# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-051331
**Filing Date:** 2026-5
**Character Count:** 304969
**Document Hash:** 804565eb494d948834cd2e26cec97c17
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051331.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051331

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 261017889

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Income Fund (Series ID: S000067093)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000215834 | Class P Shares       | GSCUX           |
| C000215835 | Class R6 Shares      | GSCRX           |
| C000215837 | Class A Shares       | GSCHX           |
| C000215838 | Institutional Shares | GSNCX           |
| C000215839 | Class C Shares       | GSCJX           |
| C000215840 | Investor Shares      | GSCMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Income Fund

- **b. EDGAR series identifier (if any):** S000067093

- **c. LEI of Series:** 549300MB2RPKSBYMCT85

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $173741056.60

**Total Liabilities:** $14831154.58

**Net Assets:** $158909902.02

**Delayed Delivery Securities:** $423687.50

**Cash Not Reported:** $2544103.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -103.33000000 | **1-Year:** -3961.48000000 | **5-Year:** -16153.99000000 | **10-Year:** -11043.97000000 | **30-Year:** -2352.34000000

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

- **3-Month:** -257.61000000 | **1-Year:** -7528.40000000 | **5-Year:** -21022.64000000 | **10-Year:** -4500.47000000 | **30-Year:** -1013.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215834 | 0.27%                | 0.60%                | -1.79%               |
| Class ID C000215835 | 0.27%                | 0.60%                | -1.79%               |
| Class ID C000215837 | 0.24%                | 0.57%                | -1.82%               |
| Class ID C000215838 | 0.38%                | 0.60%                | -1.79%               |
| Class ID C000215839 | 0.29%                | 0.51%                | -1.88%               |
| Class ID C000215840 | 0.26%                | 0.59%                | -1.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8445.59                | $-56079.29                                 |
| Month 2  | $49510.32                | $145777.99                                 |
| Month 3  | $-190038.15              | $-3075063.19                               |

**Designated Index Information**

- **Index Name:** Securities Only Portfolio

- **Index Identifier:** Securities Only Portfolio_PV103407

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAL Delaware Holdco Inc                           | AAL Delaware Holdco Inc 2025 Term Loan                                                                 | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    394012 | PA      | $393149.61    | 0.25%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AL GCX HOLDINGS LLC                               | AL GCX Holdings LLC 2025 Term Loan B                                                                   | CUSIP: 00162DAE5<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |     75000 | PA      | $74929.50     | 0.05%             | 2032-12-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                                       | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83900.95     | 0.05%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Angi Inc                                          | Angi Inc                                                                                               | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     10247 | NS      | $70191.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI GROUP LLC                                    | ANGI Group LLC                                                                                         | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $173306.02    | 0.11%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                  | APi Group DE Inc                                                                                       | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48427.50     | 0.03%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                  | APi Group DE Inc                                                                                       | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    365000 | PA      | $347823.10    | 0.22%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                            | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                       | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $280174.90    | 0.18%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                    | ARD Finance SA                                                                                         | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    434894 | PA      | $4879.51      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                | APLD ComputeCo LLC                                                                                     | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $540960.00    | 0.34%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                               | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129544.65    | 0.08%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                               | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    315000 | PA      | $280904.40    | 0.18%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                               | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    365000 | PA      | $333610.00    | 0.21%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                               | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    395000 | PA      | $270768.55    | 0.17%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                               | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    420000 | PA      | $275108.40    | 0.17%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                               | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    482000 | PA      | $407781.64    | 0.26%             | 2033-12-01      | Fixed         | 2.55%                 | 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        |    280000 | PA      | $277818.80    | 0.17%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                                                    | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $601068.80    | 0.38%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                                                    | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69255.90     | 0.04%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                                                    | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $105744.10    | 0.07%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                                        | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $219656.80    | 0.14%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                                        | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90617.65     | 0.06%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                                        | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62317.45     | 0.04%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                           | Aeropuerto Internacional de Tocumen SA                                                                 | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    210000 | PA      | $173310.90    | 0.11%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                          | Advanced Drainage Systems Inc                                                                          | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82899.65     | 0.05%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                                                     | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    211000 | PA      | $210751.02    | 0.13%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                                                     | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5924.40      | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                           | Aethon United BR LP / Aethon United Finance Corp                                                       | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $79370.60     | 0.05%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                          | Agree LP                                                                                               | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     25000 | PA      | $23103.25     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                          | Agree LP                                                                                               | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    475000 | PA      | $487492.50    | 0.31%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                             | Ahead DB Holdings LLC                                                                                  | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    443000 | PA      | $433502.08    | 0.27%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                                         | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252759.00    | 0.16%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                | Albertsons Cos Inc                                                                                     | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491995.00    | 0.31%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                              | Howmet Aerospace Inc                                                                                   | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191696.40    | 0.12%             | 2037-02-01      | Fixed         | 5.95%                 | 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        |    345000 | PA      | $344913.75    | 0.22%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                         | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83436.85     | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                  | CUSIP: 01F020646<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-803710.90   | -0.51%            | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                  | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $840625.00    | 0.53%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                  | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $942382.80    | 0.59%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                  | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $964218.80    | 0.61%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                  | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-964218.80   | -0.61%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                  | CUSIP: 01F042657<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-963320.30   | -0.61%            | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-985664.10   | -0.62%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                  | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2008359.40   | 1.26%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                     | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $272612.45    | 0.17%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                                                      | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94001.55     | 0.06%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                         | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $297693.50    | 0.19%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                                       | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290942.55    | 0.18%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                            | American International Group Inc                                                                       | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484547.50    | 0.30%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                                              | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118129.15    | 0.07%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    291000 | PA      | $298568.91    | 0.19%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                          | Amneal Pharmaceuticals LLC                                                                             | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59724.34     | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                 | Amsted Industries Inc                                                                                  | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50300.50     | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                            | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $379754.70    | 0.24%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ankura Consulting Group LLC                       | Ankura Consulting Group LLC 2024 Repriced Term Loan B                                                  | CUSIP: 03539PAJ7<br>LEI: 549300VJ5EU1KWD54I45 | Long             | LON              | CORP              | US        |    497690 | PA      | $474049.88    | 0.30%             | 2031-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                                           | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158645.60    | 0.10%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                                           | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128659.70    | 0.08%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                                                    | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $176130.84    | 0.11%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                  | Arches Buyer Inc                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61333.12     | 0.04%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                          | Archrock Services LP / Archrock Partners Finance Corp                                                  | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $203060.70    | 0.13%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                    | Arcis Golf LLC 2025 Term Loan B                                                                        | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    169056 | PA      | $168915.77    | 0.11%             | 2028-11-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP / Archrock Partners Finance Corp                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $173350.70    | 0.11%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                                             | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182975.70    | 0.12%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                                             | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61540.20     | 0.04%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                            | Ardonagh Group Finance Ltd                                                                             | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    540000 | PA      | $524237.40    | 0.33%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    328248 | PA      | $275071.82    | 0.17%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                                         | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168345.60    | 0.11%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212537.60    | 0.13%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                                            | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52126.25     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC/ Asurion Co-Issuer Inc                                                                     | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267858.25    | 0.17%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                       | Avient Corp                                                                                            | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182631.60    | 0.11%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                   | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64739.35     | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                            | Axalta Coating Systems LLC                                                                             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307199.75    | 0.19%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                                                 | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19945.60     | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81641.60     | 0.05%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81652.80     | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                          | Azul Secured Finance LLP                                                                               | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176500.00    | 0.11%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                       | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    578000 | PA      | $610524.06    | 0.38%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                       | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493862.40    | 0.31%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS 2018-TALL Mortgage Trust                                                                         | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $521498.21    | 0.33%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-BIO                                                                                      | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $398520.84    | 0.25%             | 2041-02-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                          | BKV Upstream Midstream LLC                                                                             | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136548.45    | 0.09%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2024-3 Ltd                                                                     | CUSIP: 05685QAA1<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $725239.25    | 0.46%             | 2037-07-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                     | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $431580.00    | 0.27%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                     | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $538902.00    | 0.34%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                          | Banco Mercantil del Norte SA/Grand Cayman                                                              | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $468900.00    | 0.30%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    705000 | PA      | $695553.00    | 0.44%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282489.15    | 0.18%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338595.80    | 0.21%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    345000 | PA      | $318893.85    | 0.20%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    515000 | PA      | $475757.00    | 0.30%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $418849.90    | 0.26%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $376297.10    | 0.24%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152128.50    | 0.10%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                   | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325513.50    | 0.20%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                       | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127917.50    | 0.08%             | 2030-03-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                       | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    955000 | PA      | $935030.95    | 0.59%             | 2031-03-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                       | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15075.30     | 0.01%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2018-BNK13                                                                                        | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $372082.56    | 0.23%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2021-BNK37                                                                                        | CUSIP: 06540LBF3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $186954.12    | 0.12%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2021-BNK33                                                                                        | CUSIP: 06541CBT2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $436254.71    | 0.27%             | 2064-05-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2022-BNK42                                                                                        | CUSIP: 06541MBN3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $390219.26    | 0.25%             | 2055-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                           | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249055.00    | 0.16%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                           | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $211396.00    | 0.13%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                                                  | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $50798.40     | 0.03%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                                            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    210809 | PA      | $224094.18    | 0.14%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                              | Beacon Mobility Corp                                                                                   | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139357.80    | 0.09%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                             | Belron UK Finance PLC                                                                                  | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $206051.65    | 0.13%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                    | Benin Sukuk SA                                                                                         | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $185654.00    | 0.12%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                           | Black Pearl Compute LLC                                                                                | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $717908.55    | 0.45%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc                              | Bleriot US Bidco Inc 2023 Term Loan B                                                                  | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |     98254 | PA      | $98323.48     | 0.06%             | 2030-10-31      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                          | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                     | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56755.05     | 0.04%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                          | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                     | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57162.05     | 0.04%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                          | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21407.75     | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86877.00     | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91375.20     | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                          | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    858000 | PA      | $901423.38    | 0.57%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                                         | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $124441.20    | 0.08%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                                         | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56844.70     | 0.04%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                          | Broadstreet Partners Inc 2024 Term Loan B4                                                             | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    274048 | PA      | $266958.23    | 0.17%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                           | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    594000 | PA      | $504692.10    | 0.32%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    645000 | PA      | $539078.10    | 0.34%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                           | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    372000 | PA      | $335250.12    | 0.21%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                          | Broadstreet Partners Group LLC                                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $496959.30    | 0.31%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                               | Buckeye Partners LP                                                                                    | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190261.40    | 0.12%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                               | Buckeye Partners LP                                                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87641.80     | 0.06%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                          | Burford Capital Global Finance LLC                                                                     | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196652.30    | 0.12%             | 2034-01-15      | Fixed         | 8.50%                 | 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        |    520000 | PA      | $493209.60    | 0.31%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |    575000 | PA      | $521243.25    | 0.33%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2022-VI Ltd                                                                               | CUSIP: 12574HAN3<br>LEI: 254900BYFL73GAM27L25 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601458.60    | 0.38%             | 2038-10-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $75142.00     | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $123318.30    | 0.08%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                | CNX Resources Corp                                                                                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179824.75    | 0.11%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                             | CNX Midstream Partners LP                                                                              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $138179.20    | 0.09%             | 2030-04-15      | Fixed         | 4.75%                 | 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        |    685000 | PA      | $668395.60    | 0.42%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI International Inc                                                                                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183083.40    | 0.12%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    436000 | PA      | $419575.88    | 0.26%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                                              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73636.80     | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                          | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                        | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    415000 | PA      | $405654.20    | 0.26%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                          | California Resources Corp                                                                              | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115695.75    | 0.07%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                             | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287688.70    | 0.18%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                                          | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     60000 | PA      | $62203.80     | 0.04%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $201868.00    | 0.13%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    240000 | PA      | $241831.20    | 0.15%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                                          | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $496185.00    | 0.31%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                                                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $383136.80    | 0.24%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                                                    | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $490793.55    | 0.31%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                         | CBAMR 2020-12R Ltd                                                                                     | CUSIP: 14988FAC7<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501465.00    | 0.32%             | 2039-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                                               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61158.60     | 0.04%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                                               | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87184.50     | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                                                     | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11986.04     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                            | Champ Acquisition Corp                                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $392891.25    | 0.25%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                             | Chamberlain Group Inc 2025 Term Loan B                                                                 | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    484840 | PA      | $479817.04    | 0.30%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                        | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $167013.10    | 0.11%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50268.50     | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                                            | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41954.40     | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                  | Cinemark USA Inc                                                                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    311000 | PA      | $308841.66    | 0.19%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                  | Cinemark USA Inc                                                                                       | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87305.20     | 0.05%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                          | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    635000 | PA      | $629634.25    | 0.40%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                          | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329739.30    | 0.21%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169984.70    | 0.11%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                          | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349302.20    | 0.22%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                           | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110663.00    | 0.07%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                                              | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    126000 | PA      | $128349.90    | 0.08%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                                              | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    105000 | PA      | $105887.25    | 0.07%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                               | Clarivate Science Holdings Corp                                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $226581.60    | 0.14%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clark Equipment Company                           | Clark Equipment Company 2024 Term Loan                                                                 | CUSIP: 18143EAL3<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |     21120 | PA      | $21080.65     | 0.01%             | 2029-04-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                                                     | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40208.80     | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                                                     | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    309000 | PA      | $323770.20    | 0.20%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                                                     | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99570.45     | 0.06%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                                                     | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    106000 | PA      | $112282.62    | 0.07%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    323000 | PA      | $311620.71    | 0.20%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                                        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83111.22     | 0.05%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                                                    | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $363688.65    | 0.23%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                          | CompoSecure Holdings LLC                                                                               | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $537735.00    | 0.34%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                               | CUSIP: 20753GAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $99921.91     | 0.06%             | 2044-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                               | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     85000 | PA      | $86059.90     | 0.05%             | 2042-04-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                               | CUSIP: 20755DAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $30483.98     | 0.02%             | 2042-07-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                                               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95671.00     | 0.06%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                                               | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    505000 | PA      | $487713.85    | 0.31%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                                          | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    898000 | PA      | $873376.84    | 0.55%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                                          | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    357000 | PA      | $339535.56    | 0.21%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                             | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $964465.80    | 0.61%             | 2056-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                             | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2011060.20   | 1.27%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                             | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2032968.80   | 1.28%             | 2056-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                  | CoStar Group Inc                                                                                       | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67839.75     | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                          | Cougar JV Subsidiary LLC                                                                               | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93215.70     | 0.06%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                             | Cousins Properties LP                                                                                  | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    480000 | PA      | $486830.40    | 0.31%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                  | Credit Acceptance Corp                                                                                 | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $170646.00    | 0.11%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                           | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    240000 | PA      | $235920.00    | 0.15%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                              | Crown Finance US Inc 2025 Term Loan B                                                                  | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    247506 | PA      | $244682.19    | 0.15%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                          | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                        | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    175000 | PA      | $173026.00    | 0.11%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                  | DRW Holdings LLC 2024 Term Loan B                                                                      | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |    135112 | PA      | $132410.25    | 0.08%             | 2031-06-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                                             | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $279803.95    | 0.18%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                             | DBR Land Holdings LLC                                                                                  | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $232999.20    | 0.15%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                         | Deep Blue Operating I LLC Term Loan                                                                    | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $350875.00    | 0.22%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP / Delek Logistics Finance Corp                                             | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144901.40    | 0.09%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP / Delek Logistics Finance Corp                                             | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $256950.75    | 0.16%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                      | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275526.90    | 0.17%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                              | Diameter Capital CLO 4 Ltd                                                                             | CUSIP: 25255NBC1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |   1425000 | PA      | $1422577.50   | 0.90%             | 2039-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                               | Diebold Nixdorf Inc                                                                                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249967.20    | 0.16%             | 2030-03-31      | Fixed         | 7.75%                 | 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        |    193000 | PA      | $192419.07    | 0.12%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175137.40    | 0.11%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6255.62      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109000.10    | 0.07%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13557.46     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                              | Kohler Energy Co LLC 2026 USD Term Loan B                                                              | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |     91824 | PA      | $91594.86     | 0.06%             | 2031-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                                                  | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119755.20    | 0.08%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                                                  | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    240000 | PA      | $221220.00    | 0.14%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                 | Engineered Machinery Holdings Inc 2025 USD Term Loan                                                   | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    181074 | PA      | $181572.37    | 0.11%             | 2032-11-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                 | Engineered Machinery Holdings Inc 2025 EUR Term Loan                                                   | CUSIP: 26658NAU3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     72000 | PA      | $82891.67     | 0.05%             | 2032-11-26      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                   | Durst Commercial Mortgage Trust 2025-151                                                               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $302490.92    | 0.19%             | 2042-08-10      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                        | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                  | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    321925 | PA      | $321780.13    | 0.20%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                        | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                  | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    122450 | PA      | $122394.90    | 0.08%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $69346.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $324.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    468526 | PA      | $473656.36    | 0.30%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    220000 | PA      | $237600.00    | 0.15%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    240000 | PA      | $240144.00    | 0.15%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                        | Elastic NV                                                                                             | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $229873.70    | 0.14%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                                                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $149800.00    | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                     | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392272.65    | 0.25%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                              | Excelerate Energy LP                                                                                   | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    208000 | PA      | $217798.88    | 0.14%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                                      | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    326000 | PA      | $298805.08    | 0.19%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                                      | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72062.64     | 0.05%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                                      | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    485000 | PA      | $481095.75    | 0.30%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                     | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74244.00     | 0.05%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    575000 | PA      | $538602.50    | 0.34%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    849000 | PA      | $832996.35    | 0.52%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                                        | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78616.80     | 0.05%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                              | Fiesta Purchaser Inc                                                                                   | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $187263.90    | 0.12%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                                                                    | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350168.00    | 0.22%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2021 Term Loan                                                                  | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2021 2nd Lien Term Loan                                                         | CUSIP: 31935HAF4<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                           | First Brands Group LLC 2025 DIP Term Loan                                                              | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                            | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                                                | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-06-29      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | Focus Financial Partners LLC                                                                           | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    192000 | PA      | $190995.84    | 0.12%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                               | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201468.00    | 0.13%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-HQA2                                                                | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103063.24    | 0.06%             | 2042-07-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    150906 | PA      | $150831.93    | 0.09%             | 2044-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                          | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344760.00    | 0.22%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                          | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103182.20    | 0.06%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                                                   | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125016.25    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                           | GCI LLC                                                                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    440000 | PA      | $425902.40    | 0.27%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                                                  | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $330459.60    | 0.21%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                                                      | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    471000 | PA      | $419463.18    | 0.26%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                                                      | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    465000 | PA      | $487789.65    | 0.31%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                             | GFL Environmental Holdings US Inc                                                                      | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $353246.40    | 0.22%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                                              | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76387.50     | 0.05%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                                              | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $94200.10     | 0.06%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                                              | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100339.00    | 0.06%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co                                                                                    | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101133.20    | 0.06%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                        | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373351.20    | 0.23%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                        | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $491021.75    | 0.31%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP / Genesis Energy Finance Corp                                                        | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $226538.40    | 0.14%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP / Genesis Energy Finance Corp                                                        | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $453075.35    | 0.29%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                          | Genting New York LLC / GENNY Capital Inc                                                               | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $437322.90    | 0.28%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                           | Global Partners LP / GLP Finance Corp                                                                  | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $441210.00    | 0.28%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                           | Global Medical Response Inc                                                                            | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111104.52    | 0.07%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                          | Global Infrastructure Solutions Inc                                                                    | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274652.00    | 0.17%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                          | Global Infrastructure Solutions Inc                                                                    | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88836.90     | 0.06%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                    | Go Daddy Operating Company LLC 2024 Term Loan B8                                                       | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    448861 | PA      | $441755.29    | 0.28%             | 2029-11-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                                             | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $45469.60     | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                                             | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $165080.35    | 0.10%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 74 B Ltd                                                                    | CUSIP: 38190BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    725000 | PA      | $724662.88    | 0.46%             | 2037-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                               | CUSIP: 38380Y2Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108046 | PA      | $12578.64     | 0.01%             | 2048-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                               | CUSIP: 38382BUQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275889 | PA      | $58627.56     | 0.04%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                               | CUSIP: 38382DBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47768 | PA      | $9370.98      | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                               | CUSIP: 38382DJV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141071 | PA      | $16105.87     | 0.01%             | 2050-02-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                               | CUSIP: 38382ET31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108621 | PA      | $25464.94     | 0.02%             | 2050-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                | Graham Holdings Co                                                                                     | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $376429.90    | 0.24%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                                         | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     91000 | PA      | $70322.07     | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82599.42     | 0.05%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                               | Grinding Media Inc 2024 Term Loan B                                                                    | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    191090 | PA      | $191089.90    | 0.12%             | 2028-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                            | Group 1 Automotive Inc                                                                                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106331.50    | 0.07%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                            | Group 1 Automotive Inc                                                                                 | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45398.70     | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                      | Harbor Freight Tools USA Inc 2024 Term Loan B                                                          | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    148679 | PA      | $146966.69    | 0.09%             | 2031-06-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169324.65    | 0.11%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                    | Hertz Corp/The                                                                                         | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    107000 | PA      | $93866.82     | 0.06%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                              | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $332678.50    | 0.21%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                           | Howard Midstream Energy Partners LLC                                                                   | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118954.85    | 0.07%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                           | Howard Midstream Energy Partners LLC                                                                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190380.00    | 0.12%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                          | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                          | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    820000 | PA      | $769061.60    | 0.48%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                              | Howmet Aerospace Inc                                                                                   | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488926.35    | 0.31%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                                                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117305.75    | 0.07%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2025-SPRL Mortgage Trust                                                                  | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $154010.86    | 0.10%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    370000 | PA      | $388044.90    | 0.24%             | 2030-09-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482923.00    | 0.30%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                         | IRV Trust 2025-200P                                                                                    | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $352948.16    | 0.22%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                         | IRV Trust 2025-200P                                                                                    | CUSIP: 45006HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100155.42    | 0.06%             | 2047-03-14      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                  | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418144.75    | 0.26%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                                               | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    232000 | PA      | $148790.88    | 0.09%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                   | iHeartMedia Inc                                                                                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45301 | NS      | $132278.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IMOLA MERGER CORP                                 | Imola Merger Corp                                                                                      | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $364736.25    | 0.23%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50703.50     | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485121.25    | 0.31%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                     | Ingevity Corp                                                                                          | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182210.00    | 0.11%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                          | Installed Building Products Inc                                                                        | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83447.90     | 0.05%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                          | International Flavors & Fragrances Inc                                                                 | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    266000 | PA      | $236694.78    | 0.15%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                                          | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238205.00    | 0.15%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                           | Iron Mountain Information Management Services Inc                                                      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    318000 | PA      | $299915.34    | 0.19%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                    | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280397.25    | 0.18%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                    | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    335000 | PA      | $312176.45    | 0.20%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                    | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    765000 | PA      | $754190.55    | 0.47%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                    | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373099.20    | 0.23%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                   | JAB Holdings BV                                                                                        | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $223130.00    | 0.14%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                                                    | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247680.00    | 0.16%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                          | Johnson Controls International plc / Tyco Fire & Security Finance SCA                                  | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    270000 | PA      | $271093.50    | 0.17%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                    | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246175.20    | 0.15%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KBR INC                                           | KBR Inc                                                                                                | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107720.80    | 0.07%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                           | K Hovnanian Enterprises Inc                                                                            | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48587.91     | 0.03%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                           | K Hovnanian Enterprises Inc                                                                            | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43507.20     | 0.03%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                 | Kaman Corporation 2025 Term Loan B                                                                     | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    363689 | PA      | $363620.23    | 0.23%             | 2032-02-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                 | Kaman Corporation 2025 Delayed Draw Term Loan                                                          | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     34458 | PA      | $34451.43     | 0.02%             | 2032-02-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                                                | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188764.75    | 0.12%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                          | Ken Garff Automotive LLC                                                                               | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $285229.50    | 0.18%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                                                   | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    421000 | PA      | $394830.64    | 0.25%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265861.25    | 0.17%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                                                    | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71166.20     | 0.04%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                                                | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153363.52    | 0.10%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                                                | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151282.50    | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                                                | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101572.00    | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                                                | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105443.10    | 0.07%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                          | Kraken Oil & Gas Partners LLC                                                                          | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35563.15     | 0.02%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                                                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    351000 | PA      | $312898.95    | 0.20%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                     | LGI Homes Inc                                                                                          | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    214000 | PA      | $190971.46    | 0.12%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                                        | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399516.30    | 0.25%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC               | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                                                   | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    188974 | PA      | $188973.92    | 0.12%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224019.40    | 0.14%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281561.50    | 0.18%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                                                  | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    455000 | PA      | $474642.35    | 0.30%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                  | LEX 2024-BBG Mortgage Trust                                                                            | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249212.12    | 0.16%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International Inc                                                                       | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    177000 | PA      | $173291.85    | 0.11%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                                                   | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202236.30    | 0.13%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                                                   | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150740.80    | 0.09%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                               | Lightning Power LLC                                                                                    | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203145.15    | 0.13%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                     | Luna 1.5 Sarl                                                                                          | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    518000 | PA      | $552586.86    | 0.35%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                                          | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348598.80    | 0.22%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                                          | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468592.25    | 0.29%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                                                | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104173.65    | 0.07%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                                                | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    365000 | PA      | $336296.40    | 0.21%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                            | MIWD Holdco II LLC / MIWD Finance Corp                                                                 | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $77882.40     | 0.05%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                                        | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10150.80     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                                               | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    748000 | PA      | $708034.36    | 0.45%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                                               | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    490000 | PA      | $480033.40    | 0.30%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | Macquarie Bank Ltd                                                                                     | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    635000 | PA      | $571817.50    | 0.36%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                   | Madison IAQ LLC                                                                                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258825.50    | 0.16%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                                                                          | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101814.10    | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                                                                          | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121196.00    | 0.08%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                                                                          | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    190000 | PA      | $126756.60    | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                          | MajorDrive Holdings IV LLC                                                                             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    260000 | PA      | $191583.60    | 0.12%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                                                | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49382.50     | 0.03%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328393.00    | 0.21%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                               | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303525.00    | 0.19%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403636.00    | 0.25%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                          | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75684.75     | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                          | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187081.25    | 0.12%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                          | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58625.24     | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                                                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111170.40    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                                                   | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    191000 | PA      | $191057.30    | 0.12%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                                                   | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    592000 | PA      | $587915.20    | 0.37%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                                            | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143133.85    | 0.09%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                                            | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97713.00     | 0.06%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                       | McAfee Corp                                                                                            | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    205000 | PA      | $169106.55    | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                       | McAfee LLC 2024 USD 1st Lien Term Loan B                                                               | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    199495 | PA      | $177550.51    | 0.11%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                            | Methanex US Operations Inc                                                                             | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127922.50    | 0.08%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                                            | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    480000 | PA      | $491155.20    | 0.31%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81014.40     | 0.05%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                              | Michaels Cos Inc/The                                                                                   | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    218000 | PA      | $203348.22    | 0.13%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                              | Michaels Cos Inc/The                                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360302.30    | 0.23%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                          | Midcap Financial Issuer Trust                                                                          | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $449619.30    | 0.28%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $122505.60    | 0.08%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                          | Minerals Technologies Inc                                                                              | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322146.50    | 0.20%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                            | AthenaHealth Group Inc                                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    376000 | PA      | $351225.36    | 0.22%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                  | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227825.45    | 0.14%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                  | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255977.80    | 0.16%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I 2017-HR2                                                                      | CUSIP: 61691NAE5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $270654.11    | 0.17%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                         | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278532.80    | 0.18%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $696622.50    | 0.44%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    405000 | PA      | $350867.70    | 0.22%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                         | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149577.00    | 0.09%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126437.50    | 0.08%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                                                  | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    310000 | PA      | $265825.00    | 0.17%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                 | Mountain View Clo XV Ltd                                                                               | CUSIP: 62432PAS1<br>LEI: 254900VKL64PZVEG4F33 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400190.80    | 0.25%             | 2037-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387124.00    | 0.24%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272536.00    | 0.17%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                   | Murphy Oil Corp                                                                                        | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141050.02    | 0.09%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    164000 | PA      | $159309.60    | 0.10%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                           | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     82000 | PA      | $79635.12     | 0.05%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304530.30    | 0.19%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                         | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193217.70    | 0.12%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                                                 | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    360000 | PA      | $343130.40    | 0.22%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                                           | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276453.00    | 0.17%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco US Inc                                                                                   | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136524.15    | 0.09%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco US Inc                                                                                   | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224026.90    | 0.14%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                | Risewell Homes Inc                                                                                     | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    343000 | PA      | $335478.01    | 0.21%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71694.00     | 0.05%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43333.20     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93069.00     | 0.06%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126912.50    | 0.08%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                                                    | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185536.80    | 0.12%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                 | Nexstar Media Inc                                                                                      | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275599.50    | 0.17%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                 | Nexstar Media Inc                                                                                      | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458521.70    | 0.29%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                     | 1988 CLO 3 Ltd                                                                                         | CUSIP: 653949AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497258.00    | 0.31%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                           | Nissan Motor Acceptance Co LLC                                                                         | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298161.10    | 0.19%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                              | Noble Finance II LLC                                                                                   | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $361217.50    | 0.23%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas Inc                                                                                 | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    355000 | PA      | $369366.85    | 0.23%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas Inc                                                                                 | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31062.30     | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                                        | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121670.00    | 0.08%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                            | Brundage-Bone Concrete Pumping Holdings Inc                                                            | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $247413.25    | 0.16%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                               | NuStar Logistics LP                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    285000 | PA      | $294709.95    | 0.19%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                          | OHA Credit Funding 13 Ltd                                                                              | CUSIP: 67116CAL7<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |    575000 | PA      | $575270.83    | 0.36%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM8 Trust                                                                                    | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    193718 | PA      | $195209.28    | 0.12%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-3BP                                                                 | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248724.58    | 0.16%             | 2042-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                                                | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93210.30     | 0.06%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                                                | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41830.80     | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                   | Oaktree CLO 2019-4 Ltd                                                                                 | CUSIP: 67402CBE5<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250250.00    | 0.16%             | 2037-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                                      | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201376.50    | 0.13%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                                      | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186964.70    | 0.12%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                                          | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239580.60    | 0.15%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                                          | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    470000 | PA      | $449221.30    | 0.28%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                     | 1988 CLO 5 Ltd                                                                                         | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500311.00    | 0.31%             | 2037-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                              | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $292338.75    | 0.18%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                                                   | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225472.50    | 0.14%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                                                   | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438458.50    | 0.28%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                                                   | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264250.25    | 0.17%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                 | OneSky Flight LLC                                                                                      | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257807.50    | 0.16%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203566.00    | 0.13%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                        | OPAL BIDCO                                                                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $485324.95    | 0.31%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                            | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      3449 | NS      | $155239.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $775438.00    | 0.49%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    415000 | PA      | $368789.75    | 0.23%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                            | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    580000 | PA      | $595126.40    | 0.37%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233512.80    | 0.15%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211512.40    | 0.13%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                               | Otis Worldwide Corp                                                                                    | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227421.25    | 0.14%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                          | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                                   | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $158489.60    | 0.10%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                                                   | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511433.10    | 0.32%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GEN II Fund Services LLC                          | GEN II Fund Services LLC 2024 Term Loan B                                                              | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    227700 | PA      | $224664.76    | 0.14%             | 2031-11-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                            | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24224.50     | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                            | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    355000 | PA      | $318417.25    | 0.20%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    843000 | PA      | $844340.37    | 0.53%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                                        | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183386.10    | 0.12%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                           | Penske Automotive Group Inc                                                                            | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    290000 | PA      | $275926.30    | 0.17%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81976.72     | 0.05%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117105.65    | 0.07%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co                                                                           | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     85000 | PA      | $77583.75     | 0.05%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $29362.50     | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    340000 | PA      | $341156.00    | 0.21%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    170000 | PA      | $162596.50    | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                        | Phinia Inc                                                                                             | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296017.50    | 0.19%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                        | Phinia Inc                                                                                             | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41542.02     | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                  | Pitney Bowes Inc 2025 Term Loan B                                                                      | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |    346435 | PA      | $343549.49    | 0.22%             | 2032-03-19      | Floating      | 7.45%                 | 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        |    400000 | PA      | $385276.00    | 0.24%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                  | Plano HoldCo Inc Term Loan B                                                                           | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    176511 | PA      | $141209.01    | 0.09%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                                      | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    363000 | PA      | $358139.43    | 0.23%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                               | Prairie Acquiror LP                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263664.90    | 0.17%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                           | Prairie ECI Acquiror LP 2026 Repriced Term Loan B                                                      | CUSIP: 73955HAG9<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |    320147 | PA      | $320387.43    | 0.20%             | 2029-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                          | Prime Healthcare Services Inc                                                                          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155484.00    | 0.10%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                                            | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     25000 | PA      | $22313.75     | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                                                  | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115143.75    | 0.07%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                                                  | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55800.25     | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                                                    | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56614.71     | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products Inc                                                                              | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127518.75    | 0.08%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177873.50    | 0.11%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198071.25    | 0.12%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                                             | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $45788.85     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                                                   | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254217.12    | 0.16%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                                                   | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $311879.63    | 0.20%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                   | Rand Parent LLC                                                                                        | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $246928.80    | 0.16%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                           | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $154179.20    | 0.10%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    355000 | PA      | $314711.05    | 0.20%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                     | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     60000 | PA      | $59235.00     | 0.04%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                     | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    490000 | PA      | $490191.10    | 0.31%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                                                     | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110032.65    | 0.07%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                | Regency Centers LP                                                                                     | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     60000 | PA      | $57140.40     | 0.04%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                | Regency Centers LP                                                                                     | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    490000 | PA      | $488010.60    | 0.31%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                 | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                                        | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $260876.02    | 0.16%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                           | Rivers Enterprise Borrower LLC                                                                         | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119827.20    | 0.08%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $207011.05    | 0.13%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $181879.20    | 0.11%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578000 | PA      | $518477.56    | 0.33%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | ROCKIES EXPRESS PIPELINE                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154323.00    | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                                   | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $496174.40    | 0.31%             | 2084-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                            | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     65000 | PA      | $66479.40     | 0.04%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    250000 | PA      | $252675.00    | 0.16%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                                                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133594.65    | 0.08%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                          | SESI LLC                                                                                               | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25492.25     | 0.02%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                          | SLM Corp                                                                                               | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103316.85    | 0.07%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                  | SLG Office Trust 2021-OVA                                                                              | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $444856.45    | 0.28%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                           | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91419.30     | 0.06%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                           | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142933.00    | 0.09%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                           | SV RNO Property Owner 1 LLC                                                                            | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $361704.05    | 0.23%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                         | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    705000 | PA      | $704041.20    | 0.44%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                         | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    636000 | PA      | $634072.92    | 0.40%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY INC                               | Sazerac Company Inc Repriced Term Loan B                                                               | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    224438 | PA      | $224125.53    | 0.14%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262930.35    | 0.17%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                                              | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230995.00    | 0.15%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                          | SeaWorld Parks & Entertainment Inc                                                                     | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277918.60    | 0.17%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                               | Select Medical Corp                                                                                    | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308912.50    | 0.19%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                                               | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     20000 | PA      | $18235.00     | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                          | Sinclair Television Group Inc                                                                          | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    430000 | PA      | $438243.10    | 0.28%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    635000 | PA      | $577291.20    | 0.36%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                        | Sixth Street CLO XVI Ltd                                                                               | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1121982.75   | 0.71%             | 2039-01-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                                                     | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    626000 | PA      | $662921.48    | 0.42%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                                          | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    472000 | PA      | $482761.60    | 0.30%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                          | Snap Inc                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75723.20     | 0.05%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                          | Snap Inc                                                                                               | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338468.40    | 0.21%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                                        | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34511.40     | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                              | Sonic Automotive Inc                                                                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179309.40    | 0.11%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                              | Sonic Automotive Inc                                                                                   | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71076.75     | 0.04%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                                                     | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175395.60    | 0.11%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    325000 | PA      | $386733.75    | 0.24%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                          | Standard Building Solutions Inc                                                                        | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266317.05    | 0.17%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217154.50    | 0.14%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                       | Staples Inc                                                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46438.00     | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                       | Staples Inc                                                                                            | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6746.70      | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                                            | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    215000 | PA      | $218304.55    | 0.14%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                                            | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    330000 | PA      | $327218.10    | 0.21%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                                            | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     65000 | PA      | $64216.75     | 0.04%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                                      | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249517.80    | 0.16%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                                      | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141957.20    | 0.09%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                  | StoneX Group Inc                                                                                       | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135246.80    | 0.09%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                          | Stonex Escrow Issuer LLC                                                                               | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111444.30    | 0.07%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194902.00    | 0.12%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150156.20    | 0.09%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                              | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35209.30     | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                              | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356674.50    | 0.22%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    402000 | PA      | $391359.06    | 0.25%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                       | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490685.00    | 0.31%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TPG Trust                                         | TPG Trust 2024-WLSC                                                                                    | CUSIP: 872973AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199574.09    | 0.13%             | 2029-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TPG Trust                                         | TPG Trust 2024-WLSC                                                                                    | CUSIP: 872973AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100105.87    | 0.06%             | 2029-11-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                                                | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114218.00    | 0.07%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                                                | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115902.75    | 0.07%             | 2036-02-01      | Fixed         | 6.50%                 | 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        |     75000 | PA      | $74505.00     | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143894.80    | 0.09%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                           | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $160656.00    | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                    | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $394510.20    | 0.25%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                    | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $186807.22    | 0.12%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                          | Team Health Holdings Inc                                                                               | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    745000 | PA      | $771529.45    | 0.49%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                          | Team Health Holdings Inc                                                                               | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70331.89     | 0.04%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                                                  | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156271.00    | 0.10%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                        | Terex Corp                                                                                             | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105710.85    | 0.07%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                 | Teva Pharmaceutical Finance Netherlands IV BV                                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202550.00    | 0.13%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                     | Tidewater Inc                                                                                          | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    265000 | PA      | $282906.05    | 0.18%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                 | Tractor Supply Co                                                                                      | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66152.25     | 0.04%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    465000 | PA      | $456783.45    | 0.29%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                                          | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216818.80    | 0.14%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                           | TransMontaigne Partners LLC                                                                            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $466357.20    | 0.29%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                                           | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $79706.25     | 0.05%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     21700 | PA      | $22610.32     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                                           | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $103283.00    | 0.06%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                                           | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $110307.75    | 0.07%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                      | TruGreen Limited Partnership 2020 2nd Lien Term Loan                                                   | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    210000 | PA      | $194250.00    | 0.12%             | 2028-11-02      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                                                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25064.00     | 0.02%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                                                  | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254581.80    | 0.16%             | 2026-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                                                  | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    561000 | PA      | $560994.39    | 0.35%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                        | Trust 2401                                                                                             | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    200000 | PA      | $191698.50    | 0.12%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                 | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $200600.00    | 0.13%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                 | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $206660.00    | 0.13%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                 | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $190280.00    | 0.12%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                 | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $248790.00    | 0.16%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                           | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    435000 | PA      | $384157.20    | 0.24%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                                           | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199690.50    | 0.13%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278712.90    | 0.18%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINEWORLD RIGHTS                                  | CINEWORLD RIGHTS                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             |  | US        |      2800 | NS      | $49198.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| USI INC/NY                                        | USI Inc/NY                                                                                             | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91913.40     | 0.06%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                                       | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $239521.99    | 0.15%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                  | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     54803 | PA      | $38362.10     | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                  | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     79801 | PA      | $42374.33     | 0.03%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                  | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     33651 | PA      | $17532.17     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                  | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     19229 | PA      | $9826.02      | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                  | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     10241 | PA      | $5980.74      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                  | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     38270 | PA      | $16303.02     | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                  | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     32341 | PA      | $14812.18     | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                  | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     26951 | PA      | $12316.61     | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                          | United Airlines Holdings Inc                                                                           | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195876.00    | 0.12%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                                  | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    603000 | PA      | $513376.11    | 0.32%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                          | United Natural Foods Inc                                                                               | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139090.35    | 0.09%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                                          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196536.90    | 0.12%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                        | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198962.00    | 0.13%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                        | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101706.00    | 0.06%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                                           | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180461.75    | 0.11%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                          | USA Compression Partners LP / USA Compression Finance Corp                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168854.40    | 0.11%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                          | USA Compression Partners LP / USA Compression Finance Corp                                             | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104652.45    | 0.07%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                                              | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $181482.00    | 0.11%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                             | VFH Parent LLC / Valor Co-Issuer Inc                                                                   | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128533.75    | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                  | Vail Resorts Inc                                                                                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143961.80    | 0.09%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151174.10    | 0.10%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153425.95    | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133728.40    | 0.08%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140468.85    | 0.09%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $288318.60    | 0.18%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                                      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    282000 | PA      | $249984.54    | 0.16%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    278000 | PA      | $284652.54    | 0.18%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32450.40     | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153429.00    | 0.10%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                          | Vertiv Group Corp                                                                                      | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250310.55    | 0.16%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                                                     | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    410000 | PA      | $405539.20    | 0.26%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                               | Virtusa Corporation 2024 Term Loan B                                                                   | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |     29812 | PA      | $26718.66     | 0.02%             | 2029-02-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                      | Virtusa Corp                                                                                           | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    164000 | PA      | $128179.12    | 0.08%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                           | VistaJet Malta Finance PLC / Vista Management Holding Inc                                              | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    265000 | PA      | $260850.10    | 0.16%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                               | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58996.20     | 0.04%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                           | VistaJet Malta Finance PLC / Vista Management Holding Inc                                              | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    115000 | PA      | $112403.30    | 0.07%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                                           | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     60000 | PA      | $58579.80     | 0.04%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                                           | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $22364.75     | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                 | WBI Operating LLC                                                                                      | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286088.70    | 0.18%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                 | WBI Operating LLC                                                                                      | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248167.50    | 0.16%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                  | Wand NewCo 3 Inc                                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    437000 | PA      | $446832.50    | 0.28%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                           | Warwick Capital CLO 1 Ltd                                                                              | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    900000 | PA      | $898213.50    | 0.57%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                 | Waste Pro USA Inc                                                                                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486686.40    | 0.31%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                          | Weatherford International Ltd                                                                          | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    145000 | PA      | $147759.35    | 0.09%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUDACY CLASS A                                    | AUDACY CLASS A                                                                                         | CUSIP: 948WML906<br>LEI: 549300S5JUSXRHNCHD80 | Long             | EC               | CORP              | US        |      2022 | NS      | $5560.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                       | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94452.80     | 0.06%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                       | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387816.00    | 0.24%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                       | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420860.00    | 0.26%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                       | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217488.60    | 0.14%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                                                 | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74526.75     | 0.05%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                                                 | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103492.20    | 0.07%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL CORP                               | AUDACY CAPITAL CORP                                                                                    | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | Long             | EC               | CORP              | US        |       222 | NS      | $777.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                          | Wildfire Intermediate Holdings LLC                                                                     | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96076.35     | 0.06%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                                               | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94269.60     | 0.06%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                | Uniti Services LLC                                                                                     | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296206.20    | 0.19%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                            | XHR LP                                                                                                 | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    277000 | PA      | $268404.69    | 0.17%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                                                | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113501.30    | 0.07%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                          | Yapi ve Kredi Bankasi AS                                                                               | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $203412.00    | 0.13%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                | Ardagh Holdings SA                                                                                     | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      7945 | NS      | $55615.00     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                                        | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132911.55    | 0.08%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SX003325  CDS USD R F  1.00000 2 CCPCDX / Short: SX003325  CDS USD P V 03MEVENT 1 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2961240 | OU      | $52397.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SX003335  CDS USD R F  5.00000 2 CCPCDX / Short: SX003335  CDS USD P V 03MEVENT 1 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4331250 | OU      | $228358.66    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255050  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255050  IRS EUR P F  2.50000 2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    640000 | OU      | $14067.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255051  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255051  IRS EUR P F  2.50000 2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    570000 | OU      | $19751.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255048  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255048  IRS EUR P F  2.25000 2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    360000 | OU      | $7480.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255053  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255053  IRS EUR P F  2.75000 2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    370000 | OU      | $12423.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255098  IRS CAD R V 00MCORRA 1 CCPOIS / Short: BR255098  IRS CAD P F  2.50000 2 CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000 | OU      | $470.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                           | Adani Ports & Special Economic Zone Ltd                                                                | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    350000 | PA      | $342125.00    | 0.22%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $231008.23    | 0.15%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    290000 | PA      | $321445.12    | 0.20%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                              | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $122154.87    | 0.08%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     46400 | PA      | $36145.60     | 0.02%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     30632 | PA      | $25608.69     | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30000 | PA      | $21654.85     | 0.01%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    500000 | PA      | $537036.91    | 0.34%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $92877.19     | 0.06%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                            | Verisure Midholding AB                                                                                 | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    380000 | PA      | $438208.48    | 0.28%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                                         | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    435000 | PA      | $491778.61    | 0.31%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                         | Forvia SE                                                                                              | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109572.29    | 0.07%             | 2029-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                   | United Group BV                                                                                        | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    175000 | PA      | $201254.33    | 0.13%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                              | ZF Europe Finance BV                                                                                   | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115860.11    | 0.07%             | 2029-03-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                     | Schaeffler AG                                                                                          | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115046.40    | 0.07%             | 2029-08-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                               | Benin Government International Bond                                                                    | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $195665.16    | 0.12%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                                                     | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    125000 | PA      | $143563.82    | 0.09%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                    | Commerzbank AG                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $202644.00    | 0.13%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                      | Luna 2 5SARL                                                                                           | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113876.68    | 0.07%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                                            | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110929.26    | 0.07%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                                            | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    142000 | PA      | $157519.55    | 0.10%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $196350.00    | 0.12%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         9 | NC      | $-12200.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -32 | NC      | $133869.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -22 | NC      | $8292.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       461 | NC      | $-530847.53   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       153 | NC      | $-227591.20   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -56 | NC      | $137102.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METINVEST BV                                      | Metinvest BV                                                                                           | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $194750.00    | 0.12%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SES S A                                           | SES S A                                                                                                | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |      4216 | NS      | $61309.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                   | MV24 Capital BV                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    416418 | PA      | $415897.48    | 0.26%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                          | AES Panama Generation Holdings SRL                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    373404 | PA      | $346425.23    | 0.22%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                          | Banco Mercantil del Norte SA/Grand Cayman                                                              | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $399542.00    | 0.25%             | 2028-01-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                           | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                           | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195240.76    | 0.12%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $333008.00    | 0.21%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1570000 | PA      | $651550.00    | 0.41%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President