd                                           | CUSIP: 64132EAL0<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $382078.95    | 0.08%             | 2032-01-20      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ILIAD HOLDI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -668930 | PA      | $-668930.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                    | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12239257.75  | 2.54%             | 2024-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $278501.85    | 0.06%             | 2028-11-03      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| BANK OF COMMUNICATIONS                               | Bank of Communications Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $191000.00    | 0.04%             | 2025-11-18      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                          | CDS: (CMBX.NA.9.BBB-)                                                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |   2227000 | OU      | $-418339.60   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                         | ViaSat, Inc. Term Loan                                                              | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    791120 | PA      | $768129.70    | 0.16%             | 2029-03-02      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -871250 | PA      | $-871250.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                           | Restoration Hardware, Inc. 2022 Incremental Term Loan                               | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    363090 | PA      | $338693.98    | 0.07%             | 2028-10-20      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                               | CHL Mortgage Pass-Through Trust 2007-HY5                                            | CUSIP: 12544BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302900 | PA      | $271551.59    | 0.06%             | 2037-09-25      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    216000 | PA      | $162128.99    | 0.03%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GMR HYDERABAD INTERNATIO                             | GMR Hyderabad International Airport Ltd                                             | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $172100.00    | 0.04%             | 2027-10-27      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                               | Egypt Government International Bond                                                 | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $122000.00    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                               | Mexico City Airport Trust                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $154000.00    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                      | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92675.25     | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Emerald TopCo Inc                                    | Emerald TopCo Inc Term Loan                                                         | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   1076639 | PA      | $983778.96    | 0.20%             | 2026-07-24      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| MEDCO BELL PTE LTD                                   | Medco Bell Pte Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $224375.00    | 0.05%             | 2027-01-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $368548.00    | 0.08%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd                                    | Trimaran Cavu 2021-1 Ltd                                                            | CUSIP: 89624NAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227623.08    | 0.05%             | 2032-04-23      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| SIX FLAGS THEME PARKS                                | Six Flags Theme Parks Inc                                                           | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    269000 | PA      | $270832.42    | 0.06%             | 2025-07-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    324000 | PA      | $252774.83    | 0.05%             | 2031-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                            | Atlas CC Acquisition Corp Term Loan C                                               | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    252487 | PA      | $211548.46    | 0.04%             | 2028-05-25      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                               | Williams Scotsman International Inc                                                 | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    403000 | PA      | $398970.00    | 0.08%             | 2025-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                       | Constellium SE                                                                      | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    588000 | PA      | $566402.76    | 0.12%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                             | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    685000 | PA      | $661025.00    | 0.14%             | 2025-10-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                     | Ventas Realty LP                                                                    | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $630463.81    | 0.13%             | 2026-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ITT HOLDING                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -280402 | PA      | $-280402.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -189638 | PA      | $-189637.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| API GROUP DE INC                                     | APi Group DE Inc                                                                    | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86685.56     | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    157000 | PA      | $129163.90    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Apidos CLO                                           | Apidos CLO XXVI                                                                     | CUSIP: 03766GAL6<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $444452.94    | 0.09%             | 2029-07-18      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| KENBOURNE INVEST SA                                  | Kenbourne Invest SA                                                                 | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $259754.69    | 0.05%             | 2024-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TICP CLO Ltd                                         | TICP CLO VII Ltd                                                                    | CUSIP: 87248UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223437.68    | 0.05%             | 2033-04-15      | Floating      | 11.13%                | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP BROADCOM CO                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -534000 | PA      | $-534000.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ORGANON + C                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -334375 | PA      | $-334375.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    629000 | PA      | $611720.02    | 0.13%             | 2024-01-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -531885 | PA      | $-531885.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    457000 | PA      | $401826.39    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SOPHIA, L.P.                                         | Sophia, L.P. 2021 Term Loan B                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    746361 | PA      | $718842.99    | 0.15%             | 2027-10-07      | Floating      | 8.23%                 | 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        |    116000 | PA      | $85538.40     | 0.02%             | 2029-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                        | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $945830.37    | 0.20%             | 2028-03-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US LONG BOND(CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -148 | NC      | $81720.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAFTECH FINANCE INC                                 | GrafTech Finance Inc                                                                | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    136000 | PA      | $111686.28    | 0.02%             | 2028-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                   | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    172000 | PA      | $149468.00    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $112631.65    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EARTHSTONE ENERGY HOL                                | Earthstone Energy Holdings LLC                                                      | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334827.50    | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                   | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1185000 | PA      | $1094284.35   | 0.23%             | 2025-12-29      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BWAY Holding Company                                 | BWAY Holding Company 2017 Term Loan B                                               | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   1045764 | PA      | $1019765.95   | 0.21%             | 2024-04-03      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SERVICE COR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -187059 | PA      | $-187058.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    364000 | PA      | $347893.00    | 0.07%             | 2027-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                  | Altice Financing SA USD 2017 1st Lien Term Loan                                     | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    524842 | PA      | $503848.22    | 0.10%             | 2026-01-31      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP HILTON DOME                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -429000 | PA      | $-429000.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTUNE STAR BVI LTD                                 | Fortune Star BVI Ltd                                                                | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188000.00    | 0.04%             | 2023-07-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                                 | Country Garden Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $149600.00    | 0.03%             | 2024-04-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                      | CoreLogic, Inc. Term Loan                                                           | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1811399 | PA      | $1505725.04   | 0.31%             | 2028-06-02      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    129000 | PA      | $106680.42    | 0.02%             | 2031-11-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48195.00     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $220999.20    | 0.05%             | 2028-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CDK GLOBAL                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -490342 | PA      | $-490342.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                              | Equate Petrochemical BV                                                             | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190850.00    | 0.04%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KANE BIDCO LTD                                       | Kane Bidco Ltd                                                                      | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $100342.86    | 0.02%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| William Morris Endeavor Entertainment, LLC           | William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan                  | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |   1602578 | PA      | $1564917.00   | 0.32%             | 2025-05-18      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 31418NAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       307 | PA      | $308.41       | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103887.76    | 0.02%             | 2027-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    377000 | PA      | $322701.27    | 0.07%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SPRINT LLC                                           | Sprint LLC                                                                          | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    506000 | PA      | $532466.84    | 0.11%             | 2026-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -574795 | PA      | $-574795.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                              | Garfunkelux Holdco 3 SA                                                             | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $93932.04     | 0.02%             | 2025-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group Inc.                       | Sinclair Television Group Inc. 2022 Term Loan B4                                    | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    801970 | PA      | $760468.05    | 0.16%             | 2029-04-21      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco, LLC                                 | KKR Apple Bidco, LLC 2021 Term Loan                                                 | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    243540 | PA      | $239847.93    | 0.05%             | 2028-09-23      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $190474.25    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GREENKO MAURITIUS LTD                                | Greenko Mauritius Ltd                                                               | CUSIP: 000000000<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $198500.00    | 0.04%             | 2023-02-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP MGIC INVEST                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -145081 | PA      | $-145081.25   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                     | Vmed O2 UK Financing I PLC                                                          | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93939.05     | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp                                  | Meritage Homes Corp                                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47010.39     | 0.01%             | 2027-06-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Connect Finco Sarl                                   | Connect Finco Sarl 2021 Term Loan B                                                 | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   3093673 | PA      | $3053703.07   | 0.63%             | 2026-12-11      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| CHROME BIDCO SASU                                    | Chrome Bidco SASU                                                                   | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $89650.14     | 0.02%             | 2028-05-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP FAIR ISAAC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -272212 | PA      | $-272212.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                  | Sprint Capital Corp                                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    919000 | PA      | $1093701.90   | 0.23%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| IPS CORPORATION                                      | IPS Corporation 2021 Term Loan                                                      | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    257357 | PA      | $228726.42    | 0.05%             | 2028-10-02      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 3140QGSN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1714860 | PA      | $1605515.28   | 0.33%             | 2051-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $329898.24    | 0.07%             | 2029-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                        | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    253000 | PA      | $198723.91    | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                              | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                          | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |     70000 | PA      | $56000.00     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 6 Ltd                                                                  | CUSIP: 37148JAJ2<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $664406.33    | 0.14%             | 2035-01-22      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    339000 | PA      | $313669.27    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHONG HING BANK LTD                                  | Chong Hing Bank Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300UE27D3HDTZET39 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $235906.25    | 0.05%             | 2024-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                     | IRB Holding Corp 2020 Term Loan B                                                   | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   1205907 | PA      | $1193655.27   | 0.25%             | 2025-02-05      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                               | Aramark Services, Inc. 2021 Term Loan B                                             | CUSIP: 03852JAS0<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    383187 | PA      | $377055.79    | 0.08%             | 2028-04-06      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TRANSDIGM I                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -329040 | PA      | $-329040.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VENTURE GLO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -623408 | PA      | $-623407.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic Services Inc                                | Republic Services Inc                                                               | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698782.61    | 0.14%             | 2027-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $381.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                 | Taylor Morrison Communities Inc                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235229.71    | 0.05%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP APACHE CORP                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -207802 | PA      | $-207802.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                   | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      7206 | OU      | $-1861.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                     | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846634.83    | 0.18%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| AETHON UN/AETHIN UN FIN                              | Aethon United BR LP / Aethon United Finance Corp                                    | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $722136.75    | 0.15%             | 2026-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Texas Competitive Electric HOL Corp Bond             | Texas Competitive Electric HOL Corp Bond                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $0.08         | 0.00%             | 2021-11-10      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                           | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28184.40     | 0.01%             | 2025-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Company, Inc.              | Hilton Domestic Operating Company, Inc. 2019 Term Loan B2                           | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   1057363 | PA      | $1053154.70   | 0.22%             | 2026-06-22      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                             | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    499000 | PA      | $484858.34    | 0.10%             | 2030-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GRUENENTHAL GMBH                                     | Gruenenthal GmbH                                                                    | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96072.84     | 0.02%             | 2028-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                              | Big River Steel LLC / BRS Finance Corp                                              | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1031801.97   | 0.21%             | 2029-01-31      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                              | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $259464.33    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CHAMPION PATH HOLDINGS                               | Champion Path Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |    232000 | PA      | $199520.00    | 0.04%             | 2026-01-27      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2194625 | PA      | $-2194625.00  | -0.45%            |  |  |  | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $676011.88    | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $308099.32    | 0.06%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp                                  | SoftBank Group Corp                                                                 | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100087.03    | 0.02%             | 2025-07-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP PETROLEOS M                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -83140 | PA      | $-83140.26    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| COLGATE ENERGY PARTNERS                              | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    509000 | PA      | $493750.24    | 0.10%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| I-Logic Technologies Bidco Limited                   | I-Logic Technologies Bidco Limited 2021 USD Term Loan B                             | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    206521 | PA      | $202648.56    | 0.04%             | 2028-02-16      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -379952 | PA      | $-379952.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                     | Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan                            | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   1005808 | PA      | $940219.49    | 0.19%             | 2028-11-01      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Argent Securities Inc.                               | Argent Securities Trust 2006-W5                                                     | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4243799 | PA      | $2787791.85   | 0.58%             | 2036-06-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                   | AVSC Holding Corp. 2020 Term Loan B1                                                | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    654355 | PA      | $598493.01    | 0.12%             | 2025-03-03      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    273000 | PA      | $240403.68    | 0.05%             | 2031-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP KINDER MORG                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -451082 | PA      | $-451082.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    899000 | PA      | $879757.57    | 0.18%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    487000 | PA      | $392502.52    | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP REPUBLIC SE                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -670312 | PA      | $-670312.50   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| WABASH NATIONAL CORP                                 | Wabash National Corp                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    220000 | PA      | $187348.90    | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TEMPUR SEALY INTL INC                                | Tempur Sealy International Inc                                                      | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $113828.63    | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 31 LTD                   | Octagon Investment Partners 31 Ltd                                                  | CUSIP: 67576CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $433312.15    | 0.09%             | 2030-07-20      | Floating      | 10.54%                | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ORACLE CORP                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -532325 | PA      | $-532325.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -686594 | PA      | $-686593.75   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Elanco Animal Health Incorporated                    | Elanco Animal Health Incorporated Term Loan B                                       | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    609150 | PA      | $583925.35    | 0.12%             | 2027-08-01      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| CDI ESCROW ISSUER INC                                | CDI Escrow Issuer Inc                                                               | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $619432.53    | 0.13%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                  | NuStar Logistics LP                                                                 | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156953.88    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    280000 | PA      | $237122.44    | 0.05%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                             | Comision Federal de Electricidad                                                    | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197662.50    | 0.04%             | 2024-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    147000 | PA      | $122193.75    | 0.03%             | 2030-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    371000 | PA      | $247227.70    | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80935.68     | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP MOZART DEBT                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -737019 | PA      | $-737018.75   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                             | BX Trust 2022-VAMF                                                                  | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1145870.52   | 0.24%             | 2039-01-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -900720 | PA      | $-900720.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CHS COMMUNI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -347156 | PA      | $-347156.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLIED WORLD ASSURANCE                               | Allied World Assurance Co Holdings Ltd                                              | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    360000 | PA      | $344721.02    | 0.07%             | 2025-10-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    130000 | PA      | $118137.50    | 0.02%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     97000 | PA      | $76023.75     | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                | Nabors Industries Ltd                                                               | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    199000 | PA      | $187537.39    | 0.04%             | 2026-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Ascent Resources - Utica                             | Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan                              | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |    330000 | PA      | $347820.00    | 0.07%             | 2025-11-01      | Floating      | 12.94%                | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CLARIOS GLO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -2083070 | PA      | $-2083070.00  | -0.43%            |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1875319.88   | 0.39%             | 2053-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO III Ltd                                 | Whitebox CLO III Ltd                                                                | CUSIP: 96467HAJ5<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233838.93    | 0.05%             | 2034-10-15      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                    | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    161000 | PA      | $151272.38    | 0.03%             | 2030-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Corp.                    | Mavis Tire Express Services Corp. 2021 Term Loan B                                  | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   1270912 | PA      | $1210086.63   | 0.25%             | 2028-05-04      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                           | LABL, Inc. 2021 USD 1st Lien Term Loan                                              | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    607860 | PA      | $575357.73    | 0.12%             | 2028-10-29      | Floating      | 9.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP MPT OPERATI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -223125 | PA      | $-223125.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                              | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $344913.84    | 0.07%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    161000 | PA      | $120785.87    | 0.03%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    348000 | PA      | $331469.40    | 0.07%             | 2028-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-CIP                                               | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $964890.60    | 0.20%             | 2038-12-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $138505.68    | 0.03%             | 2024-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                 | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     90000 | PA      | $73255.81     | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa Government International Bond                              | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000 | PA      | $160252.50    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                                 | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    185000 | PA      | $155353.75    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    754000 | PA      | $645167.01    | 0.13%             | 2033-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                          | Gulf Stream Meridian 1 Ltd                                                          | CUSIP: 402564AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $216739.70    | 0.04%             | 2033-04-15      | Floating      | 10.53%                | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP AMERICAN AI                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -693499 | PA      | $-693498.75   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BROADCOM IN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -130862 | PA      | $-130862.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SENSATA TEC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -200661 | PA      | $-200661.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI                             | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $310588.90    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Eagle Broadband Investments LLC                      | Eagle Broadband Investments LLC Term Loan                                           | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    573305 | PA      | $548222.96    | 0.11%             | 2027-11-12      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -294000 | PA      | $-294000.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                        | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79339.12     | 0.02%             | 2024-10-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP LCPR SENIOR                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -597120 | PA      | $-597120.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -396506 | PA      | $-396506.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALLIED WORL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -324900 | PA      | $-324900.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    295000 | PA      | $256178.00    | 0.05%             | 2026-08-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    237000 | PA      | $224610.91    | 0.05%             | 2030-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    122000 | PA      | $103344.17    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHOBANI LLC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -745500 | PA      | $-745500.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| PUG LLC                                              | PUG LLC USD Term Loan                                                               | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1435035 | PA      | $1181507.27   | 0.24%             | 2027-02-12      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                          | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964572.27    | 0.20%             | 2028-11-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1482581.50   | 0.31%             | 2027-08-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                           | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    437000 | PA      | $416592.10    | 0.09%             | 2027-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corporation                          | Epicor Software Corporation 2020 2nd Lien Term Loan                                 | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    296000 | PA      | $291116.00    | 0.06%             | 2028-07-31      | Floating      | 12.13%                | No            | 2                  | On Loan: No      |
| ARCONIC CORP                                         | Arconic Corp                                                                        | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    378000 | PA      | $354664.19    | 0.07%             | 2028-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| DUN & BRADSTREET CORP                                | Dun & Bradstreet Corp/The                                                           | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    503000 | PA      | $430448.80    | 0.09%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                              | Summer BC Holdco B SARL                                                             | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $90051.56     | 0.02%             | 2026-10-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP BALL CORPOR                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -288876 | PA      | $-288876.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -285188 | PA      | $-285187.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7179.59      | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MPT OPERATI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -635775 | PA      | $-635775.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                     | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    366000 | PA      | $332147.20    | 0.07%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -137520 | PA      | $-137520.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                   | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     57000 | PA      | $49397.12     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -500120 | PA      | $-500120.18   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CELESTIAL S                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -342370 | PA      | $-342370.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman CLO XX Ltd                                                         | CUSIP: 64130UAN2<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    790000 | PA      | $686067.84    | 0.14%             | 2034-07-15      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| Pregis TopCo Corporation                             | Pregis TopCo Corporation 1st Lien Term Loan                                         | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    135409 | PA      | $131380.20    | 0.03%             | 2026-07-31      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| CONDOR MERGER SUB INC                                | Condor Merger Sub Inc                                                               | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    786000 | PA      | $631968.29    | 0.13%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    169000 | PA      | $129106.06    | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    624000 | PA      | $507817.44    | 0.11%             | 2029-10-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP ANTHEM INC                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -900000 | PA      | $-900000.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141045.45    | 0.03%             | 2024-10-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16667.70     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VICI PROPER                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -269325 | PA      | $-269325.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SWF ESCROW ISSUER CORP                               | SWF Escrow Issuer Corp                                                              | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $191218.50    | 0.04%             | 2029-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP LEVEL 3 FIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -577821 | PA      | $-577821.25   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ALTICE FINA                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -241448 | PA      | $-241447.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                   | Alliant Holdings Intermediate, LLC 2021 Term Loan B4                                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2124113 | PA      | $2073282.98   | 0.43%             | 2027-11-06      | Floating      | 7.85%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $278901.25    | 0.06%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210523.44    | 0.04%             | 2027-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                     | ITT Holdings LLC                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    343000 | PA      | $288854.02    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Advisor Group, Inc.                                  | Advisor Group, Inc. 2021 Term Loan                                                  | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    914794 | PA      | $893168.29    | 0.19%             | 2026-07-31      | Floating      | 8.88%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                | Avantor Funding, Inc. 2021 Term Loan B5                                             | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   1410609 | PA      | $1401990.19   | 0.29%             | 2027-11-08      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    133000 | PA      | $117481.77    | 0.02%             | 2029-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -559446 | PA      | $-559446.25   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Barracuda Networks, Inc.                             | Barracuda Networks, Inc. 2022 Term Loan                                             | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    333000 | PA      | $320559.12    | 0.07%             | 2029-08-15      | Variable      | 8.59%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     94000 | PA      | $100436.18    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Helios Software Holdings, Inc.                       | Helios Software Holdings, Inc. 2021 USD Term Loan B                                 | CUSIP: 42328DAF5<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |    613343 | PA      | $600566.93    | 0.12%             | 2028-03-11      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| ZF FINANCE GMBH                                      | ZF Finance GmbH                                                                     | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98348.83     | 0.02%             | 2025-09-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                              | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    672000 | PA      | $826560.00    | 0.17%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    477000 | PA      | $388950.57    | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                 | Teva Pharmaceutical Finance Netherlands II BV                                       | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $105024.48    | 0.02%             | 2025-01-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP HALLIBURTON                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |     -2752 | PA      | $-2752.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                              | Penske Automotive Group Inc                                                         | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    214000 | PA      | $198604.76    | 0.04%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    785000 | PA      | $528514.34    | 0.11%             | 2050-04-01      | Fixed         | 3.60%                 | 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        |    459000 | PA      | $410648.94    | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VALLOUREC SA                                         | Vallourec SA                                                                        | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $26236.13     | 0.01%             | 2026-06-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V           | Axalta Coating Systems Dutch Holding B B.V 2022 USD Term Loan B                     | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    578000 | PA      | $578000.00    | 0.12%             | 2029-12-20      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    203000 | PA      | $207101.01    | 0.04%             | 2025-07-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AMERICAN TO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -220150 | PA      | $-220150.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CATALENT PH                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -225541 | PA      | $-225541.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMSCOPE TECH LLC                                   | CommScope Technologies LLC                                                          | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    713000 | PA      | $648830.00    | 0.13%             | 2025-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $250836.56    | 0.05%             | 2026-03-09      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC                | Charter Communications Operating, LLC 2019 Term Loan B1                             | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    604285 | PA      | $600224.33    | 0.12%             | 2025-04-30      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    958000 | PA      | $905925.74    | 0.19%             | 2026-01-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                             | Corp Financiera de Desarrollo SA                                                    | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    219000 | PA      | $211307.63    | 0.04%             | 2025-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MINERVA MER                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -98714 | PA      | $-98713.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2021 Second Lien Term Loan B4                                           | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    646000 | PA      | $499267.56    | 0.10%             | 2029-01-20      | Floating      | 9.63%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XVII Ltd                                                       | CUSIP: 55818YBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $469277.10    | 0.10%             | 2030-07-21      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $88635.00     | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP PICASSO FIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -370256 | PA      | $-370256.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co Inc                             | Crown Cork & Seal Co Inc                                                            | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35003.34     | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -416512 | PA      | $-416512.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                  | Station Casinos LLC 2020 Term Loan B                                                | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1027986 | PA      | $1001752.10   | 0.21%             | 2027-02-08      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CROWN AMERI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -332310 | PA      | $-332310.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Vertiv Group Corporation                             | Vertiv Group Corporation 2021 Term Loan B                                           | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1232408 | PA      | $1186709.92   | 0.25%             | 2027-03-02      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP HERTZ CORPO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -60095 | PA      | $-60095.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     91000 | PA      | $76553.75     | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     81000 | PA      | $72474.02     | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Graham Holdings Co                                   | Graham Holdings Co                                                                  | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137564.00    | 0.03%             | 2026-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    345000 | PA      | $354522.00    | 0.07%             | 2029-01-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    671000 | PA      | $584612.11    | 0.12%             | 2029-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AVIENT CORP                                          | Avient Corp                                                                         | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160315.24    | 0.03%             | 2030-08-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    262000 | PA      | $247590.00    | 0.05%             | 2027-08-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    870000 | PA      | $761250.00    | 0.16%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MINERALS TECHNOLOGIES IN                             | Minerals Technologies Inc                                                           | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    169000 | PA      | $150511.40    | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Equinox Holdings, Inc.                               | Equinox Holdings, Inc. 2017 1st Lien Term Loan                                      | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |   1987097 | PA      | $1487839.22   | 0.31%             | 2024-03-08      | Floating      | 7.73%                 | No            | 2                  | On Loan: No      |
| NEW GOLD INC                                         | New Gold Inc                                                                        | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $478267.00    | 0.10%             | 2027-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                             | Endeavor Energy Resources LP / EER Finance Inc                                      | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |    386000 | PA      | $369602.72    | 0.08%             | 2028-01-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| McAfee, LLC                                          | McAfee, LLC 2022 USD Term Loan B                                                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1637895 | PA      | $1520605.34   | 0.32%             | 2029-03-01      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                     | Gates Global LLC 2021 Term Loan B3                                                  | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   1207707 | PA      | $1180122.60   | 0.24%             | 2027-03-31      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                            | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    752000 | PA      | $619471.08    | 0.13%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP TRIVIUM PAC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1050881 | PA      | $-1050881.25  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                            | Zayo Group Holdings, Inc. USD Term Loan                                             | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2341681 | PA      | $1890228.54   | 0.39%             | 2027-03-09      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                | American Airlines Inc                                                               | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    609000 | PA      | $653212.94    | 0.14%             | 2025-07-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Dealer Tire Financial, LLC                           | Dealer Tire Financial, LLC Term Loan B2                                             | CUSIP: 000000000<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    829542 | PA      | $817514.13    | 0.17%             | 2027-12-14      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Zurn Holdings, Inc.                                  | Zurn Holdings, Inc. 2021 Term Loan B                                                | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |    441450 | PA      | $439795.02    | 0.09%             | 2028-10-04      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ROCKCLIFF E                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -278509 | PA      | $-278508.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                             | New Enterprise Stone & Lime Co Inc                                                  | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35109.71     | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |     10152 | OU      | $-1536.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -246102 | PA      | $-246102.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CENTURYLINK                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -756585 | PA      | $-756585.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                                 | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51973.70     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP POST HOLDIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -82748 | PA      | $-82747.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                           | Restoration Hardware, Inc. Term Loan B                                              | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    314504 | PA      | $288635.85    | 0.06%             | 2028-10-20      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ONEOK INC 4                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -239050 | PA      | $-239050.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                             | International Consolidated Airlines Group SA                                        | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $97444.88     | 0.02%             | 2025-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                               | MGM China Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $231531.25    | 0.05%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CONSOLIDATE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -329700 | PA      | $-329700.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    104000 | PA      | $86751.56     | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186580.00    | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions Inc.                       | CCC Intelligent Solutions Inc. Term Loan                                            | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    726660 | PA      | $719393.40    | 0.15%             | 2028-09-21      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US 10YR NOTE (CBT)MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -618 | NC      | $524987.49    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    381000 | PA      | $298368.72    | 0.06%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP VOYA FINANC                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2559375 | PA      | $-2559375.00  | -0.53%            |  |  |  | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                               | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $407204.49    | 0.08%             | 2026-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     54000 | PA      | $53474.04     | 0.01%             | 2024-05-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                                 | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     89000 | PA      | $83771.25     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP PICARD MIDC                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1423406 | PA      | $-1423406.25  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| PILGRIM'S PRIDE CORP                                 | Pilgrim's Pride Corp                                                                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136937.50    | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp.                           | Gainwell Acquisition Corp. Term Loan B                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1488718 | PA      | $1393811.84   | 0.29%             | 2027-10-01      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| Medallion Midland Acquisition, LLC                   | Medallion Midland Acquisition, LLC 2021 Term Loan                                   | CUSIP: 58404BAD7<br>LEI: 549300QCYU94ZA2ELG48 | Long             | LON              | CORP              | US        |    896211 | PA      | $886405.98    | 0.18%             | 2028-10-18      | Floating      | 8.59%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -453764 | PA      | $-453763.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                     | Peruvian Government International Bond                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     97000 | PA      | $80194.75     | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                                                | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94356.12     | 0.02%             | 2031-01-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    281000 | PA      | $235093.03    | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                       | Barings CLO Ltd 2017-I                                                              | CUSIP: 06760BAL6<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237313.63    | 0.05%             | 2029-07-18      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38089.36     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                 | Howmet Aerospace Inc                                                                | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4944.20      | 0.00%             | 2024-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                            | CUSIP: 595017AD6<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $93457.96     | 0.02%             | 2025-02-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                      | Benefit Street Partners CLO II Ltd                                                  | CUSIP: 08179XAW5<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |    267266 | PA      | $264864.42    | 0.05%             | 2029-07-15      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP EQM MIDSTRE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -312585 | PA      | $-312585.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                  | Suzano Austria GmbH                                                                 | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     71000 | PA      | $55291.25     | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    222000 | PA      | $181615.98    | 0.04%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CDI ESCROW                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -490145 | PA      | $-490145.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                  | LBM Acquisition LLC                                                                 | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     37000 | PA      | $23545.01     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COHERENT CORP                                        | Coherent Corp                                                                       | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    495000 | PA      | $426902.85    | 0.09%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                 | Paraguay Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $171725.00    | 0.04%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC 2nd Lien Term Loan                                                  | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    861064 | PA      | $677278.50    | 0.14%             | 2030-01-24      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| TERVITA CORP                                         | Tervita Corp                                                                        | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    114000 | PA      | $122557.82    | 0.03%             | 2025-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Avaya Holdings Corp                                  | Avaya Holdings Corp                                                                 | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        19 | NS      | $3.72         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                               | Cidron Aida Finco Sarl                                                              | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $91255.82     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                          | Jazz Financing Lux S.a.r.l. USD Term Loan                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1077984 | PA      | $1067031.73   | 0.22%             | 2028-05-05      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -5906598 | PA      | $-5906598.06  | -1.22%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP STANDARD IN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -143550 | PA      | $-143550.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Sri Lanka                                | Sri Lanka Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $58750.00     | 0.01%             | 2024-03-14      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2021 2nd Lien Term Loan B3                                              | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    364000 | PA      | $282402.12    | 0.06%             | 2028-01-31      | Floating      | 9.63%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP TRANSDIGM I                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -204000 | PA      | $-204000.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP PETROLEOS M                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -92566 | PA      | $-92566.21    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RITCHIE BROS AUCTIONEERS                             | Ritchie Bros Auctioneers Inc                                                        | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $183727.50    | 0.04%             | 2025-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTL LTD                                 | Weatherford International Ltd                                                       | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      7000 | PA      | $7140.31      | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                             | Virgin Media Vendor Financing Notes IV DAC                                          | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    754000 | PA      | $659076.89    | 0.14%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Verscend Holding Corp.                               | Verscend Holding Corp. 2021 Term Loan B                                             | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1261214 | PA      | $1250632.08   | 0.26%             | 2025-08-27      | Floating      | 8.38%                 | No            | 2                  | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-XL2                                               | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454090 | PA      | $436436.88    | 0.09%             | 2038-10-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ARDAGH META                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -728460 | PA      | $-728460.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Aruba Investments, Inc.                              | Aruba Investments, Inc. 2020 USD Term Loan                                          | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    335902 | PA      | $325546.19    | 0.07%             | 2027-11-24      | Floating      | 8.14%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                     | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $308926.86    | 0.06%             | 2030-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP NEXTERA ENE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -141738 | PA      | $-141737.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                     | COLT 2022-7 Mortgage Loan Trust                                                     | CUSIP: 12663GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2372424 | PA      | $2329800.70   | 0.48%             | 2067-04-25      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                               | Diamondback Energy Inc                                                              | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    784000 | PA      | $795733.41    | 0.16%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1617261.44   | 0.34%             | 2028-09-15      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc. 2020 Term Loan F                                                    | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    848944 | PA      | $837551.60    | 0.17%             | 2025-12-09      | Floating      | 6.98%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                               | UnitedHealth Group Inc                                                              | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1437013.14   | 0.30%             | 2025-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    229000 | PA      | $226797.02    | 0.05%             | 2024-11-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $281716.47    | 0.06%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| RVR Dealership Holdings, LLC                         | RVR Dealership Holdings, LLC Term Loan B                                            | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296160 | PA      | $271972.94    | 0.06%             | 2028-02-08      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                 | Telefonica Europe BV                                                                | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109185.85    | 0.02%             | 2028-08-23      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| GATES GLOBAL/GATES CORP                              | Gates Global LLC / Gates Corp                                                       | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416000 | PA      | $401440.00    | 0.08%             | 2026-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLARIVATE S                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -377098 | PA      | $-377097.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BELLIS ACQUISITION CO PL                             | Bellis Acquisition Co PLC                                                           | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98166.75     | 0.02%             | 2026-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                 | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    253000 | PA      | $222956.25    | 0.05%             | 2025-02-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MILLENNIUM CORP CLAIM                                | MILLENNIUM CORP CLAIM                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    861100 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CAESARS RES                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -385388 | PA      | $-385387.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXIX LTD                                                       | CUSIP: 55820EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $225504.65    | 0.05%             | 2030-10-18      | Floating      | 9.89%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS INC                                  | Shift4 Payments Inc                                                                 | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $172368.75    | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP UPC BROADBA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -313739 | PA      | $-313738.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Caesars Resort Collection, LLC                       | Caesars Resort Collection, LLC 2020 Term Loan B1                                    | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    202399 | PA      | $201709.00    | 0.04%             | 2025-07-21      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SRS DISTRIB                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -259539 | PA      | $-259538.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                 | BlueMountain CLO XXVIII Ltd                                                         | CUSIP: 09630PAJ2<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $454782.85    | 0.09%             | 2034-04-15      | Floating      | 6.98%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                             | Option Care Health, Inc. 2021 Term Loan B                                           | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    448855 | PA      | $445039.74    | 0.09%             | 2028-10-27      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                              | Iron Mountain Information Management Services Inc                                   | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    230000 | PA      | $191061.11    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2013-IV Ltd                                                            | CUSIP: 12549FBR9<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $232785.38    | 0.05%             | 2031-04-27      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -928880 | PA      | $-928880.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                              | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    488000 | PA      | $372141.30    | 0.08%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -355500 | PA      | $-355500.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305024.86    | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                             | American Water Capital Corp                                                         | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $861036.87    | 0.18%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc                                                                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5693000 | PA      | $5614379.67   | 1.16%             | 2026-03-15      | Fixed         | 6.25%                 | 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        |    178000 | PA      | $148775.12    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29707.56     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Organon & Co                                         | Organon & Co USD Term Loan                                                          | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    906583 | PA      | $896384.28    | 0.19%             | 2028-06-02      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding, LLC                        | Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan                           | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    792000 | PA      | $750420.00    | 0.16%             | 2028-04-07      | Floating      | 11.13%                | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                    | Polaris Newco LLC USD Term Loan B                                                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    888741 | PA      | $809074.29    | 0.17%             | 2028-06-02      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -255484 | PA      | $-255483.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP AMERICAN BU                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -232879 | PA      | $-232878.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                 | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $378865.77    | 0.08%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CARNIVAL HO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -893330 | PA      | $-893330.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| Severin Acquisition, LLC                             | Severin Acquisition, LLC 2018 Term Loan B                                           | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |    960222 | PA      | $952117.66    | 0.20%             | 2025-08-01      | Variable      | 7.09%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO V Ltd                                    | Elmwood CLO V Ltd                                                                   | CUSIP: 29003BAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    436000 | PA      | $406623.98    | 0.08%             | 2034-10-20      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CHILE (REPU                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -157690 | PA      | $-157690.25   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JELD-WEN INC                                         | JELD-WEN Inc                                                                        | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    146000 | PA      | $136560.29    | 0.03%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Nomad Foods Europe Midco Limited                     | Nomad Foods Europe Midco Limited 2022 Term Loan B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    426089 | PA      | $424312.70    | 0.09%             | 2029-11-12      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                       | Transocean Inc                                                                      | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    171000 | PA      | $171427.50    | 0.04%             | 2027-01-30      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDI                                     | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $314223.24    | 0.07%             | 2031-06-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.             | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan                   | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    498447 | PA      | $336865.54    | 0.07%             | 2026-05-29      | Floating      | 9.73%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection, LLC                       | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                            | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    895247 | PA      | $892409.32    | 0.18%             | 2024-12-23      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP WEATHERFORD                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -228042 | PA      | $-228042.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| WOOF Holdings, Inc                                   | WOOF Holdings, Inc 1st Lien Term Loan                                               | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225975 | PA      | $212039.12    | 0.04%             | 2027-12-21      | Floating      | 8.10%                 | No            | 2                  | On Loan: No      |
| Research Now Group, Inc.                             | Research Now Group, Inc. 2017 1st Lien Term Loan                                    | CUSIP: 76100LAH5<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2024-12-20      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                             | Rockies Express Pipeline LLC                                                        | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45764.85     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                          | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    304000 | PA      | $241179.92    | 0.05%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                              | Starwood Property Trust Inc                                                         | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     77000 | PA      | $67380.81     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    183000 | PA      | $163843.56    | 0.03%             | 2028-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                     | Lamar Media Corp                                                                    | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $110124.00    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | 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        |    287000 | PA      | $247513.11    | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Froneri International Ltd.                           | Froneri International Ltd. 2020 USD Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1993301 | PA      | $1936551.33   | 0.40%             | 2027-01-29      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP COHERENT CO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -347762 | PA      | $-347762.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Ultimate Software Group Inc (The)                    | Ultimate Software Group Inc (The) Term Loan B                                       | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1043229 | PA      | $1004107.65   | 0.21%             | 2026-05-04      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     44000 | PA      | $36520.00     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    664000 | PA      | $458300.70    | 0.09%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP AETHON UNIT                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -465370 | PA      | $-465370.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| OCADO GROUP PLC                                      | Ocado Group PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93089.16     | 0.02%             | 2026-10-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                        | FOCUS FINANCIAL PARTNERS, LLC                                                       | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    625038 | PA      | $611867.96    | 0.13%             | 2028-06-30      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                                     | Sensata Technologies Inc                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    596000 | PA      | $518820.69    | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                   | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     32000 | PA      | $28741.78     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Calpine Construction Finance Company, L.P.           | Calpine Construction Finance Company, L.P. 2017 Term Loan B                         | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    873800 | PA      | $871248.69    | 0.18%             | 2025-01-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                            | Crocs Inc                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21177.50     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP AXALTA COAT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -119850 | PA      | $-119850.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                  | Sprint Capital Corp                                                                 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1242414.18   | 0.26%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (LADLN)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $-785.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTRUM AB                                            | Intrum AB                                                                           | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $84902.70     | 0.02%             | 2027-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAESARS RESORT / FINCO                               | Caesars Resort Collection LLC / CRC Finco Inc                                       | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $467917.10    | 0.10%             | 2025-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1262110.50   | 0.26%             | 2033-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands, Inc.                    | Cornerstone Building Brands, Inc. 2021 Term Loan B                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     76209 | PA      | $68125.67     | 0.01%             | 2028-04-12      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                        | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    335000 | PA      | $297453.20    | 0.06%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -396839 | PA      | $-396838.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    101000 | PA      | $89256.73     | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GrafTech Finance, Inc.                               | GrafTech Finance, Inc. 2018 Term Loan B                                             | CUSIP: 38431EAB4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    134230 | PA      | $132552.00    | 0.03%             | 2025-02-12      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175AY0<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2376744.88   | 0.49%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    365000 | PA      | $319471.73    | 0.07%             | 2026-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| NETWORK I2I LTD                                      | Network i2i Ltd                                                                     | CUSIP: V6703DAA2<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    300000 | PA      | $284775.00    | 0.06%             | 2025-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                             | Connect Finco SARL / Connect US Finco LLC                                           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1866000 | PA      | $1729333.26   | 0.36%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                  | Altice Financing SA 2017 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    435919 | PA      | $421341.68    | 0.09%             | 2025-07-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MORGAN STAN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -907100 | PA      | $-907100.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| W.R. Grace & Co.-Conn.                               | W.R. Grace & Co.-Conn. 2021 Term Loan B                                             | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219780 | PA      | $215248.14    | 0.04%             | 2028-09-22      | Floating      | 8.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MOLINA HEAL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -209625 | PA      | $-209625.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86025.06     | 0.02%             | 2029-09-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| iHeartCommunications Inc                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    264171 | PA      | $243037.32    | 0.05%             | 2026-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Titan Acquisition Limited                            | Titan Acquisition Limited 2018 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1812993 | PA      | $1689763.61   | 0.35%             | 2025-03-28      | Floating      | 8.15%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd                                | HUB International Ltd                                                               | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1253107.20   | 0.26%             | 2026-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP BNP PARIBAS                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |  -1035000 | PA      | $-1035000.00  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SOCIETE GEN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1589062 | PA      | $-1589062.50  | -0.33%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                | Deutsche Lufthansa AG                                                               | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $90583.58     | 0.02%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALM Loan Funding                                     | ALM 2020 Ltd                                                                        | CUSIP: 00166DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $247674.43    | 0.05%             | 2029-10-15      | Floating      | 10.08%                | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding XIV CLO Ltd                                                           | CUSIP: 15034AAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483433.25    | 0.10%             | 2033-07-15      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CITIGROUP I                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -345450 | PA      | $-345450.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP VERIZON COM                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -655000 | PA      | $-655000.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP IHEARTCOMMU                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -202751 | PA      | $-202751.24   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $344620.34    | 0.07%             | 2031-04-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ICON LUXEMBOURG SARL                                 | ICON LUXEMBOURG SARL                                                                | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |   1153779 | PA      | $1149313.85   | 0.24%             | 2028-07-03      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30313.13     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                            | NFP Corp. 2020 Term Loan                                                            | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |    112553 | PA      | $107468.14    | 0.02%             | 2027-02-15      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Sovos Brands Intermediate, Inc.                      | Sovos Brands Intermediate, Inc. 2021 Term Loan                                      | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |    666593 | PA      | $647708.64    | 0.13%             | 2028-06-08      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| OXEA HOLDING DREI GMBH                               | Oxea Holding Drei GmbH 2017 USD Term Loan B2                                        | CUSIP: 000000000<br>LEI: 529900MSP24R2FE9U796 | Long             | LON              | CORP              | US        |    726572 | PA      | $684344.04    | 0.14%             | 2024-10-14      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                      | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    756000 | PA      | $614202.67    | 0.13%             | 2029-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                         | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1635868.40   | 0.34%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2022-VII Ltd                                                           | CUSIP: 12569GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $485562.60    | 0.10%             | 2035-10-22      | Floating      | 13.15%                | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    598000 | PA      | $394560.40    | 0.08%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -443000 | PA      | $-443000.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                   | CA Magnum Holdings                                                                  | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    382000 | PA      | $345759.66    | 0.07%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                          | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    678000 | PA      | $613597.61    | 0.13%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1704238.56   | 0.35%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -493652 | PA      | $-493652.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                              | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $727260.18    | 0.15%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    146000 | PA      | $126290.00    | 0.03%             | 2029-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -553324 | PA      | $-553323.75   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    153000 | PA      | $136865.46    | 0.03%             | 2028-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                  | Bangkok Bank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    201000 | PA      | $190296.75    | 0.04%             | 2025-09-23      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fender Musical Instruments Corporation               | Fender Musical Instruments Corporation 2021 Term Loan B                             | CUSIP: 000000000<br>LEI: 549300G8G1R16J8L5Q60 | Long             | LON              | CORP              | US        |    297188 | PA      | $239235.94    | 0.05%             | 2028-12-01      | Floating      | 8.42%                 | No            | 3                  | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                             | Wyndham Hotels & Resorts Inc                                                        | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    158000 | PA      | $141757.60    | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP PETROLEOS M                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -62114 | PA      | $-62113.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                        | Surgery Center Holdings, Inc. 2021 Term Loan                                        | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    279451 | PA      | $275577.41    | 0.06%             | 2026-08-31      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                             | Sinclair Television Group Inc                                                       | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    495000 | PA      | $371094.76    | 0.08%             | 2030-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ORACLE CORP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -510250 | PA      | $-510250.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2019-I Ltd                                                             | CUSIP: 12553DAQ0<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $473933.45    | 0.10%             | 2032-04-20      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $634276.20    | 0.13%             | 2029-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -303956 | PA      | $-303956.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ADVANCED DR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -374884 | PA      | $-374883.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DCP MIDSTRE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -246325 | PA      | $-246325.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -433638 | PA      | $-433637.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                                 | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $192199.96    | 0.04%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 3 Ltd                                                                  | CUSIP: 98625UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228528.73    | 0.05%             | 2029-10-20      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -212062 | PA      | $-212062.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SS+C TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -808350 | PA      | $-808350.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| COLGATE ENERGY P                                     | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    353000 | PA      | $303177.78    | 0.06%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48960.00     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Starfruit Finco B.V                                  | Starfruit Finco B.V 2018 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90184 | PA      | $88786.41     | 0.02%             | 2025-10-01      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TWILIO INC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -196080 | PA      | $-196080.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1035000 | PA      | $-1035000.00  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| AlixPartners, LLP                                    | AlixPartners, LLP 2021 USD Term Loan B                                              | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    768006 | PA      | $760602.16    | 0.16%             | 2028-02-04      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                   | Ukraine Government International Bond                                               | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $37287.50     | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CATALENT PH                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -265538 | PA      | $-265537.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Stars Group Holdings B.V. (The)                      | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan                      | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |    559922 | PA      | $551287.87    | 0.11%             | 2026-07-21      | Floating      | 6.98%                 | No            | 2                  | On Loan: No      |
| Greenhill & Co., Inc.                                | Greenhill & Co., Inc. Term Loan B                                                   | CUSIP: 39525YAE9<br>LEI: 529900VEOQHHHSPI9C69 | Long             | LON              | CORP              | US        |    221804 | PA      | $215427.57    | 0.04%             | 2024-04-12      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -175056 | PA      | $-175056.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ILIAD SA                                             | iliad SA                                                                            | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106188.59    | 0.02%             | 2027-06-14      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                                 | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1324000 | PA      | $1041409.24   | 0.22%             | 2029-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| YUZHOU GROUP                                         | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $17500.00     | 0.00%             | 2025-02-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MASONITE INTERNATIONAL C                             | Masonite International Corp                                                         | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $173110.19    | 0.04%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -150868 | PA      | $-150867.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ARDAGH META                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -313500 | PA      | $-313500.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BIDFAIR HOL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -170048 | PA      | $-170047.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC Delayed Draw Term Loan                                              | CUSIP: 62984CAE3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-01-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    270000 | PA      | $212166.00    | 0.04%             | 2031-08-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                | AssuredPartners, Inc. 2021 Term Loan B                                              | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    282584 | PA      | $273258.90    | 0.06%             | 2027-02-12      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ZIGGO BV 4.                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -151500 | PA      | $-151500.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP PIONEER NAT                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -289766 | PA      | $-289766.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Aimco                                                | AIMCO CLO Series 2017-A                                                             | CUSIP: 00900CAQ7<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $936605.10    | 0.19%             | 2034-04-20      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| DANAOS CORP                                          | Danaos Corp                                                                         | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    100000 | PA      | $96000.00     | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CONDOR MERG                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -558060 | PA      | $-558060.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.  | Element Materials Technology Group US Holdings Inc. 2022 USD Term Loan              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    670959 | PA      | $654184.55    | 0.14%             | 2029-07-06      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -73775 | PA      | $-73775.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70934.58     | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                      | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78373.69     | 0.02%             | 2025-09-29      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                       | Hertz Corp/The                                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    126000 | PA      | $105525.00    | 0.02%             | 2026-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                | Nabors Industries Ltd                                                               | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    248000 | PA      | $226894.23    | 0.05%             | 2028-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                            | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120626.37    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP COMMSCOPE I                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -281320 | PA      | $-281320.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    179000 | PA      | $182580.00    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corporation (The)                   | Dun & Bradstreet Corporation (The) Term Loan                                        | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   1956915 | PA      | $1935604.00   | 0.40%             | 2026-02-06      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                      | NGPL PipeCo LLC                                                                     | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    227000 | PA      | $236197.31    | 0.05%             | 2037-12-15      | Fixed         | 7.77%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners, LLC                                | EyeCare Partners, LLC 2021 2nd Lien Term Loan                                       | CUSIP: 000000000<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    175951 | PA      | $143106.23    | 0.03%             | 2029-11-15      | Floating      | 11.48%                | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP PNC FINANCI                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -270425 | PA      | $-270425.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -529685 | PA      | $-529685.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP NGPL PIPECO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -225298 | PA      | $-225297.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -655001 | PA      | $-655001.25   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BROADCOM IN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -157140 | PA      | $-157140.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSURBAN FINANCE CO                                | Transurban Finance Co Pty Ltd                                                       | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    435000 | PA      | $417824.86    | 0.09%             | 2026-02-02      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                             | BCPE Empire Holdings Inc                                                            | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    131000 | PA      | $117478.18    | 0.02%             | 2027-05-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                | CWABS Asset-Backed Certificates Trust 2006-25                                       | CUSIP: 12668HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539249 | PA      | $491415.60    | 0.10%             | 2037-06-25      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    639000 | PA      | $507817.61    | 0.11%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ANGI GROUP LLC                                       | ANGI Group LLC                                                                      | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $194426.27    | 0.04%             | 2028-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALEXANDRIA                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -336938 | PA      | $-336937.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| IRB HOLDING CORP                                     | IRB Holding Corp 2022 Term Loan B                                                   | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    925000 | PA      | $896556.25    | 0.19%             | 2027-12-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| LIGADO NETWORKS LLC                                  | Ligado Networks LLC                                                                 | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386257 | PA      | $124027.12    | 0.03%             | 2023-11-01      | Fixed         | 15.50%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                      | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    120000 | NS      | $2997600.00   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| CABLEVISION LIGHTPATH                                | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164828.71    | 0.03%             | 2027-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BROADCOM CO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -186775 | PA      | $-186775.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81902.14     | 0.02%             | 2032-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Packers Holdings, LLC                                | Packers Holdings, LLC 2021 Term Loan                                                | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |    697243 | PA      | $607040.41    | 0.13%             | 2028-03-09      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     27000 | PA      | $20349.90     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                     | Lamar Media Corp                                                                    | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $34909.15     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NFP CORP 6                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -950802 | PA      | $-950802.50   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -713625 | PA      | $-713625.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 3140XAUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1541815 | PA      | $1481584.58   | 0.31%             | 2049-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TITAN ACQ/CO-BORROWER                                | Titan Acquisition Ltd / Titan Co-Borrower LLC                                       | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    852000 | PA      | $767301.04    | 0.16%             | 2026-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30015.58     | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    893000 | PA      | $637637.72    | 0.13%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                                          | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $111300.80    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP APTIV PLC 4                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -170400 | PA      | $-170400.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                        | DISH DBS Corp                                                                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    601000 | PA      | $484640.39    | 0.10%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -317500 | PA      | $-317500.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLYDESDALE                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -270969 | PA      | $-270968.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BOOKING HOL                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -61128 | PA      | $-61127.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 4-R Ltd                                                       | CUSIP: 03328LAG7<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $221125.58    | 0.05%             | 2031-01-28      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $128520.00    | 0.03%             | 2025-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                             | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    218000 | PA      | $203285.00    | 0.04%             | 2027-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                                | NESCO Holdings II Inc                                                               | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    239000 | PA      | $209125.00    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    564000 | PA      | $479428.99    | 0.10%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1131735.05   | 0.23%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    649000 | PA      | $565081.51    | 0.12%             | 2029-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NORTHERN TRUST CORP                                  | Northern Trust Corp                                                                 | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    219000 | PA      | $230922.84    | 0.05%             | 2032-11-02      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    402000 | PA      | $385919.95    | 0.08%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190293.26    | 0.04%             | 2025-06-09      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties, LP                             | RHP Hotel Properties, LP 2017 Term Loan B                                           | CUSIP: 74958NAG1<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              | CORP              | US        |    724081 | PA      | $719555.28    | 0.15%             | 2024-05-11      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3633210.88   | 0.75%             | 2053-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup COmmercial Mortgage Trust 2019-SMRT                                       | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $780016.00    | 0.16%             | 2036-01-10      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                   | Morocco Government International Bond                                               | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $173225.00    | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| B&G Foods, Inc.                                      | B&G Foods, Inc. 2019 Term Loan B4                                                   | CUSIP: 05508TAU6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    162920 | PA      | $153407.50    | 0.03%             | 2026-10-10      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                        | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87248.07     | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BLACKSTONE                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -608915 | PA      | $-608915.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CRESCENT EN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -613305 | PA      | $-613305.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                               | AngloGold Ashanti Holdings PLC                                                      | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $173537.50    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MATADOR RES                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -376878 | PA      | $-376877.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    109000 | PA      | $88976.84     | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ATLAS LUXCO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -438019 | PA      | $-438018.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                             | Teva Pharmaceutical Finance Netherlands III BV                                      | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $360450.00    | 0.07%             | 2027-05-09      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    245000 | PA      | $212670.53    | 0.04%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ILLUMINATE                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -234175 | PA      | $-234175.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corporation                        | Columbus McKinnon Corporation 2021 Term Loan B                                      | CUSIP: 19933MAP8<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    153617 | PA      | $151312.43    | 0.03%             | 2028-05-14      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORTRESS TR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -211188 | PA      | $-211187.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                               | Marvell Technology Inc                                                              | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $260605.73    | 0.05%             | 2031-04-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP LAMB WESTON                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -242190 | PA      | $-242190.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                             | Greystar Real Estate Partners LLC                                                   | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97725.25     | 0.02%             | 2025-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                             | Pioneer Natural Resources Co                                                        | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    129000 | PA      | $300828.00    | 0.06%             | 2025-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $247928.19    | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CAMELOT FINANCE SA                                   | Camelot Finance SA                                                                  | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    564000 | PA      | $528609.35    | 0.11%             | 2026-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Reynolds Consumer Products LLC                       | Reynolds Consumer Products LLC Term Loan                                            | CUSIP: 76171JAB7<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    137734 | PA      | $136464.56    | 0.03%             | 2027-02-04      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CENTENE COR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -637522 | PA      | $-637522.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| SMYRNA READY MIX CONCRET                             | Smyrna Ready Mix Concrete LLC                                                       | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    503000 | PA      | $450034.10    | 0.09%             | 2028-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                              | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     33000 | PA      | $30995.25     | 0.01%             | 2025-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd                                    | Trimaran Cavu 2021-2 Ltd                                                            | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453242.75    | 0.09%             | 2034-10-25      | Floating      | 7.61%                 | No            | 2                  | On Loan: No      |
| SINIC HOLDINGS GROUP CO                              | Sinic Holdings Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300N5XRCGHA7P7B13 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2000.00      | 0.00%             | 2022-06-18      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                             | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1101050 | PA      | $1094665.95   | 0.23%             | 2027-06-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                      | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163364.82    | 0.03%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP AADVANTAGE                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -838500 | PA      | $-838500.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| TRIUMPH GROUP INC                                    | Triumph Group Inc                                                                   | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    661000 | PA      | $672567.50    | 0.14%             | 2024-06-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| California Resources Corp                            | California Resources Corp                                                           | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | N/A              | DE               |  | US        |       345 | NS      | $4347.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BROADCOM IN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -130262 | PA      | $-130262.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CONSTELLIUM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -460845 | PA      | $-460845.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    875000 | PA      | $607087.28    | 0.13%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 5 Ltd                           | Gulf Stream Meridian 5 Ltd                                                          | CUSIP: 40256LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241479.10    | 0.05%             | 2034-07-15      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                             | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    917000 | PA      | $907142.25    | 0.19%             | 2029-01-31      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| AIT Worldwide Logistics, Inc                         | AIT Worldwide Logistics, Inc 2021 Term Loan                                         | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274230 | PA      | $250920.45    | 0.05%             | 2028-04-06      | Floating      | 9.54%                 | No            | 2                  | On Loan: No      |
| Sparta U.S. HoldCo LLC                               | Sparta U.S. HoldCo LLC 2021 Term Loan                                               | CUSIP: 84673EAB5<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |    801244 | PA      | $777543.20    | 0.16%             | 2028-08-02      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Associated Materials Inc.                            | Associated Materials Inc. 2022 Term Loan B                                          | CUSIP: 88607CAB1<br>LEI: 254900KM84WNG9539P42 | Long             | LON              | CORP              | US        |    393865 | PA      | $335769.72    | 0.07%             | 2029-03-08      | Floating      | 10.32%                | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP LAMB WESTON                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -124800 | PA      | $-124800.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO IV Ltd                                   | Elmwood CLO IV Ltd                                                                  | CUSIP: 29002GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $482750.35    | 0.10%             | 2033-04-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| JSW STEEL LTD                                        | JSW Steel Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197500.00    | 0.04%             | 2024-04-18      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Sunshine Luxembourg VII SARL                         | Sunshine Luxembourg VII SARL 2021 Term Loan B3                                      | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |   3036562 | PA      | $2903287.53   | 0.60%             | 2026-10-01      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                               | Standard Chartered PLC                                                              | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1492770.60   | 0.31%             | 2024-03-15      | Fixed         | 3.89%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -267300 | PA      | $-267300.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| WEX Inc.                                             | WEX Inc. 2021 Term Loan                                                             | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    429352 | PA      | $426192.47    | 0.09%             | 2028-03-31      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                       | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    215000 | PA      | $210764.50    | 0.04%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                                 | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                              | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    280000 | PA      | $228732.21    | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1529961 | PA      | $-1529961.06  | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| E.W. Scripps Company (The)                           | E.W. Scripps Company (The) 2020 Term Loan B3                                        | CUSIP: 26928BAM1<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    301860 | PA      | $292967.20    | 0.06%             | 2028-01-07      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| Project Investor Holdings, LLC                       | Project Investor Holdings, LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2869 | NS      | $0.03         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    701000 | PA      | $602860.00    | 0.12%             | 2026-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    211000 | PA      | $181358.05    | 0.04%             | 2031-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| VERITAS US INC/BERMUDA L                             | Veritas US Inc / Veritas Bermuda Ltd                                                | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    609000 | PA      | $419429.75    | 0.09%             | 2025-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PART LP                                | CNX Midstream Partners LP                                                           | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $78783.84     | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                           | Weber-Stephen Products LLC Term Loan B                                              | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   1183253 | PA      | $993932.70    | 0.21%             | 2027-10-30      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP TITAN ACQUI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -555555 | PA      | $-555555.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                              | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    161000 | PA      | $137588.99    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERIFORGE GROUP INC COMMON STOCK                    | AMERIFORGE GROUP INC COMMON STOCK                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $400.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ASHLAND LLC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -208680 | PA      | $-208680.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                      | Madison IAQ LLC                                                                     | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    649000 | PA      | $444823.85    | 0.09%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP AXALTA COAT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -332456 | PA      | $-332456.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13626.00     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1343415.00   | 0.28%             | 2024-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ZIGGO BOND                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -165938 | PA      | $-165937.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP COLGATE ENE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -414199 | PA      | $-414198.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc. Term Loan B4                                        | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   1072786 | PA      | $1045965.93   | 0.22%             | 2026-10-17      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP OWL ROCK CO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -293318 | PA      | $-293317.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC                                    | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    281000 | PA      | $250708.20    | 0.05%             | 2028-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    347000 | PA      | $301994.10    | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62466.11     | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MCDONALDS C                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -377662 | PA      | $-377662.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH INC                               | Option Care Health Inc                                                              | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $214303.95    | 0.04%             | 2029-10-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INTERPUBLIC GROUP COS                                | Interpublic Group of Cos Inc/The                                                    | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182757.40    | 0.04%             | 2048-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Envision Healthcare Corporation                      | Envision Healthcare Corporation 2022 First Out Term Loan                            | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     91671 | PA      | $81243.51     | 0.02%             | 2027-03-31      | Variable      | 12.61%                | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                     | Medical Solutions Holdings, Inc. 2021 2nd Lien Term Loan                            | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    247000 | PA      | $227240.00    | 0.05%             | 2029-11-01      | Floating      | 11.38%                | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2021 Term Loan                                              | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   1502399 | PA      | $1494180.88   | 0.31%             | 2028-04-20      | Floating      | 8.99%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    177000 | PA      | $164610.00    | 0.03%             | 2029-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                             | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    349000 | PA      | $275566.91    | 0.06%             | 2030-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SOTHEBYS 7.                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -398571 | PA      | $-398571.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CENTRAL GARDEN & PET CO                              | Central Garden & Pet Co                                                             | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    177000 | PA      | $146525.03    | 0.03%             | 2031-04-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2363781.38   | 0.49%             | 2053-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                              | LCPR Senior Secured Financing DAC                                                   | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    360000 | PA      | $336600.00    | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                  | Silgan Holdings Inc                                                                 | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77713.23     | 0.02%             | 2028-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CommScope Inc                                        | CommScope Inc                                                                       | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    158000 | PA      | $122450.00    | 0.03%             | 2027-03-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                       | Hertz Corp/The                                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    101000 | PA      | $76618.60     | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SPRINT CAPI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -954611 | PA      | $-954611.25   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164168.00    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    157000 | PA      | $153202.56    | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BRF SA                                               | BRF SA                                                                              | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $168412.50    | 0.03%             | 2030-01-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -498482 | PA      | $-498482.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| RYAN SPECIALTY GROUP                                 | Ryan Specialty Group LLC                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116895.95    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                          | Ivory Coast Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $193500.00    | 0.04%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Voyage Digital (NZ) Limited                          | Voyage Digital (NZ) Limited USD Term Loan B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    429922 | PA      | $422398.86    | 0.09%             | 2029-05-11      | Floating      | 8.78%                 | No            | 3                  | On Loan: No      |
| ExGen Renewables IV, LLC                             | ExGen Renewables IV, LLC 2020 Term Loan                                             | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    670316 | PA      | $663056.53    | 0.14%             | 2027-12-15      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                              | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $55474.98     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP LAMB WESTON                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -147690 | PA      | $-147690.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding, LLC                        | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                  | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   2500464 | PA      | $2330907.42   | 0.48%             | 2027-04-09      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP HUB INTERNA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -968540 | PA      | $-968540.00   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP STANDARD CH                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1410000 | PA      | $-1410000.00  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| Go Daddy Operating Company, LLC                      | Go Daddy Operating Company, LLC 2021 Term Loan B4                                   | CUSIP: 38017BAQ9<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    822900 | PA      | $814160.80    | 0.17%             | 2027-08-10      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| COVANTA HOLDING CORP                                 | Covanta Holding Corp                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    142000 | PA      | $116336.34    | 0.02%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP RADIATE HOL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -557060 | PA      | $-557060.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $982363.93    | 0.20%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     72000 | PA      | $58201.03     | 0.01%             | 2026-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                              | Dealer Tire LLC / DT Issuer LLC                                                     | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $153097.97    | 0.03%             | 2028-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP BROOKFIELD                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -262990 | PA      | $-262990.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MERLIN ENTERTAINMENTS                                | Merlin Entertainments Ltd                                                           | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187247.50    | 0.04%             | 2026-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                   | Telecom Italia SpA/Milano                                                           | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $189488.00    | 0.04%             | 2024-05-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     96000 | PA      | $80496.00     | 0.02%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ASG FINANCE DESIGNATED                               | ASG Finance Designated Activity Co                                                  | CUSIP: 00217AAA4<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193000.00    | 0.04%             | 2024-12-03      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $190986.44    | 0.04%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                        | Wilsonart LLC 2021 Term Loan E                                                      | CUSIP: 000000000<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |   1466081 | PA      | $1392043.69   | 0.29%             | 2026-12-31      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| ALPEK SA DE CV                                       | Alpek SAB de CV                                                                     | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166162.50    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67795.18     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TAP ROCK RE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -575040 | PA      | $-575040.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                    | CSC Holdings, LLC 2019 Term Loan B5                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    865568 | PA      | $770355.60    | 0.16%             | 2027-04-15      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BOXER PAREN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -494092 | PA      | $-494092.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                        | CoreLogic Inc                                                                       | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    511000 | PA      | $392039.20    | 0.08%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $582731.50    | 0.12%             | 2026-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                   | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      5361 | OU      | $-1384.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corporation                                 | Carnival Corporation USD Term Loan B                                                | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    929054 | PA      | $888241.01    | 0.18%             | 2025-06-30      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| LIBERTY BROADBAND CORP                               | Liberty Broadband Corp                                                              | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398545.00    | 0.08%             | 2050-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.     | American Builders & Contractors Supply Co., Inc. 2019 Term Loan                     | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    503836 | PA      | $498979.52    | 0.10%             | 2027-01-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Veritas US Inc.                                      | Veritas US Inc. 2021 USD Term Loan B                                                | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |   1868034 | PA      | $1309622.93   | 0.27%             | 2025-09-01      | Floating      | 9.73%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ROYAL CARIB                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -52195 | PA      | $-52195.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP BIDFAIR HOL                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -299145 | PA      | $-299145.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12012.00     | 0.00%             | 2032-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP DISH DBS CO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -427461 | PA      | $-427461.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP GLOBAL PAYM                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -445560 | PA      | $-445560.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                      | Sealed Air Corp                                                                     | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66221.00     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP PLAINS ALL                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -354954 | PA      | $-354953.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -130611 | PA      | $-130611.25   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $379610.11    | 0.08%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                    | CUSIP: 3132DNBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1705010 | PA      | $1564114.33   | 0.32%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AZURE POWER SOLAR ENERGY                             | Azure Power Solar Energy Pvt Ltd                                                    | CUSIP: 000000000<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $175000.00    | 0.04%             | 2024-12-24      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    899000 | PA      | $634541.17    | 0.13%             | 2030-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALBERTSONS                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -345881 | PA      | $-345881.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                   | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |     20000 | OU      | $-3026.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Delta TopCo, Inc.                                    | Delta TopCo, Inc. 2020 Term Loan B                                                  | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    549059 | PA      | $505820.59    | 0.10%             | 2027-12-01      | Floating      | 8.15%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TELECOM ITA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -156750 | PA      | $-156750.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $138072.00    | 0.03%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                              | Surgery Center Holdings Inc                                                         | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    621000 | PA      | $631867.50    | 0.13%             | 2027-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1102000 | PA      | $928253.17    | 0.19%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                               | Oman Government International Bond                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    308000 | PA      | $279510.00    | 0.06%             | 2047-03-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    397000 | PA      | $315953.68    | 0.07%             | 2029-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                   | Alternative Loan Trust 2007-19                                                      | CUSIP: 02151AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546428 | PA      | $281655.21    | 0.06%             | 2037-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Pike Corporation                                     | Pike Corporation 2021 Incremental Term Loan B                                       | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    424084 | PA      | $417654.88    | 0.09%             | 2028-01-21      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHARLES SCH                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -603000 | PA      | $-603000.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVII LTD                 | Octagon Investment Partners XVII Ltd                                                | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240941.60    | 0.05%             | 2031-01-25      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP EG GLOBAL F                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -309375 | PA      | $-309375.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $54728.99     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco, LLC                                  | Radiate Holdco, LLC 2021 Term Loan B                                                | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    866715 | PA      | $700869.24    | 0.15%             | 2026-09-25      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC.                             | Standard Industries Inc. 2021 Term Loan B                                           | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    670586 | PA      | $661727.56    | 0.14%             | 2028-09-22      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| PQ Corporation                                       | PQ Corporation 2021 Term Loan B                                                     | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    666845 | PA      | $655455.29    | 0.14%             | 2028-06-09      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| SPECTRUM BRANDS INC                                  | Spectrum Brands Inc                                                                 | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    141000 | PA      | $122025.10    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -321195 | PA      | $-321195.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc                                                                       | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44755.92     | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -320160 | PA      | $-320160.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                      | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1158900.71   | 0.24%             | 2031-02-25      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                             | Camelot Return Merger Sub Inc                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $189949.41    | 0.04%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                   | Bahrain Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $198162.50    | 0.04%             | 2029-09-20      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXIX LTD                                                       | CUSIP: 55820CAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $471499.60    | 0.10%             | 2030-10-18      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                            | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $427058.44    | 0.09%             | 2026-06-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -711200 | PA      | $-711200.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113269.64    | 0.02%             | 2031-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SYNEOS HEALTH INC                                    | Syneos Health Inc                                                                   | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    145000 | PA      | $115470.03    | 0.02%             | 2029-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP NORTHROP GR                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -456000 | PA      | $-456000.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower, LLC                | Prime Security Services Borrower, LLC 2021 Term Loan                                | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    605079 | PA      | $599089.07    | 0.12%             | 2026-09-23      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $697490.35    | 0.14%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ENEL FINANC                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -779625 | PA      | $-779625.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| Charter NEX US, Inc.                                 | Charter NEX US, Inc. 2021 Term Loan                                                 | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   1631881 | PA      | $1582418.54   | 0.33%             | 2027-12-01      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -281050 | PA      | $-281050.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71157.67     | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100000.00    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                                 | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $84351.42     | 0.02%             | 2028-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 3140X6JS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6285460 | PA      | $6037183.23   | 1.25%             | 2044-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                | Sri Lanka Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $58475.00     | 0.01%             | 2024-06-28      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BEACON ROOFING SUPPLY IN                             | Beacon Roofing Supply Inc                                                           | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    123000 | PA      | $102211.93    | 0.02%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Athenahealth, Inc.                                   | Athenahealth, Inc. 2022 Term Loan B                                                 | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1536002 | PA      | $1382955.19   | 0.29%             | 2029-02-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CAESARS ENT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -459420 | PA      | $-459420.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -192075 | PA      | $-192075.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ACI Worldwide Inc                                    | ACI Worldwide Inc                                                                   | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    444000 | PA      | $430125.00    | 0.09%             | 2026-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                 | Garda World Security Corp                                                           | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $116553.36    | 0.02%             | 2027-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP COLGATE ENE                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -296079 | PA      | $-296078.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    257000 | PA      | $243507.50    | 0.05%             | 2028-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $82146.91     | 0.02%             | 2025-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                                       | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    298000 | PA      | $233845.30    | 0.05%             | 2030-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13756.42     | 0.00%             | 2025-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                        | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161253.53    | 0.03%             | 2025-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    202000 | PA      | $168165.00    | 0.03%             | 2027-09-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 3.313500 01-DEC-2042                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1600000 | OU      | $-33709.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                  | Churchill Downs Inc                                                                 | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    675000 | PA      | $639599.70    | 0.13%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    720000 | PA      | $713916.00    | 0.15%             | 2027-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare Services Inc.                         | CHG Healthcare Services Inc. 2021 Term Loan                                         | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    464125 | PA      | $453296.96    | 0.09%             | 2028-09-29      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -532658 | PA      | $-532657.50   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co                              | Central Garden & Pet Co                                                             | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13954.20     | 0.00%             | 2028-02-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    516000 | PA      | $457418.60    | 0.09%             | 2028-07-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    118000 | PA      | $101803.32    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA/FINANCE                             | Ashton Woods USA LLC / Ashton Woods Finance Co                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $116378.45    | 0.02%             | 2030-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TRANSURBAN                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -398569 | PA      | $-398568.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| LEVIATHAN BOND LTD                                   | Leviathan Bond Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     58416 | PA      | $58007.09     | 0.01%             | 2023-06-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UPC Financing Partnership                            | UPC Financing Partnership 2021 USD Term Loan AX                                     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    341423 | PA      | $332887.43    | 0.07%             | 2029-01-31      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                               | CHL Mortgage Pass-Through Trust 2005-17                                             | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99232 | PA      | $84397.89     | 0.02%             | 2035-09-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FLUIDRA, S.A.                                        | Fluidra, S.A. 2022 USD Term Loan B                                                  | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |    126720 | PA      | $120098.88    | 0.02%             | 2029-01-29      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Cayuga Park CLO, Ltd.                                | Cayuga Park CLO Ltd                                                                 | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238662.80    | 0.05%             | 2034-07-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                   | Panama Government International Bond                                                | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    377000 | PA      | $323701.63    | 0.07%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                               | Bank of New York Mellon Corp/The                                                    | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2504970.83   | 0.52%             | 2026-12-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -198069 | PA      | $-198068.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Reynolds Group Holdings Inc.                         | Reynolds Group Holdings Inc. 2020 Term Loan B2                                      | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |    252564 | PA      | $249169.60    | 0.05%             | 2026-02-05      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                       | Wyndham Hotels & Resorts, Inc. Term Loan B                                          | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    199212 | PA      | $198813.41    | 0.04%             | 2025-05-30      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Company, LLC                      | Go Daddy Operating Company, LLC 2022 Term Loan B5                                   | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    655000 | PA      | $653270.80    | 0.14%             | 2029-10-21      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP VERITAS US                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -335711 | PA      | $-335711.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                                        | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2937937.05   | 0.61%             | 2025-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MONG DUONG FIN HLDGS BV                              | Mong Duong Finance Holdings BV                                                      | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $207468.75    | 0.04%             | 2029-05-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59136.21     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP ABBVIE INC                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -925000 | PA      | $-925000.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $188333.44    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                             | Huntington Ingalls Industries Inc                                                   | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    178000 | PA      | $161557.66    | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| GoodRx, Inc.                                         | GoodRx, Inc. 1st Lien Term Loan                                                     | CUSIP: 38245HAC1<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |    308935 | PA      | $300052.75    | 0.06%             | 2025-10-10      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10431.74     | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -362500 | PA      | $-362500.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                              | Gulfport Energy Corp                                                                | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36075.00     | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    156000 | PA      | $151452.60    | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                         | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    708000 | PA      | $667176.72    | 0.14%             | 2026-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MUELLER WATER PRODUCTS                               | Mueller Water Products Inc                                                          | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    138000 | PA      | $121267.50    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                | SURA Asset Management SA                                                            | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    188000 | PA      | $186590.00    | 0.04%             | 2024-04-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    138000 | PA      | $113912.15    | 0.02%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                               | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     88000 | PA      | $80454.50     | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    406000 | PA      | $383061.00    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Allegro CLO Ltd                                      | Allegro CLO II-S Ltd                                                                | CUSIP: 01751EAJ7<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $915106.90    | 0.19%             | 2028-10-21      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                  | SVB Financial Group                                                                 | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $656048.71    | 0.14%             | 2026-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -277400 | PA      | $-277400.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| KOBE US MIDCO 2 INC                                  | Kobe US Midco 2 Inc                                                                 | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $181300.00    | 0.04%             | 2026-11-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| PDC Energy Inc                                       | PDC Energy Inc                                                                      | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224323.95    | 0.05%             | 2026-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MINERVA MER                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -725580 | PA      | $-725580.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                              | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $98483.85     | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CommScope Inc                                        | CommScope Inc                                                                       | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121821.48    | 0.03%             | 2026-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71991.20     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLEAN HARBO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -98201 | PA      | $-98201.25    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -680074 | PA      | $-680073.75   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    196000 | PA      | $167007.19    | 0.03%             | 2028-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                             | Jones Deslauriers Insurance Management Inc                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $263940.89    | 0.05%             | 2030-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CAESARS ENT                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1426875 | PA      | $-1426875.00  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BOYNE USA I                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -285520 | PA      | $-285520.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                     | Vmed O2 UK Financing I PLC                                                          | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    797000 | PA      | $647442.95    | 0.13%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MODERN LAND CHINA CO LTD                             | Modern Land China Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |    431000 | PA      | $24782.50     | 0.01%             | 2023-04-11      | Fixed         | 9.80%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                              | New Fortress Energy Inc                                                             | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1079149.40   | 0.22%             | 2026-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FEL ENERGY VI SARL                                   | FEL Energy VI Sarl                                                                  | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    184790 | PA      | $157452.60    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CAPITAL CORP                                | Owl Rock Capital Corp                                                               | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15606.31     | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                            | Hess Corp                                                                           | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47752.67     | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2022 Term Loan B                                          | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    361000 | PA      | $356689.66    | 0.07%             | 2029-11-10      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MPT OPERATI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -256856 | PA      | $-256856.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP AT+T INC 4.                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -1233562 | PA      | $-1233562.50  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| GTCR AP Finance Inc                                  | GTCR AP Finance Inc                                                                 | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $316100.40    | 0.07%             | 2027-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Ultimate Software Group Inc (The)                    | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                           | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    453119 | PA      | $414830.44    | 0.09%             | 2027-05-03      | Floating      | 10.03%                | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     42000 | PA      | $30237.18     | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                 | BX Commercial Mortgage Trust 2019-XL                                                | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1128989 | PA      | $1115069.42   | 0.23%             | 2036-10-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| ACProducts, Inc.                                     | ACProducts, Inc. 2021 Term Loan B                                                   | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    692678 | PA      | $515649.97    | 0.11%             | 2028-05-17      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                             | Lindblad Expeditions LLC                                                            | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    305000 | PA      | $276686.85    | 0.06%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TEMPUR SEALY INTL INC                                | Tempur Sealy International Inc                                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    204000 | PA      | $171392.64    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                             | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op     | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296000 | PA      | $292778.53    | 0.06%             | 2025-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                              | SBA Communications Corp                                                             | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |   1106000 | PA      | $999285.93    | 0.21%             | 2027-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                            | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     76000 | PA      | $176472.00    | 0.04%             | 2026-05-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION AUTOMOTIVE                             | Constellation Automotive Financing PLC                                              | CUSIP: 000000000<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78788.49     | 0.02%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                              | Stagwell Global LLC                                                                 | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $83282.58     | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                  | Boxer Parent Co Inc                                                                 | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    398000 | PA      | $387059.59    | 0.08%             | 2025-10-02      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| FOUNDATION BUILDING M                                | Foundation Building Materials Inc                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    111000 | PA      | $83106.12     | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Diamond (BC) B.V.                                    | Diamond (BC) B.V. 2021 Term Loan B                                                  | CUSIP: 000000000<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |   1368310 | PA      | $1320418.68   | 0.27%             | 2028-09-29      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SERVICE COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -195000 | PA      | $-195000.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    362000 | PA      | $337655.50    | 0.07%             | 2027-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                     | COLT 2022-9 Mortgage Loan Trust                                                     | CUSIP: 19688PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311760 | PA      | $314675.96    | 0.07%             | 2067-12-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ACI WORLDWI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -346320 | PA      | $-346320.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180802.57    | 0.04%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TICP CLO Ltd                                         | TICP CLO I-2 LTD                                                                    | CUSIP: 87248VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481298.70    | 0.10%             | 2028-04-26      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    506000 | PA      | $413655.00    | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48606.12     | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP HERC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -279645 | PA      | $-279645.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| DirecTV Financing, LLC                               | DirecTV Financing, LLC Term Loan                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1205127 | PA      | $1170732.73   | 0.24%             | 2027-08-02      | Floating      | 9.38%                 | No            | 2                  | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                      | Spruce Hill Mortgage Loan Trust 2022-SH1                                            | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621144 | PA      | $565876.45    | 0.12%             | 2057-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corp                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    920000 | PA      | $782000.00    | 0.16%             | 2028-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       377 | NC      | $-299926.40   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -590625 | PA      | $-590625.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                | CMG Media Corp                                                                      | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $374844.60    | 0.08%             | 2027-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                              | Monitchem HoldCo 3 SA                                                               | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $102618.85    | 0.02%             | 2025-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $15500.00     | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| USI, Inc.                                            | USI, Inc. 2019 Incremental Term Loan B                                              | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82453 | PA      | $81731.26     | 0.02%             | 2026-12-02      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CONNECT FIN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1441485 | PA      | $-1441485.00  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| KCAD Holdings Inc                                    | KCAD HOLDINGS I LIMITED                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        | 546753936 | NS      | $5467.54      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -264690 | PA      | $-264690.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| SYNAPTICS INC                                        | Synaptics Inc                                                                       | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    226000 | PA      | $190416.02    | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HPCL-MITTAL ENERGY LTD                               | HPCL-Mittal Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 3358008CSQJBZUGQXP26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $186750.00    | 0.04%             | 2026-10-22      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| EnergySolutions, LLC                                 | EnergySolutions, LLC 2018 Term Loan B                                               | CUSIP: 29276MAL1<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    170359 | PA      | $157794.76    | 0.03%             | 2025-05-09      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SINCLAIR TE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -311231 | PA      | $-311231.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ELEMENT SOL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1144588 | PA      | $-1144587.50  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp                                 | CPC Acquisition Corp Term Loan                                                      | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    283942 | PA      | $204154.41    | 0.04%             | 2027-12-29      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                                | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    208000 | PA      | $182040.98    | 0.04%             | 2029-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| STERICYCLE INC                                       | Stericycle Inc                                                                      | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    162000 | PA      | $141345.00    | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding, LLC                           | Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan                 | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    249406 | PA      | $113506.96    | 0.02%             | 2023-08-10      | Floating      | 12.27%                | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP MADISON IAQ                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -185209 | PA      | $-185208.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                             | Electricite de France SA                                                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $174579.61    | 0.04%             | 2027-09-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GARDEN SPINCO CORP                                   | Garden Spinco Corp                                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $210940.00    | 0.04%             | 2030-07-20      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -693000 | PA      | $-693000.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                               | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $162292.92    | 0.03%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20227.62     | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    308000 | PA      | $265485.94    | 0.06%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SOUTHWESTER                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -212040 | PA      | $-212040.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7200000 | PA      | $7093594.15   | 1.47%             | 2053-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                      | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    835000 | PA      | $835000.00    | 0.17%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| AHP HEALTH PARTN                                     | AHP Health Partners Inc                                                             | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    324000 | PA      | $253125.00    | 0.05%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BLOCK COMMUNICATIONS INC                             | Block Communications Inc                                                            | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    128000 | PA      | $111680.00    | 0.02%             | 2028-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $31000.00     | 0.01%             | 2022-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS                              | Wesco Aircraft Holdings Inc                                                         | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |    672000 | PA      | $450240.00    | 0.09%             | 2026-11-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -191239 | PA      | $-191238.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                   | Telecom Italia SpA/Milano                                                           | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $81329.33     | 0.02%             | 2029-01-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                               | Comstock Resources Inc                                                              | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    543000 | PA      | $466817.10    | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP KRAFT HEINZ                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -231219 | PA      | $-231218.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271239.71    | 0.06%             | 2027-07-15      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123519.59    | 0.03%             | 2025-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DIGITAL REALTY TRUST LP                              | Digital Realty Trust LP                                                             | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    115000 | PA      | $115760.33    | 0.02%             | 2028-01-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORP                                 | Entegris Escrow Corp                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1245706.35   | 0.26%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fanatics Commerce Intermediate Holdco, LLC           | Fanatics Commerce Intermediate Holdco, LLC Term Loan B                              | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |    310860 | PA      | $304642.80    | 0.06%             | 2028-11-24      | Floating      | 7.63%                 | No            | 3                  | On Loan: No      |
| BERKLINE BENCHCRAFT EQ LLC                           | BERKLINE BENCHCRAFT EQ LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3155 | NS      | $0.03         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      7394 | OU      | $-1909.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -310115 | PA      | $-310115.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    805000 | PA      | $685855.98    | 0.14%             | 2031-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CLARIVATE S                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -305428 | PA      | $-305427.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                   | Union Pacific Corp                                                                  | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $470739.46    | 0.10%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                               | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $667043.78    | 0.14%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                | United Airlines, Inc. 2021 Term Loan B                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1668285 | PA      | $1644194.96   | 0.34%             | 2028-04-21      | Floating      | 8.11%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TARGA RESOU                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -509906 | PA      | $-509906.25   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -133131 | PA      | $-133131.25   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP WYNN RESORT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -416378 | PA      | $-416377.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    207000 | PA      | $205385.06    | 0.04%             | 2025-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     98000 | PA      | $79566.20     | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                             | Compass Group Diversified Holdings LLC                                              | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    214000 | PA      | $183139.28    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                            | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109077.50    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PetSmart, Inc.                                       | PetSmart, Inc. 2021 Term Loan B                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1617738 | PA      | $1579817.98   | 0.33%             | 2028-02-11      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    604000 | PA      | $547350.84    | 0.11%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NABORS INDU                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -492975 | PA      | $-492975.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                     | Ziggo Bond Co BV                                                                    | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $181687.50    | 0.04%             | 2030-02-28      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP NORDEA BANK                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -394100 | PA      | $-394100.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp.                                | TMK Hawk Parent Corp. 2020 Super Priority First Out Term Loan A                     | CUSIP: 87258WAK1<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |    162325 | PA      | $147715.59    | 0.03%             | 2024-05-30      | Floating      | 14.26%                | No            | 3                  | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158708.80    | 0.03%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| AEROPUERTOS DOMINICANOS                              | Aeropuertos Dominicanos Siglo XXI SA                                                | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    200000 | PA      | $193750.00    | 0.04%             | 2029-03-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Regatta IX Funding Ltd                               | Regatta IX Funding Ltd                                                              | CUSIP: 75887VAG6<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471283.70    | 0.10%             | 2030-04-17      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CHENIERE EN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -342540 | PA      | $-342540.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                        | Dynasty Acquisition Co., Inc. 2020 Term Loan B1                                     | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1110974 | PA      | $1056925.33   | 0.22%             | 2026-04-06      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                             | Chobani LLC / Chobani Finance Corp Inc                                              | CUSIP: 17027NAA0<br>LEI: 549300Q10QN3IXF3HZ69 | Long             | DBT              | CORP              | US        |    840000 | PA      | $817950.00    | 0.17%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8910.49      | 0.00%             | 2023-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    179000 | PA      | $165280.99    | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP MARVELL TEC                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -238950 | PA      | $-238950.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                        | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    209000 | PA      | $199741.30    | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PECF USS Intermediate Holding III Corporation        | PECF USS Intermediate Holding III Corporation Term Loan B                           | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    532332 | PA      | $442351.83    | 0.09%             | 2028-12-15      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -355975 | PA      | $-355975.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DISCOVERY C                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -152362 | PA      | $-152362.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    668000 | PA      | $582509.36    | 0.12%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Credito Real Sab DE CV Sofom ENR                     | Credito Real Sab DE CV Sofom ENR Term Loan B                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | MX        |     24500 | PA      | $465.50       | 0.00%             | 2023-02-17      | Floating      | 6.73%                 | No            | 3                  | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Partners XIII Ltd                                                        | CUSIP: 67110NAP0<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239395.50    | 0.05%             | 2034-10-25      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc.                               | Level 3 Financing Inc. 2019 Term Loan B                                             | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    438794 | PA      | $419596.52    | 0.09%             | 2027-03-01      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Precision Medicine Group, LLC                        | Precision Medicine Group, LLC 2021 Term Loan                                        | CUSIP: 74028HAE5<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |   1194924 | PA      | $1108292.04   | 0.23%             | 2027-11-18      | Floating      | 7.73%                 | No            | 3                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ROGERS COMM                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -446219 | PA      | $-446218.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $380891.04    | 0.08%             | 2027-05-22      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -271825 | PA      | $-271825.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| OI EUROPEAN GROUP BV                                 | OI European Group BV                                                                | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102763.15    | 0.02%             | 2025-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $784038.06    | 0.16%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CEDAR FAIR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -248640 | PA      | $-248640.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    176000 | PA      | $176744.48    | 0.04%             | 2027-08-15      | Fixed         | 11.63%                | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $150382.20    | 0.03%             | 2029-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -414675 | PA      | $-414675.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ARCOSA INC                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -285175 | PA      | $-285175.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                             | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    365000 | PA      | $339639.13    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -208409 | PA      | $-208408.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Millennium Lender Claim                              | MILLENNIUM LENDER CLAIM T                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    917752 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ENLINK MIDS                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -275790 | PA      | $-275790.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                 | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $529177.91    | 0.11%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $128700.00    | 0.03%             | 2025-06-01      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Bleriot US Bidco Inc.                                | Bleriot US Bidco Inc. 2021 Term Loan B                                              | CUSIP: 09353TAG5<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    283423 | PA      | $280175.04    | 0.06%             | 2026-10-31      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company             | 1011778 B.C. Unlimited Liability Company Term Loan B4                               | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1375497 | PA      | $1349706.40   | 0.28%             | 2026-11-19      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $577278.69    | 0.12%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                              | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-3997.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    108000 | PA      | $101825.64    | 0.02%             | 2025-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SCIENCE APPLICATIONS INT                             | Science Applications International Corp                                             | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    289000 | PA      | $267324.42    | 0.06%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SVB FINANCI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -573750 | PA      | $-573750.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCONIC CORP                                         | Arconic Corp                                                                        | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81597.02     | 0.02%             | 2025-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Messer Industries GmbH                               | Messer Industries GmbH 2018 USD Term Loan                                           | CUSIP: 000000000<br>LEI: 391200LNSZAK9YZ7XO65 | Long             | LON              | CORP              | US        |    601576 | PA      | $595560.68    | 0.12%             | 2026-03-02      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                              | F-Brasile SpA / F-Brasile US LLC                                                    | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    423000 | PA      | $345802.50    | 0.07%             | 2026-08-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2022-INV2                                                | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478381 | PA      | $481721.74    | 0.10%             | 2067-10-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1218804 | PA      | $1113933.03   | 0.23%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KASIKORNBANK PCL HK                                  | Kasikornbank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $189225.00    | 0.04%             | 2025-10-14      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP MOLINA HEAL                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -192780 | PA      | $-192780.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    226000 | PA      | $186397.27    | 0.04%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                             | Lima Metro Line 2 Finance Ltd                                                       | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |   1419314 | PA      | $1374782.85   | 0.28%             | 2034-07-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $268641.65    | 0.06%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                              | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl        | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    599000 | PA      | $485635.09    | 0.10%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| OZLM Ltd                                             | OZLM XXI Ltd                                                                        | CUSIP: 67112EAA1<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $199312.40    | 0.04%             | 2031-01-20      | Floating      | 9.78%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                             | Performance Food Group Inc                                                          | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $342314.90    | 0.07%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HOME POINT CAPITAL INC                               | Home Point Capital Inc                                                              | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    194000 | PA      | $134149.10    | 0.03%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    367000 | PA      | $356451.35    | 0.07%             | 2024-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP PENSKE AUTO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -163442 | PA      | $-163442.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| AIR CANADA                                           | Air Canada 2021 Term Loan B                                                         | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |   1175254 | PA      | $1159094.75   | 0.24%             | 2028-08-11      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| PUG LLC                                              | PUG LLC 2021 Incremental Term Loan B                                                | CUSIP: 74530DAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110600 | PA      | $91245.00     | 0.02%             | 2027-02-12      | Floating      | 8.63%                 | No            | 3                  | On Loan: No      |
| CARPENTER TECHNOLOGY                                 | Carpenter Technology Corp                                                           | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41845.32     | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    199000 | PA      | $163623.15    | 0.03%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                              | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                    | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $173274.41    | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    263000 | PA      | $213794.51    | 0.04%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $390310.65    | 0.08%             | 2029-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AMERICAN TO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -157050 | PA      | $-157050.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                      | Cable One, Inc. 2021 Term Loan B4                                                   | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |    405820 | PA      | $395268.68    | 0.08%             | 2028-05-03      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Chobani, LLC                                         | Chobani, LLC 2020 Term Loan B                                                       | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |   1893981 | PA      | $1852938.19   | 0.38%             | 2027-10-25      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -387004 | PA      | $-387003.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NEW FORTRES                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -551880 | PA      | $-551880.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP UNION PACIF                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -442500 | PA      | $-442500.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP AMERICAN EX                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -509906 | PA      | $-509906.25   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| RESIDEO FUNDING INC                                  | Resideo Funding Inc                                                                 | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     59000 | PA      | $47704.45     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                    | Stonegate Pub Co Financing 2019 PLC                                                 | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109047.30    | 0.02%             | 2025-07-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30570.60     | 0.01%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Grab Holdings Inc                                    | Grab Holdings Inc Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   1064427 | PA      | $1048460.39   | 0.22%             | 2026-01-29      | Floating      | 8.89%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP OUTFRONT ME                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -263200 | PA      | $-263200.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    491000 | PA      | $435978.54    | 0.09%             | 2026-09-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WESTERN MID                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -553900 | PA      | $-553900.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP HUNTINGTON                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -156418 | PA      | $-156417.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                             | Consensus Cloud Solutions Inc                                                       | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $66402.09     | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WYNN RESORT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -215698 | PA      | $-215697.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP NATWEST GRO                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -876900 | PA      | $-876900.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| Matador Resources Co                                 | Matador Resources Co                                                                | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    466000 | PA      | $448039.91    | 0.09%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| E2open, LLC                                          | E2open, LLC 2020 Term Loan B                                                        | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    112573 | PA      | $110392.41    | 0.02%             | 2028-02-04      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3458314.87   | 0.72%             | 2025-03-16      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                             | Black Knight InfoServ LLC                                                           | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    386000 | PA      | $334855.00    | 0.07%             | 2028-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                           | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $976660.20    | 0.20%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $15500.00     | 0.00%             | 2023-10-19      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                          | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    179000 | PA      | $154404.24    | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Teleflex Inc                                         | Teleflex Inc                                                                        | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76247.20     | 0.02%             | 2027-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP STANDARD IN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -36915 | PA      | $-36915.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                     | AMC Networks Inc                                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    123000 | PA      | $76640.99     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP AMERICAN WA                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -817875 | PA      | $-817875.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    623000 | PA      | $467213.68    | 0.10%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP VENTURE GLO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1110469 | PA      | $-1110468.75  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc. 2021 Term Loan B                                                     | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    412827 | PA      | $410197.44    | 0.08%             | 2028-11-22      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -131024 | PA      | $-131023.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    499000 | PA      | $403451.48    | 0.08%             | 2029-07-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| VS Buyer, LLC                                        | VS Buyer, LLC Term Loan B                                                           | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1525797 | PA      | $1478115.48   | 0.31%             | 2027-02-28      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2018 Term Loan B                                          | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    346852 | PA      | $342662.15    | 0.07%             | 2025-04-25      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY OPERATING                             | NextEra Energy Operating Partners LP                                                | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164900.17    | 0.03%             | 2024-07-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CF-B L2 (D), LLC                                     | CF-B L2 (D), LLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    137556 | NS      | $2282.05      | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $62797.72     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    303000 | PA      | $276514.77    | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    262000 | PA      | $249529.90    | 0.05%             | 2025-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -480495 | PA      | $-480495.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    336000 | PA      | $310109.75    | 0.06%             | 2028-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60859.45     | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ARD FINANCE                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -257950 | PA      | $-257950.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    192000 | PA      | $178606.07    | 0.04%             | 2027-11-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1361137.50   | 0.28%             | 2027-01-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SOTHEBY'S                                            | Sotheby's                                                                           | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    451000 | PA      | $422870.86    | 0.09%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP/FINANCE CORP                               | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    124000 | PA      | $117433.10    | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                               | Aramark Services, Inc. 2018 Term Loan B3                                            | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    374525 | PA      | $371599.61    | 0.08%             | 2025-03-11      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| JAMES HARDIE INTL FIN                                | James Hardie International Finance DAC                                              | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $183500.00    | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    241000 | PA      | $193211.56    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                | Guatemala Government Bond                                                           | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $160037.50    | 0.03%             | 2041-10-07      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AON GLOBAL LTD                                       | Aon Global Ltd                                                                      | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1087051.49   | 0.23%             | 2025-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-629.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP MPLX LP 4.2                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -170200 | PA      | $-170200.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCOSA INC                                           | Arcosa Inc                                                                          | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    374000 | PA      | $324325.55    | 0.07%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10680015 | PA      | $10021571.84  | 2.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp                                | Playtika Holding Corp 2021 Term Loan                                                | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    720952 | PA      | $686786.41    | 0.14%             | 2028-03-13      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AON PLC 3.8                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1031375 | PA      | $-1031375.00  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XV Ltd                   | Octagon Investment Partners XV Ltd                                                  | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |   1795000 | PA      | $1771626.23   | 0.37%             | 2030-07-19      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                           | Amneal Pharmaceuticals LLC 2018 Term Loan B                                         | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    747455 | PA      | $667768.86    | 0.14%             | 2025-05-04      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                                        | Banco BPM SpA                                                                       | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $88581.84     | 0.02%             | 2031-06-29      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                  | Station Casinos LLC                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    277000 | PA      | $222202.00    | 0.05%             | 2031-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    815000 | PA      | $827053.85    | 0.17%             | 2025-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP WASTE PRO U                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -445491 | PA      | $-445491.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Renaissance Holding Corp.                            | Renaissance Holding Corp. 2018 1st Lien Term Loan                                   | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     30897 | PA      | $29398.89     | 0.01%             | 2025-05-30      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Element Solutions Inc.                               | Element Solutions Inc. 2019 Term Loan B1                                            | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    844903 | PA      | $842436.03    | 0.17%             | 2026-01-31      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP DOMINICAN R                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -192750 | PA      | $-192750.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    378000 | PA      | $330812.37    | 0.07%             | 2030-08-15      | Fixed         | 4.13%                 | 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        |    233000 | PA      | $192494.12    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CHENIERE EN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -526875 | PA      | $-526875.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| KONTOOR BRANDS INC                                   | Kontoor Brands Inc                                                                  | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     98000 | PA      | $79978.77     | 0.02%             | 2029-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    507000 | PA      | $461816.16    | 0.10%             | 2027-02-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Snap One Holdings Corp                               | Snap One Holdings Corp Term Loan B                                                  | CUSIP: 000000000<br>LEI: 254900UH1TKVPR8FDW43 | Long             | LON              | CORP              | US        |    320885 | PA      | $292807.48    | 0.06%             | 2028-12-08      | Floating      | 8.88%                 | No            | 3                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP APX GROUP I                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -189945 | PA      | $-189945.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MAGALLANES                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -603480 | PA      | $-603480.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| API GROUP DE INC                                     | APi Group DE Inc                                                                    | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    132000 | PA      | $109404.24    | 0.02%             | 2029-07-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Planview Parent, Inc.                                | Planview Parent, Inc. Term Loan                                                     | CUSIP: 72751PAC8<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    471912 | PA      | $436938.64    | 0.09%             | 2027-12-17      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -86869 | PA      | $-86868.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                        | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84247.25     | 0.02%             | 2024-03-25      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -1260000 | PA      | $-1260000.00  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ARAMARK SER                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -193902 | PA      | $-193902.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297356.54    | 0.06%             | 2037-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2022-3                                                   | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509381 | PA      | $1424827.14   | 0.30%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                             | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $139203.00    | 0.03%             | 2029-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    339000 | PA      | $281614.08    | 0.06%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                          | Equifax Inc                                                                         | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54879.56     | 0.01%             | 2025-12-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                             | Marsh & McLennan Cos Inc                                                            | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727365.44    | 0.15%             | 2026-03-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                             | Ken Garff Automotive LLC                                                            | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $102056.41    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                         | QUALCOMM Inc                                                                        | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1370204.34   | 0.28%             | 2032-05-20      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108103.21    | 0.02%             | 2026-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 1.572500 11-FEB-2030                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5000 | OU      | $-724.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    157000 | PA      | $139959.22    | 0.03%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1422310 | PA      | $-1422310.25  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MATCH GROUP                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -129634 | PA      | $-129633.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                               | Sable International Finance Ltd                                                     | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184750.00    | 0.04%             | 2027-09-07      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35197.50     | 0.01%             | 2032-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Parexel International Corporation                    | Parexel International Corporation 2021 1st Lien Term Loan                           | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   1678634 | PA      | $1613821.90   | 0.33%             | 2028-11-15      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO / FINANCE                             | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1708000 | PA      | $715677.62    | 0.15%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                              | GSR Mortgage Loan Trust 2005-AR5                                                    | CUSIP: 362341MC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308686 | PA      | $177886.19    | 0.04%             | 2035-10-25      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| Verscend Escrow Corp                                 | Verscend Escrow Corp                                                                | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1780133.07   | 0.37%             | 2026-08-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solut                               | Mauser Packaging Solutions Holding Co                                               | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    794000 | PA      | $772043.65    | 0.16%             | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SASU                                                                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    498000 | PA      | $450087.44    | 0.09%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1311226.89   | 0.27%             | 2027-08-20      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| FAURECIA                                             | Faurecia SE                                                                         | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90067.62     | 0.02%             | 2027-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUX NOTE                             | Telenet Finance Luxembourg Notes Sarl                                               | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $180000.00    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CANPACK SA/CANPACK US                                | Canpack SA / Canpack US LLC                                                         | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    211000 | PA      | $183635.94    | 0.04%             | 2025-11-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2021 Term Loan B                                          | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1421515 | PA      | $1406972.82   | 0.29%             | 2025-04-25      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BARCLAYS PL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -3276000 | PA      | $-3276000.00  | -0.68%            |  |  |  | No            | 2                  | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $250502.65    | 0.05%             | 2025-09-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    431000 | PA      | $368505.00    | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                             | Empresas Publicas de Medellin ESP                                                   | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $158412.50    | 0.03%             | 2029-07-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP PERFORMANCE                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -316988 | PA      | $-316987.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                         | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     89000 | PA      | $75881.60     | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc. Term Loan B                                    | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1961204 | PA      | $1782597.10   | 0.37%             | 2026-08-21      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    622000 | PA      | $622435.40    | 0.13%             | 2027-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                      | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    965000 | PA      | $942313.12    | 0.20%             | 2025-07-23      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -314150 | PA      | $-314150.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                               | Rockford Tower CLO 2017-2 Ltd                                                       | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $461790.10    | 0.10%             | 2029-10-15      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.            | Sedgwick Claims Management Services, Inc. 2020 Term Loan B3                         | CUSIP: 81527CAN7<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    182405 | PA      | $179805.73    | 0.04%             | 2026-09-03      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                        | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76937.29     | 0.02%             | 2023-09-25      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ELASTIC NV                                           | Elastic NV                                                                          | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    376000 | PA      | $303695.20    | 0.06%             | 2029-07-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SEASPAN COR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -223450 | PA      | $-223450.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NEW GOLD IN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -425100 | PA      | $-425100.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    865000 | PA      | $707137.50    | 0.15%             | 2029-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP COMMSCOPE T                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -625658 | PA      | $-625657.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                 | Scientific Games International, Inc. 2022 USD Term Loan                             | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    349245 | PA      | $343632.63    | 0.07%             | 2029-04-14      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| ABERTIS FINANCE BV                                   | Abertis Infraestructuras Finance BV                                                 | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $90345.94     | 0.02%             | 2025-11-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                             | Uruguay Government International Bond                                               | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    134546 | PA      | $146116.96    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ZIGGO BV                                             | Ziggo BV                                                                            | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $167354.00    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                             | Brookfield Residential Properties Inc / Brookfield Residential US LLC               | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    364000 | PA      | $283798.93    | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                        | Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2                                 | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |    597234 | PA      | $568178.37    | 0.12%             | 2026-04-06      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| EG Group Limited                                     | EG Group Limited 2021 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    233266 | PA      | $217520.90    | 0.05%             | 2026-03-31      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16256.85     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ADLER GROUP SA                                       | ADLER Group SA                                                                      | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $42282.75     | 0.01%             | 2026-11-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22620.00     | 0.00%             | 2042-12-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Arcline FM Holdings, LLC                             | Arcline FM Holdings, LLC 2021 1st Lien Term Loan                                    | CUSIP: 03960DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    628050 | PA      | $595598.66    | 0.12%             | 2028-06-23      | Floating      | 9.48%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP MARSH + MCL                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -701250 | PA      | $-701250.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                    | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan                                       | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    935736 | PA      | $732990.08    | 0.15%             | 2029-07-27      | Floating      | 12.67%                | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP DARLING ING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -322245 | PA      | $-322245.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9280.94      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP FIRSTENERGY                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -125102 | PA      | $-125102.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                        | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1253477.22   | 0.26%             | 2026-06-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2020-1 A PTT                              | United Airlines 2020-1 Class A Pass Through Trust                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555639 | PA      | $547830.47    | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners, LLC                                | EyeCare Partners, LLC 2020 Term Loan                                                | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    854611 | PA      | $680842.59    | 0.14%             | 2027-02-18      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                    | CSC Holdings, LLC 2017 Term Loan B1                                                 | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    473588 | PA      | $446356.85    | 0.09%             | 2025-07-17      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    803000 | PA      | $589618.81    | 0.12%             | 2029-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                            | Cablevision Lightpath LLC Term Loan B                                               | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    151780 | PA      | $144855.80    | 0.03%             | 2027-11-30      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP LLOYDS BANK                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1071875 | PA      | $-1071875.00  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                          | SWAP/CDSWAP/SCDS: (NVFVES)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |     10000 | OU      | $-314.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PRA Health Sciences Inc                              | PRA Health Sciences Inc                                                             | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    484000 | PA      | $438045.69    | 0.09%             | 2026-07-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TRANSCONTIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -249200 | PA      | $-249200.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                      | AdaptHealth LLC                                                                     | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $66918.30     | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CENTRAL GARDEN & PET CO                              | Central Garden & Pet Co                                                             | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    194000 | PA      | $159352.26    | 0.03%             | 2030-10-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ABJA Investment Co                                   | ABJA Investment Co Pte Ltd                                                          | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $249062.50    | 0.05%             | 2024-07-31      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                           | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1377300.52   | 0.29%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP LIONS GATE                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -392700 | PA      | $-392700.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                              | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    279000 | PA      | $258649.74    | 0.05%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Asplundh Tree Expert, LLC                            | Asplundh Tree Expert, LLC 2021 Term Loan B                                          | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1050335 | PA      | $1048581.42   | 0.22%             | 2027-09-07      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    601000 | PA      | $522870.00    | 0.11%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP PETROLEOS M                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -122064 | PA      | $-122063.97   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    333000 | PA      | $280461.19    | 0.06%             | 2031-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SPECTRUM BRANDS INC                                  | Spectrum Brands Inc                                                                 | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    154000 | PA      | $135910.18    | 0.03%             | 2030-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    104000 | PA      | $97024.06     | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                  | LSF11 A5 HoldCo LLC                                                                 | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    113000 | PA      | $93350.57     | 0.02%             | 2029-10-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ZF FINANCE GMBH                                      | ZF Finance GmbH                                                                     | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $87263.04     | 0.02%             | 2027-05-06      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL INTL BV                                | Clear Channel International BV                                                      | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    384000 | PA      | $366414.40    | 0.08%             | 2025-08-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $818098.10    | 0.17%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                              | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $178807.10    | 0.04%             | 2025-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Limited                | Digicel International Finance Limited 2017 Term Loan B                              | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    436587 | PA      | $365860.22    | 0.08%             | 2024-05-28      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    380000 | PA      | $273360.66    | 0.06%             | 2029-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OT MERGER CORP                                       | OT Merger Corp                                                                      | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $60950.00     | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57955.00     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corporation                          | Epicor Software Corporation 2020 Term Loan                                          | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    287054 | PA      | $275049.35    | 0.06%             | 2027-07-30      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                        | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $171622.00    | 0.04%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sterling Bank Trust                                  | Sterling COOFS Trust 2004-2                                                         | CUSIP: 859245AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040500 | PA      | $10405.00     | 0.00%             | 2030-03-30      | Fixed         | 2.08%                 | No            | 3                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                | Ahead DB Holdings LLC                                                               | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120562.50    | 0.02%             | 2028-05-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| KBR INC                                              | KBR Inc                                                                             | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    206000 | PA      | $181962.43    | 0.04%             | 2028-09-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    134000 | PA      | $108499.93    | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                       | Freeport LNG Investments, LLLP Term Loan B                                          | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   1785623 | PA      | $1694110.12   | 0.35%             | 2028-12-21      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SPRINT CAPI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1036018 | PA      | $-1036017.50  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ZIGGO BOND                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -143280 | PA      | $-143280.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP BOYD GAMING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -317250 | PA      | $-317250.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| UFC Holdings, LLC                                    | UFC Holdings, LLC 2021 Term Loan B                                                  | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    594264 | PA      | $585682.42    | 0.12%             | 2026-04-29      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171931.29    | 0.04%             | 2027-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SM ENERGY C                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -72572 | PA      | $-72572.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                 | RLJ Lodging Trust LP                                                                | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    135000 | PA      | $120229.44    | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ARAMARK SER                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -361594 | PA      | $-361593.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                              | Rockcliff Energy II LLC                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    377000 | PA      | $344936.15    | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP STANDARD IN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -434350 | PA      | $-434350.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM CRP / CAYMN FI                              | Broadcom Corp / Broadcom Cayman Finance Ltd                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    600000 | PA      | $567534.09    | 0.12%             | 2027-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP PANAMA REPU                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -288405 | PA      | $-288405.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP TRIUMPH GRO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -623819 | PA      | $-623818.75   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| ZoomInfo LLC                                         | ZoomInfo LLC 2021 Term Loan B                                                       | CUSIP: 25471YAK8<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |     89000 | PA      | $88582.59     | 0.02%             | 2026-02-02      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                           | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    463000 | PA      | $442095.06    | 0.09%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HUSKY III HOLDING LTD                                | Husky III Holding Ltd                                                               | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    240000 | PA      | $212400.00    | 0.04%             | 2025-02-15      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    185000 | PA      | $158630.10    | 0.03%             | 2027-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MAF SUKUK LTD                                        | MAF Sukuk Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $266801.56    | 0.06%             | 2029-05-14      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    754000 | PA      | $617803.00    | 0.13%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC / SCIL USA H                             | SCIL IV LLC / SCIL USA Holdings LLC                                                 | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $202552.50    | 0.04%             | 2026-11-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                              | SBA Communications Corp                                                             | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    343000 | PA      | $285201.07    | 0.06%             | 2029-02-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Aristocrat Technologies, Inc.                        | Aristocrat Technologies, Inc. 2022 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300I5142EOXMKHL78 | Long             | LON              | CORP              | US        |     45500 | PA      | $45400.36     | 0.01%             | 2029-05-24      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP CVS HEALTH                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -812500 | PA      | $-812500.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Venga Finance Sarl                                   | Venga Finance Sarl 2021 USD Term Loan B                                             | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |    262697 | PA      | $240039.51    | 0.05%             | 2028-12-04      | Floating      | 9.48%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                                          | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $180558.28    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP KINETIK HOL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -476962 | PA      | $-476962.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    283000 | PA      | $212958.43    | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                               | Chesapeake Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38846.89     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ICAHN ENTER                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -471501 | PA      | $-471501.25   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Femur Buyer, Inc.                                    | Femur Buyer, Inc. 1st Lien Term Loan                                                | CUSIP: 31446JAC9<br>LEI: 2549000I18BON7XEKV12 | Long             | LON              | CORP              | US        |    439330 | PA      | $375078.16    | 0.08%             | 2026-03-05      | Floating      | 9.23%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                   | Alliant Holdings Intermediate, LLC 2018 Term Loan B                                 | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    829697 | PA      | $817874.11    | 0.17%             | 2025-05-09      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                                  | Klabin Austria GmbH                                                                 | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $161000.00    | 0.03%             | 2031-01-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WHITE CAP PARENT LLC                                 | White Cap Parent LLC                                                                | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $203155.15    | 0.04%             | 2026-03-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $43821.71     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRI POINTE HOMES INC                                 | Tri Pointe Homes Inc                                                                | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13390.95     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                 | Aramark Services Inc                                                                | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424467.29    | 0.09%             | 2025-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                      | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12016.80     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TruGreen Limited Partnership                         | TruGreen Limited Partnership 2020 Term Loan                                         | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    613413 | PA      | $543257.20    | 0.11%             | 2027-11-02      | Floating      | 8.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP NEXTERA ENE                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1148438 | PA      | $-1148437.50  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                             | Albion Financing 1 SARL / Aggreko Holdings Inc                                      | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $178362.00    | 0.04%             | 2026-10-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Ultimate Software Group Inc (The)                    | Ultimate Software Group Inc (The) 2021 Term Loan                                    | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    591035 | PA      | $561483.31    | 0.12%             | 2026-05-04      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP WHITE CAP B                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -777094 | PA      | $-777093.75   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| New Arclin U.S. Holding Corp.                        | New Arclin U.S. Holding Corp. 2021 Delayed Draw Term Loan                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75553 | PA      | $66146.94     | 0.01%             | 2028-10-02      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                               | Krung Thai Bank PCL/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    202000 | PA      | $180007.25    | 0.04%             | 2026-03-25      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BERKLINE BENCHCRAFT SUB NO                           | BERKLINE BENCHCRAFT SUB NO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $0.02         | 0.00%             | 2022-06-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Yum! Brands Inc                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     71000 | PA      | $58397.50     | 0.01%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                 | Commercial Metals Co                                                                | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61939.96     | 0.01%             | 2030-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ASCENT RESO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -716479 | PA      | $-716478.75   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -158790 | PA      | $-158790.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVA Chemicals Corp                                  | NOVA Chemicals Corp                                                                 | CUSIP: 66977WAQ2<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $64822.25     | 0.01%             | 2024-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                                 | Aramark Services Inc                                                                | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185689.48    | 0.04%             | 2025-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DIAMOND BC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -341078 | PA      | $-341077.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ACCOR SA                                             | Accor SA                                                                            | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |     31500 | PA      | $13827.91     | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | No            | 1                  | On Loan: No      |
| Cornerstone OnDemand, Inc.                           | Cornerstone OnDemand, Inc. 2021 Term Loan                                           | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    516100 | PA      | $459329.00    | 0.10%             | 2028-10-16      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                             | Graham Packaging Co Inc                                                             | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50060.85     | 0.01%             | 2028-08-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112900.45    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| DIAMOND BC BV                                        | Diamond BC BV                                                                       | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    571000 | PA      | $458227.50    | 0.09%             | 2029-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 7 Ltd                                                         | CUSIP: 03328TBG9<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $898396.10    | 0.19%             | 2031-01-28      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2022-NQM9 Trust                                                                 | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99511.29     | 0.02%             | 2062-09-25      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                      | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $693703.25    | 0.14%             | 2026-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                                   | Cellnex Telecom SA                                                                  | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $77168.47     | 0.02%             | 2031-11-20      | Fixed         | 0.75%                 | No            | 1                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $237675.08    | 0.05%             | 2025-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -370301 | PA      | $-370301.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                             | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                 | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $151995.00    | 0.03%             | 2028-05-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CONSTELLIUM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -499905 | PA      | $-499905.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -724488 | PA      | $-724487.50   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| EIG PEARL HOLDINGS SARL                              | EIG Pearl Holdings Sarl                                                             | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    244000 | PA      | $204624.50    | 0.04%             | 2036-08-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                              | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    676000 | PA      | $684458.19    | 0.14%             | 2025-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                | Spectrum Brands, Inc. 2021 Term Loan                                                | CUSIP: 84762NBP5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | LON              | CORP              | US        |    457077 | PA      | $447935.85    | 0.09%             | 2028-03-03      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP JAZZ SECURI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -141250 | PA      | $-141250.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SRS DISTRIB                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -313565 | PA      | $-313565.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE KING (CARNELIAN POINT)                       | SERVICE KING (CARNELIAN POINT)                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1720 | NS      | $0.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                             | Summit Materials LLC / Summit Materials Finance Corp                                | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $218790.88    | 0.05%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Adevinta ASA                                         | ADEVINTA ASA USD TERM LOAN B                                                        | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | LON              | CORP              | NO        |    751602 | PA      | $741643.76    | 0.15%             | 2028-06-26      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORP                                         | Seaspan Corp                                                                        | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    328000 | PA      | $248558.40    | 0.05%             | 2029-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $546695.88    | 0.11%             | 2028-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                            | CUSIP: 595017AF1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $59550.00     | 0.01%             | 2027-02-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| H&E EQUIPMENT SERVICES                               | H&E Equipment Services Inc                                                          | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49403.82     | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    159000 | PA      | $146434.23    | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP FERTITTA EN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -338100 | PA      | $-338100.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                             | Lloyds Banking Group PLC                                                            | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1205883.90   | 0.25%             | 2025-09-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| REKEEP SPA                                           | Rekeep SpA                                                                          | CUSIP: 000000000<br>LEI: 8156008737CA044FCB79 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $88978.76     | 0.02%             | 2026-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    584000 | PA      | $478733.55    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TELEFLEX INC                                         | Teleflex Inc                                                                        | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    331000 | PA      | $302156.66    | 0.06%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP 1011778 BC                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -92292 | PA      | $-92292.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BLACK HILLS                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -268781 | PA      | $-268781.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                             | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    310000 | PA      | $264464.10    | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                        | Peraton Corp. 2nd Lien Term Loan B1                                                 | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    455060 | PA      | $431624.12    | 0.09%             | 2029-02-01      | Floating      | 12.09%                | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1285814.96   | 0.27%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                         | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    202526 | NS      | $4992265.90   | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213403.34    | 0.04%             | 2026-03-10      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES 2013-2                             | American Airlines 2013-2 Class A Pass Through Trust                                 | CUSIP: 02377UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622353 | PA      | $621502.71    | 0.13%             | 2023-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SRS DISTRIB                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -229856 | PA      | $-229856.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding, LLC                           | Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan                  | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    185774 | PA      | $182522.80    | 0.04%             | 2023-08-10      | Floating      | 12.27%                | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP HESS CORPOR                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |    -45938 | PA      | $-45937.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31621.12     | 0.01%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| IND & COMM BK OF CHINA                               | Industrial & Commercial Bank of China Ltd                                           | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $186750.00    | 0.04%             | 2026-09-24      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     78000 | PA      | $63518.52     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP DISH DBS CO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -837520 | PA      | $-837520.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $30795.79     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AZZ Inc.                                             | AZZ Inc. Term Loan B                                                                | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    115018 | PA      | $114873.92    | 0.02%             | 2029-05-13      | Variable      | 8.67%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VIAVI SOLUT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -241400 | PA      | $-241400.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 3-R Ltd                                                       | CUSIP: 03330BAA8<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $677090.88    | 0.14%             | 2031-01-28      | Floating      | 9.87%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    198000 | PA      | $161640.81    | 0.03%             | 2030-08-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| EYECARE PARTNERS, LLC                                | EyeCare Partners, LLC 2021 Incremental Term Loan                                    | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    194675 | PA      | $163235.00    | 0.03%             | 2028-11-15      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CORE INCOME COR                             | OWL Rock Core Income Corp                                                           | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    302000 | PA      | $301022.86    | 0.06%             | 2027-09-16      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                                                 | CUSIP: 94973VBG1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     19000 | PA      | $138941.30    | 0.03%             | 2042-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP MSCI INC 3.                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -142262 | PA      | $-142262.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $105828.92    | 0.02%             | 2026-02-01      | Fixed         | 10.13%                | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -191750 | PA      | $-191750.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    158000 | PA      | $119448.00    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Da Vinci Purchaser Corp.                             | Da Vinci Purchaser Corp. 2019 Term Loan                                             | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    674139 | PA      | $610095.73    | 0.13%             | 2027-01-08      | Floating      | 8.38%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP HEALTHPEAK                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -811250 | PA      | $-811250.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP GFL ENVIRON                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -339412 | PA      | $-339412.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| EASY TACTIC LTD                                      | Easy Tactic Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |    210379 | PA      | $42378.22     | 0.01%             | 2027-07-11      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                    | Consolidated Communications, Inc. 2021 Term Loan B                                  | CUSIP: 20903EBB0<br>LEI: 549300WW675Y48HDVX34 | Long             | LON              | CORP              | US        |    349148 | PA      | $307177.18    | 0.06%             | 2027-10-02      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                 | Edison International                                                                | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146291.18    | 0.03%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LIFE TIME INC                                        | Life Time Inc                                                                       | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193500.00    | 0.04%             | 2026-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Formula One Holdings Limited.                        | Formula One Holdings Limited. Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    609000 | PA      | $608238.75    | 0.13%             | 2030-01-15      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |      8000 | PA      | $7528.62      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Oi SA                                                | Oi SA                                                                               | CUSIP: 000000000<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $33475.00     | 0.01%             | 2025-07-27      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXV Ltd                                                        | CUSIP: 55820RAJ1<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |    985455 | PA      | $971214.16    | 0.20%             | 2029-04-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Tamko Building Products, LLC                         | Tamko Building Products, LLC Term Loan B                                            | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |    353689 | PA      | $340867.43    | 0.07%             | 2026-06-01      | Floating      | 7.73%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    378000 | PA      | $330844.50    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                           | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    416000 | PA      | $414523.16    | 0.09%             | 2023-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                | Iridium Satellite LLC 2021 Term Loan B2                                             | CUSIP: 46269KAL8<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |    680120 | PA      | $672951.23    | 0.14%             | 2026-11-04      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Genuine Financial Holdings, LLC                      | Genuine Financial Holdings, LLC 2018 1st Lien Term Loan                             | CUSIP: 37190DAF0<br>LEI: 5493008VX60Q72RHI784 | Long             | LON              | CORP              | US        |    385533 | PA      | $370273.46    | 0.08%             | 2025-07-11      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| PRECISION DRILLING CORP                              | Precision Drilling Corp                                                             | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11172.08     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP IQVIA INC 5                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -380239 | PA      | $-380238.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                         | Ecopetrol SA                                                                        | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    198000 | PA      | $188199.00    | 0.04%             | 2025-01-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                 | RLJ Lodging Trust LP                                                                | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     97000 | PA      | $78634.56     | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                              | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1004863.35   | 0.21%             | 2028-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Lealand Finance Company B.V.                         | Lealand Finance Company B.V. 2020 Take Back Term Loan                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    115547 | PA      | $60497.19     | 0.01%             | 2025-06-30      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                          | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     74000 | PA      | $64996.05     | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP FIRSTENERGY                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -365528 | PA      | $-365527.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                             | Consensus Cloud Solutions Inc                                                       | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $58865.19     | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                 | Taylor Morrison Communities Inc                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46776.65     | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SPX FLOW, INC.                                       | SPX Flow, Inc. 2022 Term Loan                                                       | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    588835 | PA      | $548670.36    | 0.11%             | 2029-04-05      | Variable      | 8.92%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VICI PROPER                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -638250 | PA      | $-638250.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                          | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                        | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1237018 | PA      | $1172854.29   | 0.24%             | 2028-05-12      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| MKS Instruments, Inc.                                | MKS Instruments, Inc. 2022 USD Term Loan B                                          | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    460000 | PA      | $453675.00    | 0.09%             | 2029-08-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    164000 | PA      | $152686.46    | 0.03%             | 2024-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo S.a.r.l                        | Cobham Ultra SeniorCo S.a.r.l USD Term Loan B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $150350.00    | 0.03%             | 2029-08-03      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| LIONS GATE CAPITAL HOLD                              | Lions Gate Capital Holdings LLC                                                     | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    748000 | PA      | $433688.12    | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    420000 | PA      | $354893.88    | 0.07%             | 2027-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| United Group BV                                      | United Group BV                                                                     | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99368.76     | 0.02%             | 2024-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                        | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    246000 | PA      | $217521.65    | 0.05%             | 2028-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NCL FINANCE LTD                                      | NCL Finance Ltd                                                                     | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    261000 | PA      | $192675.77    | 0.04%             | 2028-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC          | Ascend Performance Materials Operations LLC 2021 Term Loan B                        | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   1032875 | PA      | $970127.90    | 0.20%             | 2026-08-27      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                    | Chile Government International Bond                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $168475.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                           | Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan                              | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     64372 | PA      | $61705.13     | 0.01%             | 2028-09-15      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                     | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    217390 | PA      | $209052.33    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SIX FLAGS T                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -238738 | PA      | $-238737.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                     | Vmed O2 UK Financing I PLC                                                          | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $91892.30     | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IMOLA MERGER CORP                                    | Imola Merger Corp                                                                   | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $442482.93    | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                       | Lonza Group AG USD Term Loan B                                                      | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    397074 | PA      | $362826.65    | 0.08%             | 2028-07-03      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    196000 | PA      | $179830.00    | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    257000 | PA      | $167598.77    | 0.03%             | 2031-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Cogeco Financing 2 LP                                | Cogeco Financing 2 LP 2021 Incremental Term Loan B                                  | CUSIP: 19239PAD9<br>LEI: 5493002JZGWJIUQ60C59 | Long             | LON              | CORP              | US        |    671577 | PA      | $651309.04    | 0.13%             | 2028-09-01      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                    | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518000 | PA      | $434550.20    | 0.09%             | 2031-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Incorporated                         | Churchill Downs Incorporated 2021 Incremental Term Loan B1                          | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    484577 | PA      | $479329.01    | 0.10%             | 2028-03-17      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ARCONIC ROL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -292478 | PA      | $-292477.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    204000 | PA      | $198952.45    | 0.04%             | 2024-07-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| PREMIER ENTERTAINMENT SU                             | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                  | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $82058.40     | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                             | Hess Midstream Operations LP                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $205181.03    | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                         | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    535000 | PA      | $555311.77    | 0.12%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -439375 | PA      | $-439375.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    353000 | PA      | $336338.40    | 0.07%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ARCHES BUYER INC                                     | Arches Buyer Inc                                                                    | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86031.15     | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                  | Boxer Parent Co Inc                                                                 | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    678000 | PA      | $639635.30    | 0.13%             | 2026-03-01      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP NRG ENERGY                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -209135 | PA      | $-209135.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CHS/COMMUNI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -141062 | PA      | $-141062.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1605 | NC      | $-212042.88   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| PetVet Care Centers, LLC                             | PetVet Care Centers, LLC 2021 Term Loan B3                                          | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |     20575 | PA      | $19279.54     | 0.00%             | 2025-02-14      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Clark Equipment Company                              | Clark Equipment Company 2022 Term Loan B                                            | CUSIP: 18143EAK5<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |    164755 | PA      | $162232.60    | 0.03%             | 2029-04-20      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                            | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18304.93     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | 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        |    429000 | PA      | $398485.23    | 0.08%             | 2027-01-15      | Fixed         | 4.63%                 | 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        |    764000 | PA      | $612815.86    | 0.13%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CARPENTER TECHNOLOGY                                 | Carpenter Technology Corp                                                           | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    326000 | PA      | $326778.12    | 0.07%             | 2030-03-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222031.39    | 0.05%             | 2026-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                             | Central Parent Inc / CDK Global Inc                                                 | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $545791.99    | 0.11%             | 2029-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES INC                             | Sensata Technologies Inc                                                            | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27969.76     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP PILGRIMS PR                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -106531 | PA      | $-106531.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                          | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |     40000 | OU      | $1524.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                               | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2234000 | PA      | $1770505.99   | 0.37%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PTC Inc                                              | PTC Inc                                                                             | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72384.73     | 0.01%             | 2025-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                     | AmWINS Group Inc                                                                    | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    285000 | PA      | $241721.82    | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NMG PARENT LLC                                       | NMG PARENT LLC                                                                      | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1330 | NS      | $201162.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |     12175 | OU      | $-3145.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP UNITEDHEALT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1378125 | PA      | $-1378125.00  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $169662.50    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JINGRUI HOLDINGS LTD                                 | Jingrui Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 549300RXCFKI6KHCMP52 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $18399.85     | 0.00%             | 2022-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP WYNN LAS VE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -131520 | PA      | $-131520.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                 | Aramark Services Inc                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    242000 | PA      | $225770.27    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    136000 | PA      | $99584.78     | 0.02%             | 2029-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    667000 | PA      | $666514.16    | 0.14%             | 2025-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SPRINGLEAF                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -180600 | PA      | $-180600.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse ABS Repackaging Trust                  | Credit Suisse ABS Repackaging Trust 2013-A                                          | CUSIP: 22546UAA6<br>LEI: 549300MV4IKF86LLTT11 | Long             | ABS-O            | CORP              | US        |    215541 | PA      | $203233.38    | 0.04%             | 2030-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BLACK KNIGH                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -386000 | PA      | $-386000.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CANO HEALTH LLC                                      | Cano Health LLC                                                                     | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |    104000 | PA      | $62920.00     | 0.01%             | 2028-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                             | FirstEnergy Transmission LLC                                                        | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    458000 | PA      | $426043.49    | 0.09%             | 2044-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                      | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                               | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |   2232482 | PA      | $2139008.09   | 0.44%             | 2027-12-01      | Floating      | 8.38%                 | No            | 2                  | On Loan: No      |
| Bright Horizons Family Solutions, LLC                | Bright Horizons Family Solutions, LLC 2021 Term Loan B                              | CUSIP: 10919RAN9<br>LEI: 254900BHOU40CFNXWQ75 | Long             | LON              | CORP              | US        |    755131 | PA      | $740028.59    | 0.15%             | 2028-11-24      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                        | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    211000 | PA      | $172176.07    | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP LEVEL 3 FIN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -227050 | PA      | $-227050.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CPG International Inc.                               | CPG International Inc. 2022 Term Loan B                                             | CUSIP: 12594VAD0<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |    360000 | PA      | $349200.00    | 0.07%             | 2029-04-28      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    253000 | PA      | $223333.22    | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UNIQUE PUB FINANCE CO                                | Unique Pub Finance Co PLC/The                                                       | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | ABS-O            | CORP              | GB        |     35564 | PA      | $42172.58     | 0.01%             | 2027-06-30      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    226000 | PA      | $217112.56    | 0.04%             | 2025-03-15      | Fixed         | 6.88%                 | 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        |    325000 | PA      | $265112.25    | 0.05%             | 2028-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                             | Saudi Government International Bond                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    325000 | PA      | $320998.44    | 0.07%             | 2030-04-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                             | Suburban Propane Partners LP/Suburban Energy Finance Corp                           | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $77348.41     | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VAIL RESORTS INC                                     | Vail Resorts Inc                                                                    | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154000.12    | 0.03%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOYNE USA INC                                        | Boyne USA Inc                                                                       | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $304455.24    | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WESCO DISTR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -616005 | PA      | $-616005.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                              | Surgery Center Holdings Inc                                                         | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    547000 | PA      | $539210.06    | 0.11%             | 2025-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ILIAD SA                                             | iliad SA                                                                            | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96250.32     | 0.02%             | 2026-06-17      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                                 | Booking Holdings Inc                                                                | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     49000 | PA      | $65263.30     | 0.01%             | 2025-05-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                   | Credit Agricole SA                                                                  | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $160283.51    | 0.03%             | 2029-03-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO / FINANCE                             | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $731026.50    | 0.15%             | 2026-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CAPITAL CORP                                | Owl Rock Capital Corp                                                               | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55008.89     | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                   | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan                          | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    650841 | PA      | $539384.65    | 0.11%             | 2025-10-01      | Floating      | 8.14%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP APPLIED MAT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -264338 | PA      | $-264337.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $474019.98    | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                              | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    122000 | PA      | $116723.50    | 0.02%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -667535 | PA      | $-667535.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                      | Nordea Bank Abp                                                                     | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    560000 | PA      | $432349.62    | 0.09%             | 2029-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GENNEIA SA                                           | Genneia SA                                                                          | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |     69781 | PA      | $67657.04     | 0.01%             | 2027-09-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP MILEAGE PLU                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -1044549 | PA      | $-1044548.75  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| LITHIA MOTORS INC                                    | Lithia Motors Inc                                                                   | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    131000 | PA      | $107696.41    | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR US NEWCO INC                             | TK Elevator US Newco Inc                                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $916828.82    | 0.19%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TEMPUR SEAL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -96425 | PA      | $-96425.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $108036.38    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                              | TK Elevator Holdco GmbH                                                             | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $326605.38    | 0.07%             | 2028-07-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| SIRVA Worldwide, Inc.                                | SIRVA Worldwide, Inc. 2018 1st Lien Term Loan                                       | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    373375 | PA      | $330436.92    | 0.07%             | 2025-08-04      | Floating      | 10.23%                | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                       | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    186000 | PA      | $161819.70    | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                              | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    636000 | PA      | $644251.44    | 0.13%             | 2028-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                       | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    490000 | PA      | $400050.21    | 0.08%             | 2026-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP KAISER ALUM                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -264588 | PA      | $-264587.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP DT MIDSTREA                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -388410 | PA      | $-388410.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 1.930800 22-OCT-2051                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000 | OU      | $-735822.99   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $378951.20    | 0.08%             | 2028-04-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                              | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $161551.62    | 0.03%             | 2027-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2021-3 Ltd                                                  | CUSIP: 05683NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224592.28    | 0.05%             | 2034-07-24      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| XPO ESCROW SUB LLC                                   | XPO Escrow Sub LLC                                                                  | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $107263.52    | 0.02%             | 2027-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ZAYO GROUP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -805815 | PA      | $-805815.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP IQVIA INC 5                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -388384 | PA      | $-388383.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC Term Loan                                                           | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   2218855 | PA      | $1979085.85   | 0.41%             | 2029-01-24      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP COMPASS DIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -177620 | PA      | $-177620.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan                              | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     58625 | PA      | $58287.83     | 0.01%             | 2026-09-18      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP US BANCORP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1225856 | PA      | $-1225856.25  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                   | Telecom Italia SpA/Milano                                                           | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $156151.82    | 0.03%             | 2024-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ZAYO GROUP                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1322190 | PA      | $-1322190.00  | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| RONSHINE CHINA                                       | Ronshine China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10000.00     | 0.00%             | 2024-08-05      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group, LLC                            | Ryan Specialty Group, LLC Term Loan                                                 | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    650011 | PA      | $644595.95    | 0.13%             | 2027-09-01      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                       | Constellium SE                                                                      | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $102602.58    | 0.02%             | 2026-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                      | Gen Digital Inc                                                                     | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    231000 | PA      | $226957.50    | 0.05%             | 2030-09-30      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2020-2 Ltd                                                  | CUSIP: 05683EAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $268806.69    | 0.06%             | 2034-07-19      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP RHP HOTEL P                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -499178 | PA      | $-499177.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.            | Sedgwick Claims Management Services, Inc. 2019 Term Loan B                          | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    518976 | PA      | $508783.13    | 0.11%             | 2026-09-03      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | FSWP: USD 1.657000 25-APR-2032                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9020000 | OU      | $1588835.87   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP COMMSCOPE I                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -83662 | PA      | $-83662.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    463000 | PA      | $487400.10    | 0.10%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ING GROEP N                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1082812 | PA      | $-1082812.50  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| ASHLAND LLC                                          | Ashland LLC                                                                         | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    296000 | PA      | $236584.16    | 0.05%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                               | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1131000 | PA      | $913022.37    | 0.19%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp.                                | TMK Hawk Parent Corp. 2020 Super Priority Second Out Term Loan B                    | CUSIP: 87258WAL9<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |   1303737 | PA      | $664905.72    | 0.14%             | 2024-08-28      | Floating      | 8.26%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2020 Term Loan B8                                                       | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1088014 | PA      | $967657.60    | 0.20%             | 2026-12-23      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Staples Inc                                          | Staples Inc                                                                         | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    411000 | PA      | $353739.48    | 0.07%             | 2026-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    734000 | PA      | $689769.16    | 0.14%             | 2029-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                   | Ukraine Government International Bond                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    236000 | PA      | $50710.50     | 0.01%             | 2030-11-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                  | Nigeria Government International Bond                                               | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $165000.00    | 0.03%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                    | Clarios Global LP 2021 USD Term Loan B                                              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |   2275664 | PA      | $2225416.85   | 0.46%             | 2026-04-30      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP GLOBAL NET                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -104370 | PA      | $-104370.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXXVIII Ltd                                                    | CUSIP: 55821KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237848.23    | 0.05%             | 2034-07-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                   | SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   2318000 | OU      | $-442532.90   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -751150 | PA      | $-751150.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXVI Ltd                                                       | CUSIP: 55819YAG5<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228560.93    | 0.05%             | 2030-07-29      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                   | SWAP/CDSWAP/SCDS: (TKAGR)                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |     20000 | OU      | $-444.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -9706684 | PA      | $-9706684.48  | -2.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CALLON PETROLEUM                                     | Callon Petroleum Co                                                                 | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    583000 | PA      | $555764.44    | 0.12%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BROADCOM IN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -339500 | PA      | $-339500.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| OLA Netherlands B.V.                                 | OLA Netherlands B.V. Term Loan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    349194 | PA      | $328242.75    | 0.07%             | 2026-12-15      | Variable      | 10.67%                | No            | 2                  | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                | Sotheby's/Bidfair Holdings Inc                                                      | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $548324.24    | 0.11%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2021 2nd Lien Term Loan                                               | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1004616 | PA      | $895364.01    | 0.19%             | 2029-02-23      | Variable      | 10.65%                | No            | 2                  | On Loan: No      |
| Southwestern Energy Co                               | Southwestern Energy Co                                                              | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17684.97     | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALBERTSONS                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -187250 | PA      | $-187250.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| INSTRUCTURE HOLDINGS, INC.                           | Instructure Holdings, Inc. 2021 Term Loan B                                         | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310440 | PA      | $304231.20    | 0.06%             | 2028-10-30      | Floating      | 6.12%                 | No            | 3                  | On Loan: No      |
| VIAD CORP                                            | Viad Corp Initial Term Loan                                                         | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |    351550 | PA      | $330457.00    | 0.07%             | 2028-07-30      | Floating      | 9.38%                 | No            | 2                  | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22962.31     | 0.00%             | 2029-08-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                      | ICE: (CDX.NA.IG.39.V1)                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  26250000 | OU      | $-219411.63   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Range Resources Corp                                 | Range Resources Corp                                                                | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13298.64     | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                              | New Fortress Energy Inc                                                             | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    762000 | PA      | $720699.60    | 0.15%             | 2025-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ELEMENT SOLUTIONS INC                                | Element Solutions Inc                                                               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1225700.00   | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC                                    | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48229.55     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1737500 | PA      | $-1737500.00  | -0.36%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VENTURE GLO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -541969 | PA      | $-541968.75   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1653708.56   | 0.34%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    324000 | PA      | $316421.94    | 0.07%             | 2025-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc. 2021 Term Loan B                                            | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |   1794160 | PA      | $1789351.99   | 0.37%             | 2027-02-25      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP YUM BRANDS                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -167090 | PA      | $-167090.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    168000 | PA      | $144900.00    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| STERLING COOFS TR                                    | STERLING COOFS TR                                                                   | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719002 | PA      | $7190.02      | 0.00%             | 2029-04-15      | Variable      | 2.36%                 | No            | 3                  | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    209000 | PA      | $192851.21    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP LEVI STRAUS                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -124450 | PA      | $-124450.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MPT OPERATI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -44962 | PA      | $-44962.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Insulet Corporation                                  | Insulet Corporation Term Loan B                                                     | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    283680 | PA      | $279248.92    | 0.06%             | 2028-05-04      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    480000 | PA      | $405144.00    | 0.08%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Jeld-Wen Inc.                                        | Jeld-Wen Inc. 2021 Term Loan B                                                      | CUSIP: 47579SAU4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |    334253 | PA      | $311035.97    | 0.06%             | 2028-07-28      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    412000 | PA      | $393746.92    | 0.08%             | 2050-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                  | LBM Acquisition LLC Term Loan B                                                     | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    392820 | PA      | $339667.34    | 0.07%             | 2027-12-17      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corporation (The)                   | Dun & Bradstreet Corporation (The) 2022 Incremental Term Loan B2                    | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    303705 | PA      | $298201.87    | 0.06%             | 2029-01-18      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    134000 | PA      | $119984.40    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                        | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    234000 | PA      | $225765.54    | 0.05%             | 2027-06-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAJ1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107039.52    | 0.02%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| II-VI Incorporated                                   | II-VI Incorporated 2022 Term Loan B                                                 | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    648524 | PA      | $640254.89    | 0.13%             | 2029-07-02      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                                    | General Motors Co                                                                   | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    679000 | PA      | $647968.15    | 0.13%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                       | Halliburton Co                                                                      | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2917.97      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NFP CORP 4                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -402369 | PA      | $-402368.75   | -0.08%            |  |  |  | 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        |    483000 | PA      | $408731.51    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP COMCAST COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1569800 | PA      | $-1569800.00  | -0.33%            |  |  |  | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                              | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   3087000 | PA      | $2279965.59   | 0.47%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Envision Healthcare Corporation                      | Envision Healthcare Corporation 2022 Second Out Term Loan                           | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    610453 | PA      | $207553.95    | 0.04%             | 2027-03-31      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers NBLA CLO 52 Ltd                                      | CUSIP: 64135FAG5<br>LEI: 5493008RV69QDGFCMY47 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500000.00    | 0.10%             | 2035-10-24      | Floating      | 10.33%                | No            | 3                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6040.41      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                | Mexico Government International Bond                                                | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $188400.00    | 0.04%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                 | CP Atlas Buyer, Inc. 2021 Term Loan B                                               | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    802204 | PA      | $700484.38    | 0.15%             | 2027-11-23      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                              | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl        | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    749000 | PA      | $618621.57    | 0.13%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP GATES GLOBA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -309760 | PA      | $-309760.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                             | Delta Air Lines Inc / SkyMiles IP Ltd                                               | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      9200 | PA      | $8647.75      | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CMG Media Corporation                                | CMG Media Corporation 2021 Term Loan                                                | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    578552 | PA      | $540431.15    | 0.11%             | 2026-12-17      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                        | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126667.90    | 0.03%             | 2025-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| LEVI STRAUSS & CO                                    | Levi Strauss & Co                                                                   | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $150801.10    | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                          | Ziggo Financing Partnership USD Term Loan I                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    510000 | PA      | $496454.40    | 0.10%             | 2028-04-30      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $340547.95    | 0.07%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP HCA INC 5.5                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -507812 | PA      | $-507812.50   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $124787.50    | 0.03%             | 2029-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Ingersoll-Rand Services Company                      | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan                           | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |    564563 | PA      | $559273.16    | 0.12%             | 2027-03-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280BN8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $678212.59    | 0.14%             | 2023-03-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 64 CLO Ltd                                                                   | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230778.08    | 0.05%             | 2031-04-18      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                                       | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $460660.00    | 0.10%             | 2028-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                             | New Enterprise Stone & Lime Co Inc                                                  | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     81000 | PA      | $71925.63     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194499.10    | 0.04%             | 2026-05-12      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2017 1st Lien Term Loan                                               | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1709680 | PA      | $1658628.87   | 0.34%             | 2024-09-13      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALTICE FRAN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -458932 | PA      | $-458932.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -439285 | PA      | $-439285.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                               | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $212760.00    | 0.04%             | 2024-10-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                              | Penske Automotive Group Inc                                                         | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     69000 | PA      | $56003.42     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP SRM ESCROW                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -333629 | PA      | $-333628.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                       | Cloudera, Inc. 2021 Second Lien Term Loan                                           | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    457000 | PA      | $380073.19    | 0.08%             | 2029-10-08      | Floating      | 10.38%                | No            | 2                  | On Loan: No      |
| GO DADDY OPCO/FINCO                                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                       | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $286777.40    | 0.06%             | 2027-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP PERU (REPUB                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -172235 | PA      | $-172235.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2020 Incremental Term Loan                                            | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967820 | PA      | $939133.68    | 0.19%             | 2024-09-13      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     99000 | PA      | $82167.28     | 0.02%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    146000 | PA      | $118232.26    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TERRIER MED                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -375990 | PA      | $-375990.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| REGIONAL MGMT ISSUANCE                               | REGIONAL MGMT ISSUANCE                                                              | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $836430.00    | 0.17%             | 2033-10-17      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ENTEGRIS ES                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1118700 | PA      | $-1118700.00  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $48360.00     | 0.01%             | 2027-05-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BOEING CO 5                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1506431 | PA      | $-1506431.25  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                   | Murphy Oil USA Inc                                                                  | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    146000 | PA      | $133594.38    | 0.03%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RENAULT SA                                           | Renault SA                                                                          | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96156.12     | 0.02%             | 2026-05-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH                                | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297170.86    | 0.06%             | 2028-09-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                             | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                           | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $199953.08    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                             | Elanco Animal Health Inc                                                            | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    128000 | PA      | $121793.28    | 0.03%             | 2028-08-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                 | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2621276.46   | 0.54%             | 2024-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bally's Corporation                                  | Bally's Corporation 2021 Term Loan B                                                | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    299536 | PA      | $276397.31    | 0.06%             | 2028-10-02      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP KRAFT HEINZ                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -398095 | PA      | $-398095.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP BARCLAYS PL                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -254231 | PA      | $-254231.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Nokia OYJ                                            | Nokia Oyj                                                                           | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    149000 | PA      | $140666.36    | 0.03%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135023.60    | 0.03%             | 2025-12-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP USA COMPRES                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -321275 | PA      | $-321275.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP OCCIDENTAL                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -700096 | PA      | $-700096.25   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                | Mexico Government International Bond                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    278000 | PA      | $224624.00    | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                             | Pilot Travel Centers LLC 2021 Term Loan B                                           | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    427588 | PA      | $422135.76    | 0.09%             | 2028-08-04      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| SRS Distribution Inc.                                | SRS Distribution Inc. 2021 Term Loan B                                              | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   1819539 | PA      | $1736040.46   | 0.36%             | 2028-06-02      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ACURIS FINA                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -285122 | PA      | $-285122.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                     | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    192000 | PA      | $324192.00    | 0.07%             | 2028-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98740.29     | 0.02%             | 2030-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                 | Edison International                                                                | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104428.13    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ROYAL CARIB                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -271688 | PA      | $-271687.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                               | Credit Suisse Group AG                                                              | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $106291.32    | 0.02%             | 2029-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION                             | Sabine Pass Liquefaction LLC                                                        | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145100.33    | 0.03%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| ATS CORP                                             | ATS Corp                                                                            | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $93178.08     | 0.02%             | 2028-12-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP NETWORK I2I                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -244125 | PA      | $-244125.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP OCCIDENTAL                                                                      | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -600702 | PA      | $-600702.50   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                 | WMG Acquisition Corp                                                                | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    136000 | PA      | $117143.53    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    180000 | PA      | $160523.28    | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2019-3 Ltd                                                                 | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481430.75    | 0.10%             | 2032-10-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                             | Republic of South Africa Government International Bond                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $177475.00    | 0.04%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    174000 | PA      | $165980.34    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (LADLN)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     40000 | OU      | $-3142.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                             | Plains All American Pipeline LP / PAA Finance Corp                                  | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $385002.95    | 0.08%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP EVERARC ESC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -393938 | PA      | $-393937.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ROLLS-ROYCE PLC                                      | Rolls-Royce PLC                                                                     | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1018000 | PA      | $969645.00    | 0.20%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                             | Jaguar Land Rover Automotive PLC                                                    | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $80837.13     | 0.02%             | 2028-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MIDCONTINENT COMM & FIN                              | Midcontinent Communications / Midcontinent Finance Corp                             | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $160253.08    | 0.03%             | 2027-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                       | Wynn Macau Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    347000 | PA      | $315943.50    | 0.07%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                            | Atlas CC Acquisition Corp Term Loan B                                               | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   1241398 | PA      | $1040117.64   | 0.22%             | 2028-05-25      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                               | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $169889.03    | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Mileage Plus Holdings LLC                            | Mileage Plus Holdings LLC 2020 Term Loan B                                          | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1926930 | PA      | $1979439.21   | 0.41%             | 2027-06-21      | Floating      | 10.00%                | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 106 CLO Ltd                                                                  | CUSIP: 26254TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483500.25    | 0.10%             | 2035-10-15      | Floating      | 13.43%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                     | Peruvian Government International Bond                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    259000 | PA      | $189037.63    | 0.04%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| COVANTA HOLDING CORP                                 | Covanta Holding Corp                                                                | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56527.66     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental, LLC                          | Avis Budget Car Rental, LLC 2020 Term Loan B                                        | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    287176 | PA      | $277543.71    | 0.06%             | 2027-08-06      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                              | Darling Ingredients Inc                                                             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    434000 | PA      | $424235.00    | 0.09%             | 2030-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $163828.80    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                             | FirstEnergy Transmission LLC                                                        | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    163000 | PA      | $131891.20    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                           | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2550608.86   | 0.53%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ODBRCHT OFFSHRE DRLL FIN                             | Odebrecht Offshore Drilling Finance Ltd                                             | CUSIP: 67576GAD9<br>LEI: 549300L7LF2PIRAWID66 | Long             | DBT              | CORP              | KY        |       172 | PA      | $45.29        | 0.00%             | 2026-12-01      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46289.27     | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                      | Lions Gate Capital Holdings LLC 2018 Term Loan B                                    | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |   1051337 | PA      | $1001398.84   | 0.21%             | 2025-03-24      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    295000 | PA      | $243646.13    | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CORE INCOME COR                             | OWL Rock Core Income Corp                                                           | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36591.41     | 0.01%             | 2026-09-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                 | Heathrow Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90066.78     | 0.02%             | 2029-09-01      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| KKR APPLE BIDCO, LLC                                 | KKR Apple Bidco, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    100000 | PA      | $96143.00     | 0.02%             | 2029-09-21      | Floating      | 10.13%                | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    124000 | PA      | $103707.60    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -328312 | PA      | $-328312.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VENTAS REAL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -598000 | PA      | $-598000.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                  | Elmwood CLO II Ltd                                                                  | CUSIP: 29001RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229945.33    | 0.05%             | 2034-04-20      | Floating      | 11.04%                | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    129782 | PA      | $121451.62    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -148096 | PA      | $-148096.25   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2022-VII Ltd                                                           | CUSIP: 12569EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244640.08    | 0.05%             | 2035-10-22      | Floating      | 9.56%                 | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                    | Vedanta Resources Finance II PLC                                                    | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173412.50    | 0.04%             | 2024-01-21      | Fixed         | 13.88%                | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                             | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53591.62     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $153972.26    | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Regatta XXIV Funding Ltd.                            | Regatta XXIV Funding Ltd                                                            | CUSIP: 75889HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230817.65    | 0.05%             | 2035-01-20      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                | Indonesia Government International Bond                                             | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $195725.00    | 0.04%             | 2028-04-24      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP DOMINICAN R                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -142085 | PA      | $-142085.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        | -12437500 | PA      | $-12437500.00 | -2.58%            |  |  |  | No            | 2                  | On Loan: No      |
| Kestrel Bidco Inc.                                   | Kestrel Bidco Inc. Term Loan B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    177122 | PA      | $160683.52    | 0.03%             | 2026-12-11      | Floating      | 7.35%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88944.21     | 0.02%             | 2026-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Stevens Holding Co Inc                               | Stevens Holding Co Inc                                                              | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $167417.50    | 0.03%             | 2026-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $166671.52    | 0.03%             | 2028-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP IMOLA MERGE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -385688 | PA      | $-385687.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Midas Intermediate Holdco II, LLC                    | Midas Intermediate Holdco II, LLC 2022 PIK Term Loan                                | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1566445 | PA      | $1348709.18   | 0.28%             | 2027-06-30      | Variable      | 12.67%                | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 4 Ltd                                                                  | CUSIP: 98625WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $892272.60    | 0.18%             | 2032-04-20      | Floating      | 10.99%                | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BANK OF NEW                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2274188 | PA      | $-2274187.50  | -0.47%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    571000 | PA      | $466160.08    | 0.10%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211413.77    | 0.04%             | 2029-12-06      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    419000 | PA      | $420442.09    | 0.09%             | 2026-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| WILLIAM CARTER                                       | William Carter Co/The                                                               | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153475.07    | 0.03%             | 2027-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio Inc                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    548000 | PA      | $506549.88    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17638.47     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lealand Finance Company B.V.                         | Lealand Finance Company B.V. 2020 Make Whole Term Loan                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     15776 | PA      | $9860.13      | 0.00%             | 2024-06-28      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                        | Vizient, Inc. 2022 Term Loan B                                                      | CUSIP: 92855LAQ9<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    126365 | PA      | $126080.68    | 0.03%             | 2029-04-28      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| MICROSTRATEGY INC                                    | MicroStrategy Inc                                                                   | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    451000 | PA      | $322487.55    | 0.07%             | 2028-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Edgewater Generation, L.L.C.                         | Edgewater Generation, L.L.C. Term Loan                                              | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    261464 | PA      | $247279.45    | 0.05%             | 2025-12-13      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| SBA Senior Finance II LLC                            | SBA Senior Finance II LLC 2018 Term Loan B                                          | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1052475 | PA      | $1047802.33   | 0.22%             | 2025-04-11      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                      | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    252000 | PA      | $242182.08    | 0.05%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    156000 | PA      | $114732.65    | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| PT Pertamina (Persero)                               | Pertamina Persero PT                                                                | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    384000 | PA      | $350442.24    | 0.07%             | 2029-07-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CD&R SMOKEY BUYER INC                                | CD&R Smokey Buyer Inc                                                               | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $217104.36    | 0.04%             | 2025-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (VMED)                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $396.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Press Ganey Holdings, Inc.                           | Press Ganey Holdings, Inc. 2021 Term Loan B                                         | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    269167 | PA      | $246737.76    | 0.05%             | 2026-07-24      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $586835.40    | 0.12%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53888.24     | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EG GROUP LTD                                         | EG America LLC 2018 USD Term Loan                                                   | CUSIP: 000000000<br>LEI: 894500KFDM6GTUGDJJ54 | Long             | LON              | CORP              | US        |    509499 | PA      | $479886.52    | 0.10%             | 2025-02-07      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| CIFI HOLDINGS GROUP                                  | CIFI Holdings Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $50000.00     | 0.01%             | 2025-07-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                            | BlackRock Liquidity Funds: T-Fund, Institutional Shares                             | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   1474663 | NS      | $1474662.77   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| MATTAMY GROUP CORP                                   | Mattamy Group Corp                                                                  | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $161282.39    | 0.03%             | 2030-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                              | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |   1388000 | PA      | $951451.22    | 0.20%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5501.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                                    | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    376000 | PA      | $327120.00    | 0.07%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| eG Global Finance PLC                                | eG Global Finance PLC                                                               | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    396000 | PA      | $345719.88    | 0.07%             | 2025-02-07      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHOBANI LLC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -367200 | PA      | $-367200.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VERTIV GROU                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -432845 | PA      | $-432845.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP EDISON INTE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -101000 | PA      | $-101000.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    872000 | PA      | $784121.10    | 0.16%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP STANDARD IN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -142240 | PA      | $-142240.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TRI POINTE GROUP / HOMES                             | TRI Pointe Group Inc / TRI Pointe Homes Inc                                         | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10946.21     | 0.00%             | 2024-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MGIC INVESTMENT CORP                                 | MGIC Investment Corp                                                                | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    167000 | PA      | $153988.20    | 0.03%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp. 2021 Term Loan G                                              | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   1219711 | PA      | $1203952.33   | 0.25%             | 2028-01-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                          | Apache Corp                                                                         | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    269000 | PA      | $222923.66    | 0.05%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corporation                          | Covanta Holding Corporation 2021 Term Loan B                                        | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    483294 | PA      | $479239.32    | 0.10%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc                             | Peloton Interactive, Inc Term Loan                                                  | CUSIP: 70614EAD2<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    165585 | PA      | $162410.74    | 0.03%             | 2027-05-25      | Variable      | 11.76%                | No            | 2                  | On Loan: No      |
| SOLIS IV BV                                          | Solis IV BV USD Term Loan B1                                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   1238485 | PA      | $1084776.63   | 0.22%             | 2029-02-26      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                    | Clean Harbors Inc                                                                   | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    129000 | PA      | $119641.29    | 0.02%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                               | Comstock Resources Inc                                                              | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    647000 | PA      | $583917.50    | 0.12%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37392.47     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SBA COMMUNI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -782495 | PA      | $-782495.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| CROWN AMER/CAP CORP VI                               | Crown Americas LLC / Crown Americas Capital Corp VI                                 | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424000 | PA      | $411598.00    | 0.09%             | 2026-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                                 | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $188780.13    | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Voyage Australia Pty Limited                         | Voyage Australia Pty Limited USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 984500552F00VE5LE453 | Long             | LON              | CORP              | AU        |    134960 | PA      | $127874.60    | 0.03%             | 2028-07-20      | Floating      | 7.74%                 | No            | 3                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $30152.56     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                               | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $391578.08    | 0.08%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP LIMA METRO                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2437500 | PA      | $-2437500.00  | -0.51%            |  |  |  | No            | 2                  | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                             | Cheplapharm Arzneimittel GmbH                                                       | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93776.73     | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ENDEAVOR EN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -345470 | PA      | $-345470.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| STITCH AQUISITION CORPORATION                        | Stitch Aquisition Corporation Term Loan B                                           | CUSIP: 86089GAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260700 | PA      | $220726.87    | 0.05%             | 2028-07-28      | Floating      | 11.48%                | No            | 2                  | On Loan: No      |
| FOUR SEASONS HOTELS LIMITED                          | Four Seasons Hotels Limited 2022 Term Loan B                                        | CUSIP: 35100DAS5<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   1363483 | PA      | $1362992.13   | 0.28%             | 2029-11-30      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| APX GROUP INC                                        | APX Group Inc                                                                       | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    268000 | PA      | $221954.07    | 0.05%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| H.B. FULLER CO                                       | HB Fuller Co                                                                        | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97350.00     | 0.02%             | 2028-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP UBS GROUP A                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1096875 | PA      | $-1096875.00  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP LIVE NATION                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1118542 | PA      | $-1118542.50  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    267000 | PA      | $201327.92    | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                   | AVSC Holding Corp. 2020 Term Loan B3                                                | CUSIP: 00241YAS3<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    364416 | PA      | $372250.79    | 0.08%             | 2026-10-15      | Floating      | 15.00%                | No            | 2                  | On Loan: No      |
| Synaptics Incorporated                               | Synaptics Incorporated Term Loan B                                                  | CUSIP: 87159JAH7<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | LON              | CORP              | US        |    252800 | PA      | $247112.00    | 0.05%             | 2028-12-02      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| YANLORD LAND HK CO LTD                               | Yanlord Land HK Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $192000.00    | 0.04%             | 2024-02-27      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP LIVE NATION                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -125100 | PA      | $-125100.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                           | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $466904.90    | 0.10%             | 2044-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                      | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    539000 | PA      | $498424.07    | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Orbcomm Inc.                                         | Orbcomm Inc. Term Loan B                                                            | CUSIP: 68558RAB9<br>LEI: 529900PSC8WVCY267I23 | Long             | LON              | CORP              | US        |    385901 | PA      | $328660.43    | 0.07%             | 2028-09-01      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DISH DBS CO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -550550 | PA      | $-550550.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1828212.74   | 0.38%             | 2053-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30069.60     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LMIRT CAPITAL PTE LTD                                | LMIRT Capital Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 5493009IDXHZSVD2BI70 | Long             | DBT              |  | SG        |    229000 | PA      | $151140.00    | 0.03%             | 2024-06-19      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    304000 | PA      | $251702.88    | 0.05%             | 2027-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nabors Industries Inc                                | Nabors Industries Inc                                                               | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    630000 | PA      | $600774.30    | 0.12%             | 2025-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company | Setanta Aircraft Leasing Designated Activity Company Term Loan B                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    591000 | PA      | $587158.50    | 0.12%             | 2028-11-05      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $869486.28    | 0.18%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NEW FORTRES                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -881668 | PA      | $-881667.50   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -465289 | PA      | $-465288.75   | -0.10%            |  |  |  | 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        |     68000 | PA      | $54848.80     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                              | BANCO ESPIRITO SANTO SA                                                             | CUSIP: 000000000<br>LEI: UBGVXZLX4SCS302CM391 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $12845.39     | 0.00%             | 2022-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 54 Ltd                   | Octagon 54 Ltd                                                                      | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231309.23    | 0.05%             | 2034-07-15      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    919000 | PA      | $723896.30    | 0.15%             | 2028-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                                | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    268000 | PA      | $240865.00    | 0.05%             | 2028-06-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| New Arclin U.S. Holding Corp.                        | New Arclin U.S. Holding Corp. 2021 Term Loan                                        | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    512365 | PA      | $448575.51    | 0.09%             | 2028-09-30      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| Mcdermott International Ltd                          | Mcdermott International Ltd                                                         | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |     47837 | NS      | $15307.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2017 Incremental Term Loan                                  | CUSIP: 02376CBA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2023-12-15      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Clean Harbors Inc.                                   | Clean Harbors Inc. 2021 Incremental Term Loan B                                     | CUSIP: 18449EAF7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    421740 | PA      | $419163.17    | 0.09%             | 2028-10-08      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DIGITAL REA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -111981 | PA      | $-111981.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                              | VZ Secured Financing BV                                                             | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $83495.06     | 0.02%             | 2032-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     83000 | PA      | $72295.89     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Amentum Government Services Holdings LLC             | Amentum Government Services Holdings LLC 2022 Term Loan                             | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    327180 | PA      | $318081.12    | 0.07%             | 2029-02-15      | Variable      | 8.76%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CREDIT AGRI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -144500 | PA      | $-144500.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157970.75    | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                 | Colombia Government International Bond                                              | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $187725.00    | 0.04%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust 2022-DSC1                                                | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406449 | PA      | $384932.94    | 0.08%             | 2063-01-25      | Variable      | 4.75%                 | No            | 3                  | On Loan: No      |
| Castlelake Aviation Limited                          | Castlelake Aviation Limited Term Loan B                                             | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |    757389 | PA      | $749678.59    | 0.16%             | 2026-10-22      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Waste Pro USA Inc                                    | Waste Pro USA Inc                                                                   | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    601000 | PA      | $530743.10    | 0.11%             | 2026-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corporation                      | Discovery Purchaser Corporation Term Loan                                           | CUSIP: 000000000<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    571000 | PA      | $519181.75    | 0.11%             | 2029-10-04      | Variable      | 8.96%                 | No            | 2                  | On Loan: No      |
| Delta TopCo, Inc.                                    | Delta TopCo, Inc. 2020 2nd Lien Term Loan                                           | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186000 | PA      | $144847.50    | 0.03%             | 2028-12-01      | Floating      | 11.65%                | No            | 2                  | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                  | Avianca Midco 2 PLC                                                                 | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    151434 | PA      | $110546.82    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Invesco Senior Loan ETF                              | Invesco Senior Loan ETF                                                             | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    230501 | NS      | $4732185.53   | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                   | Alternative Loan Trust 2006-J8                                                      | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1849071 | PA      | $833933.60    | 0.17%             | 2037-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                         | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76448.64     | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP F BRASILE S                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -281295 | PA      | $-281295.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -463125 | PA      | $-463125.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                                        | Videotron Ltd                                                                       | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    262000 | PA      | $220735.00    | 0.05%             | 2029-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ORACLE CORP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1563000 | PA      | $-1563000.00  | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| SCIH Salt Holdings Inc.                              | SCIH Salt Holdings Inc. 2021 Incremental Term Loan B                                | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    431934 | PA      | $418820.71    | 0.09%             | 2027-03-16      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| VIRTUSA CORPORATION                                  | Virtusa Corporation First Lien Term Loan B                                          | CUSIP: 92828KAK8<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |    306485 | PA      | $294991.95    | 0.06%             | 2028-02-11      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| SMG US Midco 2, Inc.                                 | SMG US Midco 2, Inc. 2020 Term Loan                                                 | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    527469 | PA      | $512525.55    | 0.11%             | 2025-01-23      | Floating      | 6.91%                 | 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        |    562000 | PA      | $455613.40    | 0.09%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Electronics for Imaging, Inc.                        | Electronics for Imaging, Inc. Term Loan                                             | CUSIP: 28608EAE6<br>LEI: 549300PN42C4XYPSEV84 | Long             | LON              | CORP              | US        |    278492 | PA      | $184626.27    | 0.04%             | 2026-07-23      | Floating      | 9.38%                 | No            | 2                  | On Loan: No      |
| Belron Finance US LLC                                | Belron Finance US LLC 2018 Term Loan B                                              | CUSIP: 08078UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179025 | PA      | $177906.09    | 0.04%             | 2025-11-13      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP LCPR SENIOR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -279000 | PA      | $-279000.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                     | CARLYLE US CLO 2018-1 LTD                                                           | CUSIP: 14311XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246854.85    | 0.05%             | 2031-04-20      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $232382.74    | 0.05%             | 2026-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85879.56     | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ZOOMINFO TE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -424462 | PA      | $-424462.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290018.40    | 0.06%             | 2026-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2018 Term Loan B7                                                       | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    374360 | PA      | $362796.02    | 0.08%             | 2024-11-03      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Maravai Intermediate Holdings, LLC                   | Maravai Intermediate Holdings, LLC 2022 Term Loan B                                 | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |    966659 | PA      | $947326.18    | 0.20%             | 2027-10-19      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                      | Aimbridge Acquisition Co., Inc. 2019 Term Loan B                                    | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    135413 | PA      | $122337.83    | 0.03%             | 2026-02-02      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                               | TK Elevator Midco GmbH                                                              | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    205000 | PA      | $194140.47    | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352536.26    | 0.07%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| THAMES WATER KEMBLE FINA                             | Thames Water Kemble Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800S7UU2MQXYJQO60 | Long             | DBT              | CORP              | GB        |    168000 | PA      | $171228.35    | 0.04%             | 2026-05-19      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1044301.85   | 0.22%             | 2027-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                          | OCP CLO 2019-16 Ltd                                                                 | CUSIP: 67570QAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228917.88    | 0.05%             | 2033-04-10      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| SSH Group Holdings, Inc.                             | SSH Group Holdings, Inc. 2018 1st Lien Term Loan                                    | CUSIP: 78482HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    308041 | PA      | $300065.36    | 0.06%             | 2025-07-30      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| Mattel Inc                                           | Mattel Inc                                                                          | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    278000 | PA      | $226289.58    | 0.05%             | 2041-11-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                             | LCM Investments Holdings II LLC                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    292000 | PA      | $233830.27    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    207000 | PA      | $158740.85    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                            | Ball Corp                                                                           | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     36000 | PA      | $28732.32     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions Inc.                       | Catalent Pharma Solutions Inc. 2021 Term Loan B3                                    | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |   1040019 | PA      | $1021496.30   | 0.21%             | 2028-02-22      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                                  | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101215.85    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ION Trading Finance Limited                          | ION Trading Finance Limited 2021 USD Term Loan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    298455 | PA      | $282251.88    | 0.06%             | 2028-04-03      | Floating      | 9.48%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                       | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $831738.63    | 0.17%             | 2027-05-25      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $196350.00    | 0.04%             | 2029-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| LIBERTY BROADBAND CORP                               | Liberty Broadband Corp                                                              | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    478000 | PA      | $465548.93    | 0.10%             | 2050-09-30      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp                                      | Sealed Air Corp                                                                     | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45195.00     | 0.01%             | 2024-12-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                            | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1271155.65   | 0.26%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| HEALTHEQUITY INC                                     | HealthEquity Inc                                                                    | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    640000 | PA      | $559296.00    | 0.12%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -276925 | PA      | $-276925.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                              | Booz Allen Hamilton Inc                                                             | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    272000 | PA      | $240981.84    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CENTURYLINK                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -312200 | PA      | $-312200.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RANGE RESOURCES CORP                                 | Range Resources Corp                                                                | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14978.82     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                               | AthenaHealth Group Inc                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1037600.50   | 0.21%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    170000 | PA      | $142804.97    | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23116.62     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CENTENE COR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -328200 | PA      | $-328200.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                               | Star Energy Geothermal Wayang Windu Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    162160 | PA      | $152967.56    | 0.03%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                   | Ellington Financial Mortgage Trust 2021-2                                           | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227320 | PA      | $174843.54    | 0.04%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ORGANON + C                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -268152 | PA      | $-268152.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NGL ENERGY                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -118631 | PA      | $-118631.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Black Hills Corp                                     | Black Hills Corp                                                                    | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    305000 | PA      | $282064.16    | 0.06%             | 2027-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                             | SK Invictus Intermediate II Sarl                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    550000 | PA      | $451000.00    | 0.09%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                      | Whatabrands LLC 2021 Term Loan B                                                    | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1250136 | PA      | $1206643.81   | 0.25%             | 2028-08-03      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    702000 | PA      | $526319.72    | 0.11%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Trans Union, LLC                                     | Trans Union, LLC 2019 Term Loan B5                                                  | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    752122 | PA      | $740704.40    | 0.15%             | 2026-11-16      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| STILLWATER MINING CO                                 | Stillwater Mining Co                                                                | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175787.50    | 0.04%             | 2026-11-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                      | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    277000 | PA      | $210574.72    | 0.04%             | 2031-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP DIRECTV FIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -323595 | PA      | $-323595.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Oscar AcquisitionCo, LLC                             | Oscar AcquisitionCo, LLC Term Loan B                                                | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    495758 | PA      | $468183.47    | 0.10%             | 2029-04-29      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $379328.29    | 0.08%             | 2026-11-23      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                              | Hungary Government International Bond                                               | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $190162.50    | 0.04%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    384000 | PA      | $350507.52    | 0.07%             | 2029-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $381.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CABLEVISION                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -261500 | PA      | $-261500.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    120000 | PA      | $115050.00    | 0.02%             | 2025-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65855.36     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                             | Nidda Healthcare Holding GmbH                                                       | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101826.51    | 0.02%             | 2026-08-21      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    279000 | PA      | $248400.68    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                        | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $8006.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                             | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                               | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $266598.39    | 0.06%             | 2027-04-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                             | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                      | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $157246.85    | 0.03%             | 2026-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY INC                                  | Cheniere Energy Inc                                                                 | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69597.79     | 0.01%             | 2028-10-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                       | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    314000 | PA      | $301536.78    | 0.06%             | 2030-04-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP FIRSTENERGY                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -374988 | PA      | $-374987.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BANCO ESPIRITO SANTO SA                              | BANCO ESPIRITO SANTO SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $12845.39     | 0.00%             | 2022-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| K HOVNANIAN ENTERPRISES                              | K Hovnanian Enterprises Inc                                                         | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    219000 | PA      | $210240.00    | 0.04%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $346937.50    | 0.07%             | 2028-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | PA      | $133895.20    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP GLOBAL PAYM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -94500 | PA      | $-94500.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMSCOPE INC                                        | CommScope Inc                                                                       | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    138000 | PA      | $98651.90     | 0.02%             | 2028-07-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| FINNAIR OYJ                                          | Finnair Oyj                                                                         | CUSIP: 000000000<br>LEI: 213800SB6EOB8SSK9W63 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $78349.20     | 0.02%             | 2025-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                             | Altice France Holding SA                                                            | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    372000 | PA      | $283650.00    | 0.06%             | 2027-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP AIR CANADA                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -320850 | PA      | $-320850.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Kingpin Intermediate Holdings LLC                    | Kingpin Intermediate Holdings LLC 2018 Term Loan B                                  | CUSIP: 49579GAF9<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |    675256 | PA      | $673568.04    | 0.14%             | 2024-07-03      | Floating      | 7.89%                 | No            | 3                  | On Loan: No      |
| Vertical US Newco Inc                                | Vertical US Newco Inc Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    728848 | PA      | $700152.95    | 0.15%             | 2027-07-30      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180996.60    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Calpine Corporation                                  | Calpine Corporation 2019 Term Loan B10                                              | CUSIP: 13134MBS1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    284237 | PA      | $280223.15    | 0.06%             | 2026-08-12      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -503851 | PA      | $-503851.25   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                                  | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196490.45    | 0.04%             | 2031-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP DUN + BRADS                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -380725 | PA      | $-380725.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CHENIERE EN                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -636635 | PA      | $-636635.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP CELANESE US                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -265719 | PA      | $-265718.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    216000 | PA      | $188719.20    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                | Tempo Acquisition LLC 2022 Term Loan B                                              | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   2283640 | PA      | $2274505.68   | 0.47%             | 2028-08-31      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NORTHERN TR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -210240 | PA      | $-210240.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Adient US LLC                                        | Adient US LLC 2021 Term Loan B                                                      | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    335885 | PA      | $331790.56    | 0.07%             | 2028-04-10      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $80323.09     | 0.02%             | 2030-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TML HOLDINGS PTE LTD                                 | TML Holdings Pte Ltd                                                                | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $178600.00    | 0.04%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                   | Wand NewCo 3, Inc. 2020 Term Loan                                                   | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1040298 | PA      | $984194.69    | 0.20%             | 2026-02-05      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                              | LCPR Senior Secured Financing DAC                                                   | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    768000 | PA      | $636217.47    | 0.13%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -165250 | PA      | $-165250.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ARCHROCK PA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -547150 | PA      | $-547150.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TRANSDIGM I                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -5066770 | PA      | $-5066770.00  | -1.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Exchange                                       | JPN 10Y BOND(OSE) MAR23                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -34 | NC      | $567839.77    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MOZART DEBT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -307419 | PA      | $-307418.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SRS Distribution Inc.                                | SRS Distribution Inc. 2022 Incremental Term Loan                                    | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    406827 | PA      | $388011.01    | 0.08%             | 2028-06-02      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| GYP HOLDINGS III CORP                                | GYP Holdings III Corp                                                               | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    237000 | PA      | $193502.86    | 0.04%             | 2029-05-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                               | Williams Scotsman International Inc                                                 | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    243000 | PA      | $219307.50    | 0.05%             | 2028-08-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                              | Global Aircraft Leasing Co Ltd                                                      | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    231449 | PA      | $196782.57    | 0.04%             | 2024-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    951000 | PA      | $843123.32    | 0.17%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SPRINT CORP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -486392 | PA      | $-486392.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    795000 | PA      | $654921.00    | 0.14%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                             | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                               | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $239253.55    | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CONSTELLIUM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -378750 | PA      | $-378750.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71039.30     | 0.01%             | 2025-06-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP ENBRIDGE IN                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1064200 | PA      | $-1064200.00  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| UTZ Quality Foods, LLC                               | UTZ Quality Foods, LLC 2021 Term Loan B                                             | CUSIP: 91809EAE1<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |   1048573 | PA      | $1036944.01   | 0.21%             | 2028-01-20      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     67000 | PA      | $50420.18     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| WHITE CAP BUYER LLC                                  | White Cap Buyer LLC                                                                 | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1184197.07   | 0.25%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41582.40     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corporation                         | Filtration Group Corporation 2021 Incremental Term Loan                             | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    492762 | PA      | $482907.25    | 0.10%             | 2028-10-21      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| WOORI BANK                                           | Woori Bank                                                                          | CUSIP: 000000000<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $234734.38    | 0.05%             | 2024-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BANK OF EAST ASIA LTD                                | Bank of East Asia Ltd/The                                                           | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $229578.13    | 0.05%             | 2024-09-19      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    191000 | PA      | $191477.50    | 0.04%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GCAT                                                 | GCAT 2022-NQM3 Trust                                                                | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1507462 | PA      | $1441242.54   | 0.30%             | 2067-04-25      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $697888.91    | 0.14%             | 2028-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PAI Holdco, Inc.                                     | PAI Holdco, Inc. 2020 Term Loan B                                                   | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    581374 | PA      | $509795.08    | 0.11%             | 2027-10-28      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| SS&C European Holdings Sarl                          | SS&C European Holdings Sarl 2018 Term Loan B4                                       | CUSIP: 78466DBE3<br>LEI: 529900POY8H7NPPNKK71 | Long             | LON              | CORP              | US        |    452435 | PA      | $444079.01    | 0.09%             | 2025-04-16      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| CDK Global, Inc.                                     | CDK Global, Inc. 2022 USD Term Loan B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1207000 | PA      | $1194652.39   | 0.25%             | 2029-07-06      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| TRANSALTA CORP                                       | TransAlta Corp                                                                      | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $111319.67    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VIASAT INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -54438 | PA      | $-54437.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                    | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                       | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1017336 | PA      | $866006.88    | 0.18%             | 2028-07-27      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CALLON PETR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -426161 | PA      | $-426161.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| AQGEN ISLAND HOLDINGS, INC.                          | AqGen Island Holdings, Inc. Term Loan                                               | CUSIP: 03836BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1501851 | PA      | $1431143.85   | 0.30%             | 2028-08-02      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NMG HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -304188 | PA      | $-304187.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP SABINE PASS                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -139744 | PA      | $-139743.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $617114.40    | 0.13%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                               | CHL Mortgage Pass-Through Trust 2006-17                                             | CUSIP: 17025AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626564 | PA      | $283515.81    | 0.06%             | 2036-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CAMELOT FIN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -423000 | PA      | $-423000.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24010.45     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CROCS, INC.                                          | Crocs, Inc. Term Loan B                                                             | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    613050 | PA      | $600022.69    | 0.12%             | 2029-02-20      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $661021.37    | 0.14%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                          | City Football Group Limited Term Loan                                               | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    799900 | PA      | $745906.75    | 0.15%             | 2028-07-21      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2018 Term Loan B                                            | CUSIP: 02376CBB0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    652732 | PA      | $626217.99    | 0.13%             | 2025-06-27      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    262000 | PA      | $210602.31    | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                             | Consolidated Communications Inc                                                     | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    489000 | PA      | $379982.70    | 0.08%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                             | Cloud Software Group Holdings Inc                                                   | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2441000 | PA      | $2056008.46   | 0.43%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $462000.00    | 0.10%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CALPINE COR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -81620 | PA      | $-81620.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| INGEVITY CORP                                        | Ingevity Corp                                                                       | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72228.68     | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                          | Equinix Inc                                                                         | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    551000 | PA      | $489532.21    | 0.10%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MPH ACQUISI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -141900 | PA      | $-141900.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP VERSCEND ES                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1451250 | PA      | $-1451250.00  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP EARTHSTONE                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -283208 | PA      | $-283207.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Ascend Learning, LLC                                 | Ascend Learning, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    299000 | PA      | $255271.25    | 0.05%             | 2029-12-10      | Floating      | 10.13%                | No            | 2                  | On Loan: No      |
| PTC Inc                                              | PTC Inc                                                                             | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    187000 | PA      | $168306.15    | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CLYDESDALE                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -394412 | PA      | $-394412.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                                             | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174810.48    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ENCOMPASS H                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -315348 | PA      | $-315347.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| WP CITYMD BIDCO LLC                                  | WP CityMD Bidco LLC 2021 1st Lien Term Loan B                                       | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    754030 | PA      | $752204.85    | 0.16%             | 2028-12-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                             | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc              | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $80990.00     | 0.02%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                      | Madison IAQ LLC Term Loan                                                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1840351 | PA      | $1708084.86   | 0.35%             | 2028-06-21      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| RealPage, Inc                                        | RealPage, Inc 1st Lien Term Loan                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   3453080 | PA      | $3276973.09   | 0.68%             | 2028-04-24      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP PRIME SECUR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -132750 | PA      | $-132750.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP GFL ENVIRON                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -267435 | PA      | $-267435.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $333388.08    | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2022-7                                                   | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784808 | PA      | $1735632.42   | 0.36%             | 2067-07-25      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US ULTRA BOND CBT MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -65 | NC      | $296502.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALTICE FRAN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -249555 | PA      | $-249555.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NABORS INDU                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -243285 | PA      | $-243285.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Electron BidCo Inc.                                  | Electron BidCo Inc. 2021 Term Loan                                                  | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1001521 | PA      | $973728.64    | 0.20%             | 2028-11-01      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc. 2019 Term Loan B                                                     | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    652992 | PA      | $645567.54    | 0.13%             | 2026-09-13      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                               | Discover Financial Services                                                         | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86400.51     | 0.02%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| A-L Parent LLC                                       | A-L Parent LLC 2016 1st Lien Term Loan                                              | CUSIP: 00165HAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370309 | PA      | $275746.63    | 0.06%             | 2023-12-01      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                    | Citigroup Mortgage Loan Trust 2006-FX1                                              | CUSIP: 17309YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344546 | PA      | $223919.55    | 0.05%             | 2036-10-25      | Variable      | 5.78%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    558000 | PA      | $530518.75    | 0.11%             | 2029-04-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82075.36     | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TEVA PHARMA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -292000 | PA      | $-292000.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP UNITED RENT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1489800 | PA      | $-1489800.00  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                            | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134062.50    | 0.03%             | 2024-11-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                         | ING Groep NV                                                                        | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1275083.78   | 0.26%             | 2027-05-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $378593.04    | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LIFE TIME INC                                        | Life Time Inc                                                                       | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    258000 | PA      | $240069.00    | 0.05%             | 2026-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Triton Water Holdings, Inc                           | Triton Water Holdings, Inc Term Loan                                                | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   1665987 | PA      | $1543537.05   | 0.32%             | 2028-03-31      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -260074 | PA      | $-260073.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    238000 | PA      | $223130.90    | 0.05%             | 2029-06-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP WESCO DISTR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -513590 | PA      | $-513590.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALBERTSONS                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -475785 | PA      | $-475785.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| SES SA                                               | SES SA                                                                              | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $84950.87     | 0.02%             | 2026-05-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                            | Crocs Inc                                                                           | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    149000 | PA      | $121427.55    | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                        | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $7944.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                | Applied Systems, Inc. 2021 2nd Lien Term Loan                                       | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     90000 | PA      | $88987.50     | 0.02%             | 2025-09-19      | Variable      | 11.33%                | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP GFL ENVIRON                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -199260 | PA      | $-199260.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                     | Proofpoint, Inc. 1st Lien Term Loan                                                 | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1764649 | PA      | $1693075.22   | 0.35%             | 2028-08-31      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| AMSTED INDUSTRIES                                    | Amsted Industries Inc                                                               | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    156000 | PA      | $147990.96    | 0.03%             | 2027-07-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     98000 | PA      | $89927.45     | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30776.28     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -685506 | PA      | $-685506.25   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| UNIQUE PUB FINANCE CO                                | Unique Pub Finance Co PLC/The                                                       | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | ABS-O            | CORP              | GB        |     50000 | PA      | $60450.61     | 0.01%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 3 SARL                              | Albion Financing 3 SARL USD Term Loan                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    755428 | PA      | $712308.55    | 0.15%             | 2026-08-17      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP W R GRACE H                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -940144 | PA      | $-940143.75   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CROWNROCK L                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -601944 | PA      | $-601943.75   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| RIZAL COMMERCIAL BANKING                             | Rizal Commercial Banking Corp                                                       | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $170225.00    | 0.04%             | 2025-08-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                | NGL Energy Operating LLC / NGL Energy Finance Corp                                  | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $152256.91    | 0.03%             | 2026-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP INTERPUBLIC                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -172250 | PA      | $-172250.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Panama                                   | Panama Government International Bond                                                | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $188725.00    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HEALTHPEAK PROPERTIES                                | Healthpeak Properties Inc                                                           | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   1000000 | PA      | $835729.98    | 0.17%             | 2031-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP SAUDI ARABI                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -278281 | PA      | $-278281.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    472000 | PA      | $414483.04    | 0.09%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HERENS MIDCO SARL                                    | Herens Midco Sarl                                                                   | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $73931.24     | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ascend Learning, LLC                                 | Ascend Learning, LLC 2021 Term Loan                                                 | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    598715 | PA      | $565037.62    | 0.12%             | 2028-12-11      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    432000 | PA      | $326462.40    | 0.07%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                             | Chobani LLC / Chobani Finance Corp Inc                                              | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $417892.80    | 0.09%             | 2028-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                             | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -505304 | PA      | $-505303.75   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| SUNOCO LP/FINANCE CORP                               | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62036.01     | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                             | Pattern Energy Operations LP / Pattern Energy Operations Inc                        | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $315615.33    | 0.07%             | 2028-08-15      | Fixed         | 4.50%                 | 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        |    204000 | PA      | $170787.15    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                   | Voya Financial Inc                                                                  | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3404450.00   | 0.71%             | 2053-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corporation                         | Filtration Group Corporation 2018 1st Lien Term Loan                                | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1109970 | PA      | $1096561.98   | 0.23%             | 2025-03-29      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| AIR FRANCE-KLM                                       | Air France-KLM                                                                      | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $105258.25    | 0.02%             | 2025-11-23      | Fixed         | 6.50%                 | No            | 1                  | On Loan: No      |
| AMC Networks Inc                                     | AMC Networks Inc                                                                    | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    189000 | PA      | $143640.00    | 0.03%             | 2025-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $38622.25     | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BROADCOM IN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1400728 | PA      | $-1400727.50  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                                                | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    571000 | PA      | $574020.59    | 0.12%             | 2030-01-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP EQM MIDSTRE                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -393125 | PA      | $-393125.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                         | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    730000 | PA      | $664288.92    | 0.14%             | 2025-02-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                             | MajorDrive Holdings IV LLC                                                          | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    178000 | PA      | $132821.99    | 0.03%             | 2029-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (SDFGR)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $955.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP MAF SUKUK L                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -236500 | PA      | $-236500.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Gardner Denver, Inc.                                 | Gardner Denver, Inc. 2020 USD Term Loan B2                                          | CUSIP: 365556AT6<br>LEI: 549300MJL50HVCB7RP74 | Long             | LON              | CORP              | US        |    603449 | PA      | $597794.41    | 0.12%             | 2027-03-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| UPC BROADBAND FINCO BV                               | UPC Broadband Finco BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    449000 | PA      | $373475.96    | 0.08%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHARLES SCH                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1507500 | PA      | $-1507500.00  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                               | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $108107.86    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TEREX CORP                                           | Terex Corp                                                                          | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    333000 | PA      | $299283.75    | 0.06%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143521.80    | 0.03%             | 2025-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-10

**Name of Applicant:** BlackRock Ltd Duration Income Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer