# EDGAR Filing Document

**Accession Number:** 0001655589
**File Stem:** 0000940400-25-011719
**Filing Date:** 2025-11
**Character Count:** 134352
**Document Hash:** 23d3c1c2ad20dc1d4c01db87443c911f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011719.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011719

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Templeton ETF Trust
- **CENTRAL INDEX KEY:** 0001655589

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23124
- **FILM NUMBER:** 251535144

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403

## Series and Classes Contracts Data

### Franklin Senior Loan ETF (Series ID: S000061948)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000200691 | Franklin Senior Loan ETF | FLBL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Templeton ETF Trust

- **b. Investment Company Act file number:** 811-23124

- **c. CIK number of Registrant:** 0001655589

- **d. LEI of Registrant:** 549300UHXVPT5S43XV04

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin Senior Loan ETF

- **b. EDGAR series identifier (if any):** S000061948

- **c. LEI of Series:** 549300I3TND36ZL4CK30

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $1249106863.15

**Total Liabilities:** $32871011.36

**Net Assets:** $1216235851.79

**Cash Not Reported:** $5274708.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 69.29675000 | **1-Year:** 4220.98312000 | **5-Year:** 3031.66021000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 746.06578000 | **1-Year:** 118731.89082000 | **5-Year:** 63842.92284000 | **10-Year:** 699.37446000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200691 | 0.86%                | 0.39%                | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $195170.57               | $1455722.80                                |
| Month 2  | $-22381.64               | $-2082991.66                               |
| Month 3  | $35041.36                | $-8359979.43                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Lasership Inc                                          | LaserShip, 08/10/29                                            | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   1502168 | PA      | $1085316.58   | 0.09%             | 2029-08-10      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                               | Smyrna Ready Mix Concrete LLC                                  | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $739852.92    | 0.06%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                     | Bausch & Lomb Co 09/29/28                                      | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1568000 | PA      | $1569960.00   | 0.13%             | 2028-09-29      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                        | ABG Intermediate 12/21/28                                      | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   5120177 | PA      | $5116567.54   | 0.42%             | 2028-12-21      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                            | Roper Industrial 11/22/29                                      | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   5582948 | PA      | $5596569.96   | 0.46%             | 2029-11-23      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                  | Amern Airl 06/04/29                                            | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8956429 | PA      | $8953607.72   | 0.74%             | 2029-06-04      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | MADISON IA 06/21/28                                            | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   7323393 | PA      | $7337966.15   | 0.60%             | 2028-06-21      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| OneDigital Borro 07/02/31                              | OneDigital Borro 07/02/31                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4384477 | PA      | $4390044.82   | 0.36%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                   | Berlin Packagin 06/07/31                                       | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   1497946 | PA      | $1504162.69   | 0.12%             | 2031-06-09      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Franklin Institutional US Government Money Market Fund | Franklin Institutional US Government Money Market Fund         | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        | 124543071 | NS      | $124543070.61 | 10.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Conair Holdings LLC                                    | Conair Holdings 05/17/28                                       | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |   1994206 | PA      | $1268813.45   | 0.10%             | 2028-05-17      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                  | Clover Holdings 12/09/31                                       | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7425333 | PA      | $7441594.61   | 0.61%             | 2031-12-09      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                          | CoreLogic, 06/02/28                                            | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |  11295744 | PA      | $11316923.29  | 0.93%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                               | TK Elevator Midc 04/30/30                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   2278781 | PA      | $2287018.43   | 0.19%             | 2030-04-30      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                | UK 02/10/31                                                    | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  13812334 | PA      | $13814198.33  | 1.14%             | 2031-02-10      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                            | Opal Bidc 04/28/32                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6300000 | PA      | $6324412.50   | 0.52%             | 2032-04-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                               | WINDSOR HOLDINGS III LLC                                       | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1503127.50   | 0.12%             | 2030-08-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | ASURION LLC 01/20/29                                           | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   6197666 | PA      | $5946753.72   | 0.49%             | 2029-01-22      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                          | Forward Air Corp 12/19/30                                      | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3072000 | PA      | $3070402.56   | 0.25%             | 2030-12-19      | Floating      | 8.69%                 | 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        |    755000 | PA      | $765803.42    | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                           | Cotiviti Corpor 05/01/31                                       | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |  11161675 | PA      | $10984929.71  | 0.90%             | 2031-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                | FIRST STUDENT BI 08/15/30                                      | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    965152 | PA      | $967366.83    | 0.08%             | 2030-08-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| KLOCKNER PENTAPLAST 8/25                               | KLOCKNER PENTAPLAST 8/25                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276688 | PA      | $246702.13    | 0.02%             | 2025-10-27      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                | Talen Energy Sup 05/17/30                                      | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    277480 | PA      | $278223.85    | 0.02%             | 2030-05-17      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                    | CNT Holdings I 11/08/32                                        | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |   3394000 | PA      | $3395815.79   | 0.28%             | 2032-11-08      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                         | Broadstreet Part 06/13/31                                      | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   8850455 | PA      | $8868687.03   | 0.73%             | 2031-06-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                         | Broadstreet Part 06/13/31                                      | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    646066 | PA      | $647396.88    | 0.05%             | 2031-06-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                  | Ontario Gaming G 08/01/30                                      | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |   2871218 | PA      | $2808410.06   | 0.23%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                               | Windsor Holdings 08/01/30                                      | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   4975000 | PA      | $4985372.86   | 0.41%             | 2030-08-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                   | SOVOS COMPLIANC 08/13/29                                       | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |   7048854 | PA      | $7068097.56   | 0.58%             | 2029-08-14      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                           | Harbor Freight T 06/11/31                                      | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   1256178 | PA      | $1235702.38   | 0.10%             | 2031-06-11      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I 12/31/31                                              | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   6285201 | PA      | $5798097.90   | 0.48%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                              | Flynn Restaurant 01/28/32                                      | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   5311972 | PA      | $5326500.28   | 0.44%             | 2032-01-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                 | Radiology Partne 06/25/32                                      | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1998960.00   | 0.16%             | 2032-06-30      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurio 08/19/28                                                | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1147266 | PA      | $1152205.15   | 0.09%             | 2028-08-21      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                     | Nouryon F 04/03/28                                             | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   2547976 | PA      | $2555416.55   | 0.21%             | 2028-04-03      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                       | AlixPartner 07/30/32                                           | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   4633508 | PA      | $4607444.37   | 0.38%             | 2032-08-12      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                  | CAESARS ENTERTAIN INC                                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1993884 | PA      | $1993355.41   | 0.16%             | 2030-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                    | Hilton Grand Vac 01/17/31                                      | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    395015 | PA      | $394904.40    | 0.03%             | 2031-01-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                   | Cengage Learning 03/24/31                                      | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   3645458 | PA      | $3640518.11   | 0.30%             | 2031-03-24      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I                                 | GC FERRY ACQUISITION I                                         | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    716228 | PA      | $710218.67    | 0.06%             | 2032-08-16      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                     | Nouryon F 04/03/28                                             | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   1692958 | PA      | $1696403.45   | 0.14%             | 2028-04-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                    | Peer Holding III 10/28/30                                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    397985 | PA      | $398951.98    | 0.03%             | 2030-10-28      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Inc                             | Genesys Cloud Se 01/30/32                                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |  12207503 | PA      | $12145184.12  | 1.00%             | 2032-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                           | National Mentor 03/02/28                                       | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   3665815 | PA      | $3657108.85   | 0.30%             | 2028-03-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                  | PRIORITY HLDG 07/30/32                                         | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967870 | PA      | $972103.95    | 0.08%             | 2032-07-30      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                 | Clydesdale Acquisition Holdings Inc                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164255.20    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                     | WestJet Loyal 02/14/31                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   7081676 | PA      | $7098778.11   | 0.58%             | 2031-02-14      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                              | MCGRAW-HILL GLOB 08/06/31                                      | CUSIP: 58063DAF0<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    797919 | PA      | $799103.77    | 0.07%             | 2031-08-06      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 09/23/32                                 | Speed Midco 3 09/23/32                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1169591 | PA      | $1170321.65   | 0.10%             | 2032-09-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc                                        | DCert Buyer, 02/19/29                                          | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1000000 | PA      | $912499.73    | 0.08%             | 2029-02-16      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                               | Cornerstone OnDe 10/16/28                                      | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   2197804 | PA      | $2122606.06   | 0.17%             | 2028-10-16      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| SKOPIMA CONSILIO PARENT                                | SKOPIMA CONSILIO PARENT LLC                                    | CUSIP: 36171NAG1<br>LEI: 254900K3R60UMIODZD21 | Long             | LON              | CORP              | US        |   1396482 | PA      | $1190068.34   | 0.10%             | 2028-05-17      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                 | Barracuda Networ 08/15/29                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |   1366637 | PA      | $1152163.67   | 0.09%             | 2029-08-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp                            | American Trailer 03/03/28                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |   1895532 | PA      | $1715693.10   | 0.14%             | 2028-03-03      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                           | Cotiviti Corpor 03/26/32                                       | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   3990000 | PA      | $3925162.50   | 0.32%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                    | Clydesdale Acqui 04/01/32                                      | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      3835 | PA      | $3833.90      | 0.00%             | 2032-03-29      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                           | Univision Commun 01/31/29                                      | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1683000 | PA      | $1679053.37   | 0.14%             | 2029-01-31      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                   | Ineos US Financ 02/18/30                                       | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1460448 | PA      | $1327182.12   | 0.11%             | 2030-02-19      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                       | Mission Pet H 12/04/31                                         | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   8356397 | PA      | $8350338.20   | 0.69%             | 2031-12-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Gl 01/28/32                                            | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1977661 | PA      | $1981369.04   | 0.16%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                            | McAfee 03/01/29                                                | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |  14400716 | PA      | $13797685.85  | 1.13%             | 2029-03-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings Inc                                  | AqGen Island Hol 08/02/28                                      | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8577517 | PA      | $8581077.05   | 0.71%             | 2028-08-02      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                              | ADMI 12/23/27                                                  | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    229675 | PA      | $223216.85    | 0.02%             | 2027-12-23      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                   | Neptune Bidco U 04/11/29                                       | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   3119748 | PA      | $2977815.14   | 0.24%             | 2029-04-11      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp                                   | Hexion Holdings 03/15/30                                       | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    776471 | PA      | $769094.12    | 0.06%             | 2030-03-15      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                | SEDGWICK CLAIMS 07/31/31                                       | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |  12983929 | PA      | $12981916.82  | 1.07%             | 2031-07-31      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                   | SIGNIA AEROSPAC 12/11/31                                       | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |   3875887 | PA      | $3887999.38   | 0.32%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                     | CENTRAL PARENT INC                                             | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496222 | PA      | $1298039.62   | 0.11%             | 2029-07-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sophos Holdings LLC                                    | Surf Holdings 03/05/27                                         | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2968688 | PA      | $2976302.84   | 0.24%             | 2027-03-05      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                              | Gainwell Acquisi 10/01/27                                      | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2637928 | PA      | $2600997.37   | 0.21%             | 2027-10-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                         | Proofpoin 08/31/28                                             | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   8384438 | PA      | $8427785.95   | 0.69%             | 2028-08-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROW 08/04/31                                  | EMRLD BORROW 08/04/31                                          | CUSIP: 000000000<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   5568668 | PA      | $5550569.74   | 0.46%             | 2031-08-04      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Coherent 07/02/29                                      | Coherent 07/02/29                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3017382 | PA      | $3019268.15   | 0.25%             | 2029-07-02      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Inc                                    | WEC US Holdings 01/27/31                                       | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   7629448 | PA      | $7640548.95   | 0.63%             | 2031-01-27      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TTF Lower Intermediate LLC                             | TTF Holdings 07/18/31                                          | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2070050 | PA      | $1966547.31   | 0.16%             | 2031-07-18      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                          | White Cap Buye 10/19/29                                        | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   5129989 | PA      | $5136837.50   | 0.42%             | 2029-10-29      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                          | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    805000 | PA      | $813897.67    | 0.07%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                 | Radiology Partners Inc                                         | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1554129.36   | 0.13%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                     | Janney Montgomer 11/28/31                                      | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1603207 | PA      | $1609884.78   | 0.13%             | 2031-11-28      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc              | DG Investment In 07/02/32                                      | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2736913 | PA      | $2749461.49   | 0.23%             | 2032-07-12      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                                | SCIENTIFIC GAMES HOLDINGS LP                                   | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    927657 | PA      | $921080.34    | 0.08%             | 2029-04-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                 | Citadel Securiti 10/31/31                                      | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   4425176 | PA      | $4438473.22   | 0.36%             | 2031-10-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MI Windows And Doors LLC                               | MI WINDOWS DOOR 03/28/31                                       | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   1589875 | PA      | $1597712.62   | 0.13%             | 2031-03-28      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communic 12/15/31                                      | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   3231139 | PA      | $3233464.98   | 0.27%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                     | Janney Montgomer 11/28/31                                      | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268544 | PA      | $269662.44    | 0.02%             | 2031-11-28      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                            | CHG HEALTHCARE S 09/29/28                                      | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   6296373 | PA      | $6305062.35   | 0.52%             | 2028-09-29      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurio 08/19/28                                                | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   3536207 | PA      | $3547504.80   | 0.29%             | 2028-08-21      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                        | Goat Holdco LLC                                                | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2051789.42   | 0.17%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                 | Brightstar Lottery PLC                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1195468.06   | 0.10%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Peer Hldg I 09/27/32                                   | Peer Hldg I 09/27/32                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2057479 | PA      | $2061984.91   | 0.17%             | 2032-09-27      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc/The                          | Kenan Advantage 01/25/29                                       | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   7768645 | PA      | $7683656.42   | 0.63%             | 2029-01-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc                                     | Hunter Douglas 01/20/32                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   5489927 | PA      | $5504146.04   | 0.45%             | 2032-01-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                         | Froneri Lux Finc 09/30/31                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1720823 | PA      | $1710428.75   | 0.14%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                           | National Mentor 03/02/28                                       | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    817765 | PA      | $815823.07    | 0.07%             | 2028-03-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc                     | Kleopatra Finco 02/12/26                                       | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |   2716022 | PA      | $1357169.10   | 0.11%             | 2026-02-09      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                    | TRANSDIGM GROUP INC                                            | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500075.00   | 0.12%             | 2032-08-13      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                          | Transdig 08/19/32                                              | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2903226 | PA      | $2903370.87   | 0.24%             | 2032-08-13      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                               | FERTITTA ENTERTAINMENT L                                       | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1496124 | PA      | $1495660.23   | 0.12%             | 2029-01-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                          | GVC Holdings (Gi 10/31/29                                      | CUSIP: 36270BAC6<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   2851548 | PA      | $2854399.95   | 0.23%             | 2029-10-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE G 03/21/31                              | CLOUD SOFTWARE G 03/21/31                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7081992 | PA      | $7116764.14   | 0.59%             | 2031-03-21      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| DELTA TOPCO INC                                        | DELTA TOPCO INC                                                | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    857143 | PA      | $848948.57    | 0.07%             | 2029-11-30      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                 | Project Alpha In 10/26/30                                      | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8551533 | PA      | $8585054.67   | 0.71%             | 2030-10-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I 05/03/28                                              | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   6375910 | PA      | $6148767.99   | 0.51%             | 2028-05-03      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                    | Clydesdale Acqui 04/01/32                                      | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   7294753 | PA      | $7291762.07   | 0.60%             | 2032-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                               | Clear Channel Outdoor Holdings Inc                             | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3362403.20   | 0.28%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                  | Caesars Entertainment Inc                                      | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530919.50   | 0.13%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                      | Foundation Build 01/29/31                                      | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   1216097 | PA      | $1219690.41   | 0.10%             | 2031-01-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                            | Worldwide Expres 07/26/28                                      | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |   3367589 | PA      | $3354017.98   | 0.28%             | 2028-07-26      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                 | Mavis Tire Expre 05/04/28                                      | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   9963346 | PA      | $9973708.09   | 0.82%             | 2028-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                   | LifePoint Health 05/19/31                                      | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   3813068 | PA      | $3810894.55   | 0.31%             | 2031-05-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                         | GRAY TELEVISION, 12/01/28                                      | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   1313473 | PA      | $1315626.64   | 0.11%             | 2028-12-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                    | LCM XVIII LP                                                   | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001667.95   | 0.08%             | 2031-04-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                       | DexKo Glo 10/04/28                                             | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   5811390 | PA      | $5739415.66   | 0.47%             | 2028-10-04      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                               | Hudson River Tra 03/18/30                                      | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |     79008 | PA      | $79227.23     | 0.01%             | 2030-03-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                | Talen Energy Sup 12/15/31                                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    356054 | PA      | $356981.33    | 0.03%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Savage Enterprises LLC                                 | SAVAGE ENTERPRIS 08/05/32                                      | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1369341 | PA      | $1372155.21   | 0.11%             | 2032-08-05      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                              | ADMI 12/23/27                                                  | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    732592 | PA      | $693519.57    | 0.06%             | 2027-12-23      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                          | CommScope LLC                                                  | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    219500 | PA      | $218365.19    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                              | ENDO FIN HLDG 04/23/31                                         | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3254165 | PA      | $3264675.96   | 0.27%             | 2031-04-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                  | Jane Street Grou 12/15/31                                      | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   9477152 | PA      | $9420905.30   | 0.77%             | 2031-12-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc                              | QX 04/30/32                                                    | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    299824 | PA      | $302674.90    | 0.02%             | 2032-04-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                                 | ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    925000 | PA      | $0.00         | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                              | Caesars Entertai 02/06/30                                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   3931398 | PA      | $3930356.46   | 0.32%             | 2030-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                     | NIELSEN CONSUME 10/31/30                                       | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3195452 | PA      | $3192959.28   | 0.26%             | 2030-10-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF                            | Janus Henderson AAA CLO ETF                                    | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             | EC               | RF                | US        |    105000 | NS      | $5331900.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                               | iHeartCommunicat 05/01/29                                      | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |   1037162 | PA      | $908813.64    | 0.07%             | 2029-05-01      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC/The               | Edelman Financia 04/07/28                                      | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   6997271 | PA      | $7010076.44   | 0.58%             | 2028-04-07      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                 | INEOS Quattro Ho 03/14/30                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1287109 | PA      | $1139696.77   | 0.09%             | 2030-03-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                              | Caesars Entertai 02/06/31                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1848965 | PA      | $1847042.15   | 0.15%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                          | FERTITTA ENTM 01/27/29                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   7377973 | PA      | $7375686.12   | 0.61%             | 2029-01-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                | Zayo 3/20 (USD) 03/09/27                                       | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    518326 | PA      | $512375.39    | 0.04%             | 2027-03-09      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                               | BCPE Empire Hold 12/11/30                                      | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   7930587 | PA      | $7925313.63   | 0.65%             | 2030-12-26      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                             | Air Canada                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $694256.08    | 0.06%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                 | Acrisure LLC / Acrisure Finance Inc                            | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $482139.15    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                 | SCIH Salt Holdings Inc                                         | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $489004.10    | 0.04%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                           | SCIENTIFIC GAMES 04/04/29                                      | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |      8865 | PA      | $8802.31      | 0.00%             | 2029-04-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                             | Camelot U.S. Acq 01/31/31                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   4094027 | PA      | $4073557.00   | 0.33%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                 | AI Aqua Merger S 07/31/28                                      | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |  10070158 | PA      | $10101425.71  | 0.83%             | 2028-07-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                                  | KENAN ADVANTAGE GROUP                                          | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    997475 | PA      | $986562.38    | 0.08%             | 2029-01-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF          | iShares iBoxx $ High Yield Corporate Bond ETF                  | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |     70000 | NS      | $5683300.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| US Anesthesia Partners Inc                             | U.S. Anesthesia 10/01/28                                       | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   8022915 | PA      | $8021671.17   | 0.66%             | 2028-10-02      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation Inc                            | Charter NEX US, 11/29/30                                       | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   8209145 | PA      | $8242720.36   | 0.68%             | 2030-12-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                   | Cengage Learning 03/24/31                                      | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   2126476 | PA      | $2123594.90   | 0.17%             | 2031-03-24      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                  | Quikrete Holding 04/14/31                                      | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   4821021 | PA      | $4824997.95   | 0.40%             | 2031-04-14      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                  | HUB Internationa 06/20/30                                      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   9188845 | PA      | $9212644.09   | 0.76%             | 2030-06-20      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| COTY INC                                               | Coty Inc                                                       | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1597296.64   | 0.13%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                           | Organon 05/19/31                                               | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    944974 | PA      | $924893.50    | 0.08%             | 2031-05-19      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                 | FIRST BRANDS TR 03/30/27                                       | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11078324 | PA      | $4027801.54   | 0.33%             | 2027-03-30      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                           | Cloudera, 10/08/28                                             | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   7844803 | PA      | $7738544.77   | 0.64%             | 2028-10-10      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                      | Polaris Newc 06/02/28                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1953952 | PA      | $1887332.33   | 0.16%             | 2028-06-05      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                     | Pro Mach Group, 08/31/28                                       | CUSIP: 74273JAK9<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   3288076 | PA      | $3297841.28   | 0.27%             | 2028-08-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                  | PLAYTIKA 03/13/28                                              | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   6111468 | PA      | $6026273.99   | 0.50%             | 2028-03-13      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                           | SCIENTIFIC GAMES 04/04/29                                      | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   6494174 | PA      | $6448130.77   | 0.53%             | 2029-04-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                   | GrafTech Finance Inc                                           | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $282126.63    | 0.02%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                             | Camelot U.S. Acq 01/31/31                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    555208 | PA      | $552431.91    | 0.05%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Kodiak BP LLC                                          | Kodiak Building 12/04/31                                       | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |   1730538 | PA      | $1725251.47   | 0.14%             | 2031-12-04      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                             | KUEHG 06/12/30                                                 | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   1990145 | PA      | $1991179.40   | 0.16%             | 2030-06-12      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                       | CPI HOLDCO 05/17/31                                            | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2992443 | PA      | $2992443.32   | 0.25%             | 2031-05-19      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists Inc                           | US Radiology Spe 12/15/27                                      | CUSIP: 90372AAM0<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |   2711816 | PA      | $2723924.43   | 0.22%             | 2027-12-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                      | Parexel Internat 11/15/28                                      | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   5675780 | PA      | $5687018.47   | 0.47%             | 2028-11-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc                                        | IDER 03/02/28                                                  | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |   6832021 | PA      | $6012178.46   | 0.49%             | 2028-03-02      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                    | PARADIGM PAREN 04/16/32                                        | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |   3307692 | PA      | $2976410.31   | 0.24%             | 2032-04-19      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Institutional Holdco Inc        | Russell Investme 05/30/27                                      | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |   3054259 | PA      | $2940274.27   | 0.24%             | 2027-05-28      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | Madison IA 05/06/32                                            | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1995000 | PA      | $2007019.88   | 0.17%             | 2032-05-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                           | Acrisure 11/06/30                                              | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |  13118564 | PA      | $13112464.02  | 1.08%             | 2030-11-06      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                | Talen Energy Supply LLC                                        | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424873.60    | 0.03%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                           | Peraton Corp                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1396264 | PA      | $1181155.62   | 0.10%             | 2028-02-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                                    | RealTruck Group, 01/31/28                                      | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |   6218984 | PA      | $5665649.84   | 0.47%             | 2028-01-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                     | Nouryon F 04/03/28                                             | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    689369 | PA      | $691381.62    | 0.06%             | 2028-04-03      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                               | Zelis Payments B 11/26/31                                      | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   4496198 | PA      | $4501818.24   | 0.37%             | 2031-11-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                              | GTCR EVEREST BOR 09/05/31                                      | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5325087 | PA      | $5331317.11   | 0.44%             | 2031-09-05      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub Inc                       | Neon Maple Purch 11/17/31                                      | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   8648388 | PA      | $8659587.77   | 0.71%             | 2031-11-17      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                            | Skopima Merger S 05/12/28                                      | CUSIP: 36171NAG1<br>LEI: 254900K3R60UMIODZD21 | Long             | LON              | CORP              | US        |   3977224 | PA      | $3389350.22   | 0.28%             | 2028-05-17      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034018.26   | 0.09%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                       | IRB Hldg 12/15/27                                              | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |  10111573 | PA      | $10124970.49  | 0.83%             | 2027-12-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                   | Michaels Compani 04/17/28                                      | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   3537156 | PA      | $3349633.35   | 0.28%             | 2028-04-17      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                               | EMRLD Borrower LP / Emerald Co-Issuer Inc                      | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1440878.60   | 0.12%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                   | Berlin Packagin 06/07/31                                       | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   5160594 | PA      | $5182010.25   | 0.43%             | 2031-06-09      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Varsity Brand 08/26/31                                 | Varsity Brand 08/26/31                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3724872 | PA      | $3729993.50   | 0.31%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                             | Camelot U.S. Acq 01/31/31                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     50765 | PA      | $50511.09     | 0.00%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                    | Ascend Learning 12/11/28                                       | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   6805865 | PA      | $6806205.66   | 0.56%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| The Chamberlai 07/22/2032                              | The Chamberlai 07/22/2032                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1097250 | PA      | $1099652.98   | 0.09%             | 2032-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                           | Primary Products 04/01/29                                      | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |   6926648 | PA      | $6775127.29   | 0.56%             | 2029-04-02      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                        | NEXUS BUYE 07/31/31                                            | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   3411290 | PA      | $3415571.35   | 0.28%             | 2031-07-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt                                           | Mallinckrodt                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3652 | NS      | $377982.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                  | GFL Environmental Inc                                          | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $585829.92    | 0.05%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                | Truist Insurance 05/06/31                                      | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2843205 | PA      | $2847654.67   | 0.23%             | 2031-05-06      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                  | Quikrete Holding 02/10/32                                      | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   3609448 | PA      | $3611289.12   | 0.30%             | 2032-02-10      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BI 08/15/30                              | FIRST STUDENT BI 08/15/30                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6764834 | PA      | $6778363.59   | 0.56%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                             | Dynasty Acquisit 10/31/31                                      | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   3588617 | PA      | $3594053.40   | 0.30%             | 2031-10-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                         | Raven Acquisitio 11/19/31                                      | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3621800 | PA      | $3624715.55   | 0.30%             | 2031-11-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc                         | Petco Health and 03/03/28                                      | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |   8158289 | PA      | $7964937.34   | 0.65%             | 2028-03-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                      | Foundation Build 01/29/31                                      | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   2021761 | PA      | $2027735.28   | 0.17%             | 2031-01-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                    | Hilton Grand Vac 08/02/28                                      | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    902584 | PA      | $902417.09    | 0.07%             | 2028-08-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                             | DaVit 05/09/31                                                 | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   1980038 | PA      | $1985710.31   | 0.16%             | 2031-05-09      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                       | Vmed O2 UK Financing I PLC                                     | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $194852.83    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                    | ROCKET SOFTWAR 1 11/28/28                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |   2317233 | PA      | $2324961.05   | 0.19%             | 2028-11-28      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                   | Epicor Software 05/30/31                                       | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |  11127738 | PA      | $11154500.35  | 0.92%             | 2031-05-30      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                    | United Airlines, 02/22/31                                      | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1542097 | PA      | $1548843.27   | 0.13%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                   | Veritiv Corpor 11/30/30                                        | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   4256229 | PA      | $4219285.16   | 0.35%             | 2030-11-29      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Chromalloy Corp                                        | Chromalloy Corpo 03/27/31                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3239857 | PA      | $3252799.82   | 0.27%             | 2031-03-27      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                 | First Brands Gro 03/30/27                                      | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2437804 | PA      | $888274.72    | 0.07%             | 2027-03-30      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp                                   | Hexion Holdings 03/15/29                                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   5499017 | PA      | $5498054.96   | 0.45%             | 2029-03-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                               | Proampac PG Borr 09/15/28                                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   3371097 | PA      | $3387952.30   | 0.28%             | 2028-09-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                             | Dynasty Acquisit 10/31/31                                      | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1364995 | PA      | $1367063.26   | 0.11%             | 2031-10-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                           | National Mentor 03/02/28                                       | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    137937 | PA      | $137609.43    | 0.01%             | 2028-03-02      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                           | Peraton 02/01/28                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   5712724 | PA      | $4832621.59   | 0.40%             | 2028-02-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                | Invesco Senior Loan ETF                                        | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    436413 | NS      | $9134124.09   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                                  | American Airlines Inc                                          | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $835022.40    | 0.07%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Glob 05/06/30                                          | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1323202 | PA      | $1325478.24   | 0.11%             | 2030-05-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                | Allied Universal Holdco LLC                                    | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049370.72   | 0.09%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                        | Cornerstone Buil 04/12/28                                      | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   3320687 | PA      | $3162190.99   | 0.26%             | 2028-04-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3361116.00   | 0.28%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                       | Ensemble RCM 08/01/29                                          | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   2814811 | PA      | $2825844.71   | 0.23%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Franklin High Yield Corporate ETF                      | Franklin High Yield Corporate ETF                              | CUSIP: 35473P629<br>LEI: 5493002F67QK4VNO5Q54 | Long             | EC               | RF                | US        |    345966 | NS      | $8486545.98   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Boost Newco Borrower LLC                               | Boost Newco Borr 01/31/31                                      | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |  10670066 | PA      | $10697861.88  | 0.88%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                   | ALPHA GENERATIO 09/30/31                                       | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   2792947 | PA      | $2792597.98   | 0.23%             | 2031-09-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                          | Brand Industrial 08/01/30                                      | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1609071 | PA      | $1462645.18   | 0.12%             | 2030-08-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                    | Cheniere Energy Inc                                            | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149572.55    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                         | MEDICAL SOLUTION 11/01/28                                      | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   3406204 | PA      | $1226233.26   | 0.10%             | 2028-11-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                       | Wand NewCo 3, 01/30/31                                         | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1870129 | PA      | $1865949.15   | 0.15%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CUSHMAN WAKEFIEL 01/31/30                              | CUSHMAN WAKEFIEL 01/31/30                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2997081 | PA      | $3008335.35   | 0.25%             | 2030-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc                                     | Advisor Group, 07/16/32                                        | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   7696478 | PA      | $7700865.23   | 0.63%             | 2032-08-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc                               | GC Ferry Acquisi 06/06/32                                      | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   4195049 | PA      | $4159852.20   | 0.34%             | 2032-08-16      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc                            | FORTRESS INTER 06/27/31                                        | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   8829852 | PA      | $8885038.98   | 0.73%             | 2031-06-27      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                  | Quikrete Holdings Inc                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036624.00   | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                     | NIELSEN CONSUME 10/31/30                                       | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3215715 | PA      | $3213206.31   | 0.26%             | 2030-10-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                               | Ontario Gaming GTA LP/OTG Co-Issuer Inc                        | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $497209.55    | 0.04%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO                                         | ORION US FINCO                                                 | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1851528 | PA      | $1863100.55   | 0.15%             | 2032-05-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                       | Light and Wonder 04/14/29                                      | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   1280361 | PA      | $1285565.28   | 0.11%             | 2029-04-16      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                               | American Airlines Inc/AAdvantage Loyalty IP Ltd                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    950000 | PA      | $951226.45    | 0.08%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                    | Charlotte Buyer, 02/11/28                                      | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9551936 | PA      | $9548735.91   | 0.79%             | 2028-02-11      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                        | Cornerstone Buil 05/15/31                                      | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   2491274 | PA      | $2281072.73   | 0.19%             | 2031-05-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                    | United Airlines Inc                                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139905.38    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                  | Fortress Intermediate 3 Inc                                    | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628974.60    | 0.05%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                       | WAND NEWCO 3 INC                                               | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   2459312 | PA      | $2453815.01   | 0.20%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                        | Spin Holdco 03/04/28                                           | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   1887300 | PA      | $1589380.17   | 0.13%             | 2028-03-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                  | Phoenix Guaranto 02/21/31                                      | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   6009439 | PA      | $6019895.62   | 0.49%             | 2031-02-21      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                           | Calpine Corp                                                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797157.12    | 0.07%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | MEDLINE BORROW 10/23/28                                        | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   8498395 | PA      | $8506850.83   | 0.70%             | 2028-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                               | Albion Financing 1 SARL / Aggreko Holdings Inc                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    587200 | PA      | $608808.96    | 0.05%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                    | Cushman & Wakefi 01/31/30                                      | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |   3049258 | PA      | $3061972.90   | 0.25%             | 2030-01-31      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                               | Proampac PG Borr 09/15/28                                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   2201873 | PA      | $2212882.09   | 0.18%             | 2028-09-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                             | Kaseya 03/20/32                                                | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   6319812 | PA      | $6336337.98   | 0.52%             | 2032-03-22      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                       | AmWINS Group, 01/30/32                                         | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |  11590505 | PA      | $11597980.54  | 0.95%             | 2032-01-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                         | FRONERI US INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2125047 | PA      | $2123102.12   | 0.17%             | 2032-07-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                       | CPM Holdings, 09/28/28                                         | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   2958605 | PA      | $2955365.75   | 0.24%             | 2028-09-28      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                          | Transdig 01/19/32                                              | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2854800 | PA      | $2856627.07   | 0.23%             | 2032-01-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| MKS Inc                                                | MKS Instruments, 08/17/29                                      | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   2160292 | PA      | $2164568.92   | 0.18%             | 2029-08-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                               | Great Outdoors G 01/23/32                                      | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   6746498 | PA      | $6751557.60   | 0.56%             | 2032-01-23      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP                                 | EPIC CRUDE SERVI 10/15/31                                      | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |   1804727 | PA      | $1809049.72   | 0.15%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                   | Flutter Financin 11/30/30                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   5424903 | PA      | $5416765.76   | 0.45%             | 2030-11-29      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                         | Froneri Lux Finc 09/30/31                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3358699 | PA      | $3338412.69   | 0.27%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                               | Virgin Media Bri 01/31/29                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   2470000 | PA      | $2471901.90   | 0.20%             | 2029-01-31      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies Inc                        | POINTCLICKCARE T 11/03/31                                      | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |   5280000 | PA      | $5292196.80   | 0.44%             | 2031-11-03      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                            | BLUEM 2018-3A C 10/30                                          | CUSIP: 09630AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001661.44   | 0.08%             | 2030-10-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Unvl Hold 08/06/32                                      | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   7826217 | PA      | $7864487.11   | 0.65%             | 2032-08-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                         | Raven Acquisitio 11/19/31                                      | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260000 | PA      | $260209.30    | 0.02%             | 2031-11-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                            | Newly Weds Food 03/15/32                                       | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4860160 | PA      | $4867255.41   | 0.40%             | 2032-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc                                        | Delta TopCo, 11/30/29                                          | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6761813 | PA      | $6697169.71   | 0.55%             | 2029-11-30      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                 | Athenahealth Gro 02/15/29                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |  12443122 | PA      | $12434038.19  | 1.02%             | 2029-02-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                   | Ineos US Financ 02/07/31                                       | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1268171 | PA      | $1142938.80   | 0.09%             | 2031-02-07      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                     | BAUSCH LOMB 01/15/31                                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   3432675 | PA      | $3439111.73   | 0.28%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                        | ConnectWise 09/29/28                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1620580 | PA      | $1625644.01   | 0.13%             | 2028-09-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                | Jane Street Group / JSG Finance Inc                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $293119.52    | 0.02%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                | Jane Street Group / JSG Finance Inc                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2702477.21   | 0.22%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                    | Peer Holding III 07/01/31                                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   3501965 | PA      | $3510001.53   | 0.29%             | 2031-07-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                              | AAdvantage Loyal 05/07/32                                      | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    514839 | PA      | $517734.69    | 0.04%             | 2032-05-28      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                           | VS BUYE 04/12/31                                               | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   1850544 | PA      | $1851700.41   | 0.15%             | 2031-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Lasership Inc                                          | LaserShip, 08/10/29                                            | CUSIP: 51809EAP0<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   1082273 | PA      | $303036.42    | 0.02%             | 2029-08-10      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                           | Acrisure 06/21/32                                              | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1164964 | PA      | $1165936.24   | 0.10%             | 2032-06-21      | Floating      | 7.39%                 | 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        |    308000 | PA      | $307886.96    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROW 10/23/30                                | MEDLINE BORROW 10/23/30                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614742 | PA      | $615080.51    | 0.05%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                 | INEOS Quattro Ho 04/02/29                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2649965 | PA      | $2407042.94   | 0.20%             | 2029-03-29      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                         | Froneri Lux Finc 09/30/31                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    893221 | PA      | $887825.94    | 0.07%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                        | Cemex SAB de CV                                                | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    375000 | PA      | $379688.63    | 0.03%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alliant Hldgs In 09/19/31                              | Alliant Hldgs In 09/19/31                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11074160 | PA      | $11055610.44  | 0.91%             | 2031-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                 | Froneri Lux FinCo SARL                                         | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1202891.26   | 0.10%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                              | ADMI 12/23/27                                                  | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   9349147 | PA      | $8879352.57   | 0.73%             | 2027-12-23      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                | Crown Subsea Com 01/30/31                                      | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |   1130834 | PA      | $1139456.93   | 0.09%             | 2031-01-30      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                 | SCIH Salt Holdin 01/31/29                                      | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3107559 | PA      | $3114349.36   | 0.26%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp                                      | Primo Brands Cor 03/31/28                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   9019562 | PA      | $9028220.69   | 0.74%             | 2028-03-31      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                    | Clydesdale Acqui 04/01/32                                      | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    124015 | PA      | $123963.95    | 0.01%             | 2032-03-29      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                   | SIGNIA AEROSPAC 12/11/31                                       | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    243500 | PA      | $244261.10    | 0.02%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                               | Delta Air Lines Inc / SkyMiles IP Ltd                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     20835 | PA      | $20810.02     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UFC HLDG 11/21/31                                      | UFC HLDG 11/21/31                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10650974 | PA      | $10679092.62  | 0.88%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                     | Bausch + Lomb Corp                                             | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $375637.50    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                   | CORNERSTONE BUILDING                                           | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    997481 | PA      | $913318.64    | 0.08%             | 2031-05-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                       | DexKo Global 10/04/28                                          | CUSIP: 25213YBC8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    682579 | PA      | $678312.83    | 0.06%             | 2028-10-04      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                     | Central Parent 07/06/29                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10168831 | PA      | $8821918.13   | 0.73%             | 2029-07-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 B.C. Unl 09/20/30                                      | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   4565327 | PA      | $4555807.92   | 0.37%             | 2030-09-23      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                      | MERMAID BIDC 07/03/31                                          | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    635563 | PA      | $635696.65    | 0.05%             | 2031-07-02      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                  | McGraw-Hill Education Inc                                      | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039814.00   | 0.09%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                        | Star Parent 09/27/30                                           | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1937167 | PA      | $1939588.13   | 0.16%             | 2030-09-30      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                | Great Canadian Gaming Corp/Raptor LLC                          | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $247396.55    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Global Medical 10/31/2028                              | Global Medical 10/31/2028                                      | CUSIP: 37956SAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1304348 | PA      | $1306213.09   | 0.11%             | 2032-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                  | Quikrete Holding 03/19/29                                      | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1260999 | PA      | $1263199.93   | 0.10%             | 2029-03-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                               | TK Elevator Midc 04/30/30                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   2454052 | PA      | $2462923.88   | 0.20%             | 2030-04-30      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc                              | PMHC I 04/23/29                                                | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   9280530 | PA      | $7521916.07   | 0.62%             | 2029-04-23      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                   | LifePoint Health 05/19/31                                      | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   3426956 | PA      | $3415989.65   | 0.28%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                    | ASCEND LEARNING LLC                                            | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500075.00   | 0.12%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security S 10/13/30                                      | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   4433138 | PA      | $4427286.24   | 0.36%             | 2030-10-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                      | Chamberlain Grou 11/03/28                                      | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   4767871 | PA      | $4776072.13   | 0.39%             | 2028-11-03      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                            | Project Boost Pu 07/16/31                                      | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |   8810928 | PA      | $8796566.28   | 0.72%             | 2031-07-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                       | ENSEMBLE RCM LLC                                               | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   1994937 | PA      | $2002756.86   | 0.16%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE G 08/13/32                              | CLOUD SOFTWARE G 08/13/32                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1064678 | PA      | $1069154.63   | 0.09%             | 2032-08-13      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                | Apex Group Treas 02/27/32                                      | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   5906349 | PA      | $5788222.23   | 0.48%             | 2032-02-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                           | MPH Acquisition 12/31/30                                       | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   2559021 | PA      | $2358559.92   | 0.19%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                      | CHARIOT BUYE 09/08/32                                          | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1734503 | PA      | $1738301.48   | 0.14%             | 2032-09-08      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                          | TransDigm Inc                                                  | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1720337.10   | 0.14%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                        | Whatabrand 08/03/28                                            | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   8489202 | PA      | $8505416.59   | 0.70%             | 2028-08-03      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                       | Aretec Group, 08/09/30                                         | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   4866502 | PA      | $4871806.09   | 0.40%             | 2030-08-09      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                           | MPH ACQUISITION 12/31/30                                       | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    308710 | PA      | $308710.29    | 0.03%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                    | Boxer Parent Com 07/30/31                                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  11845737 | PA      | $11840169.34  | 0.97%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Franklin Templeton ETF Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer Controller, US Fund Administration and Oversight