# EDGAR Filing Document

**Accession Number:** 0001982467
**File Stem:** 0001193125-25-297357
**Filing Date:** 2025-11
**Character Count:** 345150
**Document Hash:** d0eaa7dc497e27b7a6d8f6ab71e00980
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-297357.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-297357

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Jackson Credit Opportunities Fund
- **CENTRAL INDEX KEY:** 0001982467

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23889
- **FILM NUMBER:** 251521878

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** 517-381-5500

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Jackson Credit Opportunities Fund

- **b. Investment Company Act file number:** 811-23889

- **c. CIK number of Registrant:** 0001982467

- **d. LEI of Registrant:** 254900BVRRGX6TK1HJ82

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-381-5500

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

- **a. Name of Series:** Jackson Credit Opportunities Fund

- **c. LEI of Series:** 254900BVRRGX6TK1HJ82

**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:** $587430952.39

**Total Liabilities:** $16566816.15

**Net Assets:** $570864136.24

**Cash Not Reported:** $8436330.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -28.682469875552 | **1-Year:** -314.855682054633 | **5-Year:** -2823.889554719178 | **10-Year:** -6304.653181252258 | **30-Year:** -12441.559573797282

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

- **3-Month:** -9355.691666974808 | **1-Year:** -17375.031795623268 | **5-Year:** -79234.219589501001 | **10-Year:** -26398.405720937386 | **30-Year:** -17129.019710447055

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.66%                | 1.14%                | 0.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $764173.17               | $828609.22                                 |
| Month 2  | $329435.10               | $912397.47                                 |
| Month 3  | $334121.88               | $917368.96                                 |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Jackson National Asset Management, LLC                                         | JNL Government Money Market Fund - Class SL                                    | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    398392 | NS      | $398392.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                                        | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |    800000 | PA      | $10408.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                              | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |  17500114 | PA      | $186403.82    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                            | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |   2923618 | PA      | $3736.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                              | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |  17123977 | PA      | $62513.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                        | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |   1171152 | PA      | $-3888.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                              | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |  40366548 | PA      | $147363.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank, Inc.                                                                 | BRITISH POUND STERLING                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | GB        |   5545145 | PA      | $-79965.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                              | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |   7891938 | PA      | $84061.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                              | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |   5046157 | PA      | $49149.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                              | EURO DOLLAR                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |  11475365 | PA      | $-49405.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -84 | NC      | $11698.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       977 | NC      | $110799.58    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                      | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |       -15 | NC      | $-7362.07     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -18 | NC      | $-17035.77    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -105 | NC      | $13393.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -56 | NC      | $-10285.35    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       132 | NC      | $-5329.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       277 | NC      | $136857.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $-4268.34     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       209 | NC      | $200499.35    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | FUTURE - PHYSICALLY DELIVERED                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -41 | NC      | $-115974.40   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp.                                                                   | Vistra Corp.                                                                   | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532710.02    | 0.09%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Volofin Finance (Ireland) Designated Activity Company                          | Volofin Finance (Ireland) Designated Activity Company                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    513923 | PA      | $518445.56    | 0.09%             | 2031-03-17      | Fixed         | 5.93%                 | No            | 3                  | On Loan: No      |
| Volofin Finance (Ireland) Designated Activity Company                          | Volofin Finance (Ireland) Designated Activity Company                          | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211745 | PA      | $216742.30    | 0.04%             | 2031-11-17      | Fixed         | 6.21%                 | No            | 3                  | On Loan: No      |
| W. R. Grace Holdings LLC                                                       | W. R. Grace Holdings LLC                                                       | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $200024.94    | 0.04%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                                                       | W. R. Grace Holdings LLC                                                       | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310822.05    | 0.05%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                                                       | W. R. Grace Holdings LLC                                                       | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182939.99    | 0.03%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                                             | Wand NewCo 3, Inc.                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1028109.42   | 0.18%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                 | Wells Fargo Commercial Mortgage Trust 2017-C39                                 | CUSIP: 95000XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $259394.86    | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Williams Scotsman, Inc.                                                        | Williams Scotsman, Inc.                                                        | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    390000 | PA      | $406397.17    | 0.07%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Willis Engine Structured Trust VIII                                            | Willis Engine Structured Trust VIII                                            | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    281557 | PA      | $283471.21    | 0.05%             | 2031-06-16      | Fixed         | 6.07%                 | No            | 3                  | On Loan: No      |
| Windstream Services, LLC                                                       | Windstream Services, LLC                                                       | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    445000 | PA      | $461320.55    | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Windstream Services, LLC                                                       | Windstream Services, LLC                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319922.97    | 0.06%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Winston Re Ltd.                                                                | Winston Re Ltd.                                                                | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1397890.00   | 0.24%             | 2027-02-26      | Floating      | 14.34%                | Yes           | 2                  | On Loan: No      |
| Winston Re Ltd.                                                                | Winston Re Ltd.                                                                | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777975.00    | 0.14%             | 2028-02-21      | Floating      | 10.63%                | Yes           | 2                  | On Loan: No      |
| Wireless Propco Funding LLC                                                    | Wireless Propco Funding LLC                                                    | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $633267.56    | 0.11%             | 2030-06-25      | Fixed         | 4.30%                 | No            | 3                  | On Loan: No      |
| XPO, Inc.                                                                      | XPO, Inc.                                                                      | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    720000 | PA      | $756052.74    | 0.13%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| YPF S.A.                                                                       | YPF S.A.                                                                       | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215074.70    | 0.04%             | 2031-01-17      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| ZF North America Capital, Inc.                                                 | ZF North America Capital, Inc.                                                 | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $354486.93    | 0.06%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ZF North America Capital, Inc.                                                 | ZF North America Capital, Inc.                                                 | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312666.84    | 0.05%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                                       | Bayer Aktiengesellschaft                                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $361460.85    | 0.06%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Heimstaden AB                                                                  | Heimstaden AB                                                                  | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $104490.51    | 0.02%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Castellum Aktiebolag                                                           | Castellum Aktiebolag                                                           | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |    150000 | PA      | $173906.25    | 0.03%             | 2500-12-31      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                | Teva Pharmaceutical Finance Netherlands II B.V.                                | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $414788.58    | 0.07%             | 2031-06-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Sudzucker International Finance B.V.                                           | Sudzucker International Finance B.V.                                           | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $229526.90    | 0.04%             | 2500-12-31      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Q-Park Holding I B.V.                                                          | Q-Park Holding I B.V.                                                          | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |    111000 | PA      | $134410.36    | 0.02%             | 2030-02-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Angola, Government of                                                          | Angola, Government of                                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    350000 | PA      | $301000.00    | 0.05%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Federal Government of Nigeria                                                  | Federal Government of Nigeria                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | US        |   1370000 | PA      | $1268962.50   | 0.22%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| Federal Government of Nigeria                                                  | Federal Government of Nigeria                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    790000 | PA      | $819625.00    | 0.14%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France                                                          | Electricite de France                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $224830.70    | 0.04%             | 2500-12-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Food Service Project SL                                                        | Food Service Project SL                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |    163000 | PA      | $191745.34    | 0.03%             | 2027-01-21      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Federal Government of Nigeria                                                  | Federal Government of Nigeria                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $180000.00    | 0.03%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Greenko Power II Limited                                                       | Greenko Power II Limited                                                       | CUSIP: N/A<br>LEI: 254900YYA4B6O2O4JM12       | Long             | DBT              | CORP              | US        |    319000 | PA      | $304490.43    | 0.05%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Greenko Power Projects (Mauritius) Limited                                     | Greenko Power Projects (Mauritius) Limited                                     | CUSIP: N/A<br>LEI: 254900Z2TL6S8P4ZGN17       | Long             | DBT              | CORP              | US        |    240000 | PA      | $244326.43    | 0.04%             | 2028-09-27      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Government of the Republic of Zambia                                           | Government of the Republic of Zambia                                           | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | US        |   1177893 | PA      | $1126359.79   | 0.20%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Verisure Holding AB                                                            | Verisure Holding AB                                                            | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    300000 | PA      | $351486.11    | 0.06%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Verisure Midholding AB                                                         | Verisure Midholding AB                                                         | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |    435000 | PA      | $512811.06    | 0.09%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                   | Presidence de la Republique de Cote d'Ivoire                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1460000 | PA      | $1632864.97   | 0.29%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Deuce Finco PLC                                                                | Deuce Finco PLC                                                                | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $201272.95    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Axis Bank Limited                                                              | Axis Bank Limited                                                              | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | US        |    300000 | PA      | $295875.00    | 0.05%             | 2500-12-31      | Fixed         | 4.10%                 | Yes           | 2                  | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                 | The Democratic Socialist Republic of Sri Lanka                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    234113 | PA      | $219480.94    | 0.04%             | 2030-01-15      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Resideo Funding Inc.                                                           | Resideo Funding Inc.                                                           | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594373.03    | 0.10%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Riverfront Re Ltd.                                                             | Riverfront Re Ltd.                                                             | CUSIP: 76870YAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $787125.00    | 0.14%             | 2029-01-08      | Floating      | 12.01%                | Yes           | 2                  | On Loan: No      |
| Rocket Companies, Inc.                                                         | Rocket Companies, Inc.                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179655.16    | 0.03%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Rocket Companies, Inc.                                                         | Rocket Companies, Inc.                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $242757.23    | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                     | Rogers Communications Inc.                                                     | CUSIP: 775109DG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $527040.60    | 0.09%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CPUK Mortgage Finance Limited                                                  | CPUK Mortgage Finance Limited                                                  | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $402630.62    | 0.07%             | 2050-08-28      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                  | Nidda Healthcare Holding GmbH                                                  | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122115.36    | 0.02%             | 2030-02-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Sierra Timeshare 2025-1 Receivables Funding LLC                                | Sierra Timeshare 2025-1 Receivables Funding LLC                                | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    520986 | PA      | $520121.17    | 0.09%             | 2042-01-21      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Six Flags Operations Inc.                                                      | Six Flags Operations Inc.                                                      | CUSIP: 83001AAD4<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255009.77    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                     | Rogers Communications Inc.                                                     | CUSIP: 775109DH1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $503844.29    | 0.09%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                         | SFO Commercial Mortgage Trust 2021-555                                         | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $404873.93    | 0.07%             | 2028-05-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                      | Zayo Group Holdings, Inc.                                                      | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    452169 | PA      | $431646.99    | 0.08%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| South Africa, Parliament of                                                    | South Africa, Parliament of                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |   2590000 | PA      | $2075237.50   | 0.36%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                                    | Block, Inc.                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357266.75    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Co-operative Group Limited                                                     | Co-operative Group Limited                                                     | CUSIP: N/A<br>LEI: 213800TKR59ER8Z69V16       | Long             | DBT              | CORP              | GB        |    260000 | PA      | $351992.20    | 0.06%             | 2026-07-08      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                   | Presidence de la Republique de Cote d'Ivoire                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   2030000 | PA      | $2031735.06   | 0.36%             | 2048-03-22      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Saavi Energia S.a r.l.                                                         | Saavi Energia S.a r.l.                                                         | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $646218.84    | 0.11%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Samarco Mineracao S/A                                                          | Samarco Mineracao S/A                                                          | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | US        |    594692 | PA      | $596539.36    | 0.10%             | 2031-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                                              | Matterhorn Re Ltd                                                              | CUSIP: 577092AY5<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | US        |    750000 | PA      | $792225.00    | 0.14%             | 2028-07-07      | Floating      | 16.55%                | Yes           | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                     | Mauser Packaging Solutions Holding Company                                     | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    695000 | PA      | $696272.27    | 0.12%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Eutelsat SA                                                                    | Eutelsat SA                                                                    | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231452.35    | 0.04%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Amber FinCo PLC                                                                | Amber FinCo PLC                                                                | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $246360.44    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France                                                          | Electricite de France                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $685058.56    | 0.12%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re III Ltd.                                                            | Sanders Re III Ltd.                                                            | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050100.00   | 0.18%             | 2028-04-07      | Floating      | 9.46%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd.                                                             | Sanders Re II Ltd.                                                             | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005900.00   | 0.18%             | 2029-04-07      | Floating      | 8.01%                 | Yes           | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                     | Mauser Packaging Solutions Holding Company                                     | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454975.26    | 0.08%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| McGraw-Hill Education, Inc.                                                    | McGraw-Hill Education, Inc.                                                    | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $353274.91    | 0.06%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Block, Inc.                                                                    | Block, Inc.                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15193.51     | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Block, Inc.                                                                    | Block, Inc.                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20489.25     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Stabilitas Re Ltd.                                                             | Stabilitas Re Ltd.                                                             | CUSIP: 85237TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2586000.00   | 0.45%             | 2026-06-05      | Floating      | 12.61%                | Yes           | 2                  | On Loan: No      |
| Standard Building Solutions Inc.                                               | Standard Building Solutions Inc.                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67130.52     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BX Trust 2025-VLT7                                                             | BX Trust 2025-VLT7                                                             | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247000 | PA      | $248850.47    | 0.04%             | 2030-07-15      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| BX Trust 2025-GW                                                               | BX Trust 2025-GW                                                               | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250781.58    | 0.04%             | 2042-07-15      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                             | MetroNet Infrastructure Issuer LLC                                             | CUSIP: 59170JBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695000 | PA      | $703355.01    | 0.12%             | 2030-08-20      | Fixed         | 7.83%                 | No            | 2                  | On Loan: No      |
| Midcontinent Communications                                                    | Midcontinent Communications                                                    | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272981.79    | 0.05%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Standard Building Solutions Inc.                                               | Standard Building Solutions Inc.                                               | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    375000 | PA      | $339385.34    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Star Holdings                                                                  | Star Holdings                                                                  | CUSIP: 85513AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $337247.65    | 0.06%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC                                                              | CCO Holdings, LLC                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $730215.27    | 0.13%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC                                                              | CCO Holdings, LLC                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $195688.60    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Midwest Gaming Borrower, LLC                                                   | Midwest Gaming Borrower, LLC                                                   | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    720000 | PA      | $700466.47    | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Athenahealth Group Inc.                                                        | Athenahealth Group Inc.                                                        | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $634914.18    | 0.11%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Star Parent, Inc.                                                              | Star Parent, Inc.                                                              | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $487221.19    | 0.09%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                                  | Starwood Property Trust, Inc.                                                  | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232865.39    | 0.04%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                 | The Democratic Socialist Republic of Sri Lanka                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    299209 | PA      | $255449.68    | 0.04%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                 | The Democratic Socialist Republic of Sri Lanka                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    430575 | PA      | $381058.88    | 0.07%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Telecom Italia S.p.A.                                                          | Telecom Italia S.p.A.                                                          | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $261421.16    | 0.05%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Castello (BC) Bidco S.p.A.                                                     | Castello (BC) Bidco S.p.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |    136000 | PA      | $161077.59    | 0.03%             | 2031-11-14      | Floating      | 6.48%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd.                                                             | Sanders Re II Ltd.                                                             | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027100.00   | 0.18%             | 2029-04-07      | Floating      | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                        | Sasol Financing USA LLC                                                        | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487312.50    | 0.09%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                                  | Surgery Center Holdings, Inc.                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    460000 | PA      | $472915.92    | 0.08%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Sutter Re Ltd.                                                                 | Sutter Re Ltd.                                                                 | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021300.00   | 0.18%             | 2026-06-19      | Floating      | 10.88%                | Yes           | 2                  | On Loan: No      |
| IRB Infrastructure Developers Limited                                          | IRB Infrastructure Developers Limited                                          | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | US        |    300000 | PA      | $311294.03    | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           | 2                  | On Loan: No      |
| Joint Stock Company National Company Kazmunaygas                               | Joint Stock Company National Company Kazmunaygas                               | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | US        |    390000 | PA      | $351501.93    | 0.06%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                        | CDI Escrow Issuer, Inc.                                                        | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $540000.00    | 0.09%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CFCRE 2016-C4 Mortgage Trust                                                   | CFCRE 2016-C4 Mortgage Trust                                                   | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291205 | PA      | $281970.37    | 0.05%             | 2026-05-12      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Fortune Star (BVI) Limited                                                     | Fortune Star (BVI) Limited                                                     | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | US        |    200000 | PA      | $209500.00    | 0.04%             | 2028-05-19      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Fresnillo PLC                                                                  | Fresnillo PLC                                                                  | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | DBT              | CORP              | US        |    200000 | PA      | $158723.56    | 0.03%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CMS Energy Corporation                                                         | CMS Energy Corporation                                                         | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    935000 | PA      | $965387.50    | 0.17%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286847.19    | 0.05%             | 2028-05-15      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| People's Government of Inner Mongolia Autonomous Region                        | People's Government of Inner Mongolia Autonomous Region                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    500000 | PA      | $452500.00    | 0.08%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| People's Government of Inner Mongolia Autonomous Region                        | People's Government of Inner Mongolia Autonomous Region                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    310000 | PA      | $329375.00    | 0.06%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Tallgrass Energy Partners, LP                                                  | Tallgrass Energy Partners, LP                                                  | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    780000 | PA      | $763108.49    | 0.13%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Taseko Mines Limited                                                           | Taseko Mines Limited                                                           | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | US        |    310000 | PA      | $328185.54    | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Light & Wonder, Inc.                                                           | Light & Wonder, Inc.                                                           | CUSIP: 80874DAA4<br>LEI: 529900JXALYBOHXKFM62 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418083.14    | 0.07%             | 2030-03-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Sealed Air Corporation                                                         | Sealed Air Corporation                                                         | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    750000 | PA      | $787593.07    | 0.14%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Maverick Bidco Inc                                                             | Maverick Bidco Inc                                                             | CUSIP: 57767KAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $975630.00    | 0.17%             | 2029-05-18      | Floating      | 11.21%                | No            | 2                  | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                            | Engineered Machinery Holdings, Inc.                                            | CUSIP: 26658NAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2011666 | PA      | $2012933.75   | 0.35%             | 2029-05-21      | Floating      | 11.06%                | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                        | Molina Healthcare, Inc.                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    760000 | PA      | $768544.01    | 0.13%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Mona Lisa RE Ltd.                                                              | Mona Lisa RE Ltd.                                                              | CUSIP: 608800AH1<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1865580.00   | 0.33%             | 2027-06-25      | Floating      | 14.05%                | Yes           | 2                  | On Loan: No      |
| Cloudera, Inc.                                                                 | Cloudera, Inc.                                                                 | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1820000.00   | 0.32%             | 2029-10-01      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| PMHC II, Inc.                                                                  | PMHC II, Inc.                                                                  | CUSIP: 69346EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1765783 | PA      | $1422567.70   | 0.25%             | 2029-02-03      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                            | Engineered Machinery Holdings, Inc.                                            | CUSIP: 26658NAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416667 | PA      | $416842.00    | 0.07%             | 2029-05-21      | Floating      | 10.56%                | No            | 2                  | On Loan: No      |
| Vector WP Holdco,Inc                                                           | Vector WP Holdco,Inc                                                           | CUSIP: 92243EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1984536 | PA      | $1865463.92   | 0.33%             | 2028-10-12      | Floating      | 9.43%                 | No            | 2                  | On Loan: No      |
| Vision Solutions, Inc.                                                         | Vision Solutions, Inc.                                                         | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496124 | PA      | $477519.38    | 0.08%             | 2028-04-24      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| LIDS Holdings, Inc.                                                            | LIDS Holdings, Inc.                                                            | CUSIP: 53173EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76390 | PA      | $75625.61     | 0.01%             | 2026-12-03      | Floating      | 9.74%                 | No            | 2                  | On Loan: No      |
| DS Parent Inc                                                                  | DS Parent Inc                                                                  | CUSIP: 23344YAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1975000 | PA      | $1823576.75   | 0.32%             | 2030-12-13      | Floating      | 9.80%                 | No            | 2                  | On Loan: No      |
| NGL Energy Partners LP                                                         | NGL Energy Partners LP                                                         | CUSIP: 62922KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1970000 | PA      | $1970827.40   | 0.35%             | 2031-01-25      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Mona Lisa RE Ltd.                                                              | Mona Lisa RE Ltd.                                                              | CUSIP: 608800AJ7<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2840475.00   | 0.50%             | 2029-01-08      | Floating      | 12.30%                | Yes           | 2                  | On Loan: No      |
| Montoya Re Ltd.                                                                | Montoya Re Ltd.                                                                | CUSIP: 613752AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1852200.00   | 0.32%             | 2027-04-07      | Floating      | 16.34%                | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                       | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                       | CUSIP: 617941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822000 | PA      | $836572.83    | 0.15%             | 2070-01-25      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| Mystic Re IV Ltd.                                                              | Mystic Re IV Ltd.                                                              | CUSIP: 62865LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $798225.00    | 0.14%             | 2027-01-08      | Floating      | 16.35%                | Yes           | 2                  | On Loan: No      |
| Crash Champions, LLC                                                           | Crash Champions, LLC                                                           | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    697924 | PA      | $652558.75    | 0.11%             | 2029-02-23      | Floating      | 8.95%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                       | Lumen Technologies, Inc.                                                       | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1459827 | PA      | $1482644.42   | 0.26%             | 2028-06-01      | Floating      | 10.32%                | No            | 2                  | On Loan: No      |
| Greentown China Holdings Limited                                               | Greentown China Holdings Limited                                               | CUSIP: N/A<br>LEI: 529900BLBC6YDNWS8530       | Long             | DBT              | CORP              | US        |    400000 | PA      | $414223.77    | 0.07%             | 2028-02-24      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| IHS Holding Limited                                                            | IHS Holding Limited                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $210742.86    | 0.04%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Team Health Holdings, Inc.                                                     | Team Health Holdings, Inc.                                                     | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    144414 | PA      | $155984.74    | 0.03%             | 2028-06-30      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| Team Health Holdings, Inc.                                                     | Team Health Holdings, Inc.                                                     | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520920.53    | 0.09%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Mystic Re IV Ltd.                                                              | Mystic Re IV Ltd.                                                              | CUSIP: 62865LAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012900.00   | 0.18%             | 2028-01-10      | Floating      | 8.30%                 | Yes           | 2                  | On Loan: No      |
| Mystic Re IV Ltd.                                                              | Mystic Re IV Ltd.                                                              | CUSIP: 62865LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $781050.00    | 0.14%             | 2028-01-10      | Floating      | 14.55%                | Yes           | 2                  | On Loan: No      |
| Crash Champions, LLC                                                           | Crash Champions, LLC                                                           | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $467500.00    | 0.08%             | 2029-02-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Crash Champions, LLC                                                           | Crash Champions, LLC                                                           | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787076 | PA      | $735916.11    | 0.13%             | 2029-02-23      | Floating      | 8.95%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147662.65    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| CVS Health Corporation                                                         | CVS Health Corporation                                                         | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418162.50    | 0.07%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                               | NRG Energy, Inc.                                                               | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    570000 | PA      | $622308.47    | 0.11%             | 2500-12-31      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                               | NRG Energy, Inc.                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131960.84    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Artera Services, LLC                                                           | Artera Services, LLC                                                           | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2466222 | PA      | $2196860.92   | 0.38%             | 2031-02-07      | Floating      | 8.80%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                                          | Applied Systems, Inc.                                                          | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2553650.00   | 0.45%             | 2032-02-07      | Floating      | 8.80%                 | No            | 2                  | On Loan: No      |
| Telecom Argentina SA                                                           | Telecom Argentina SA                                                           | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403650.00    | 0.07%             | 2031-07-18      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Terex Corporation                                                              | Terex Corporation                                                              | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    820000 | PA      | $835345.88    | 0.15%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| COMM 2024-CBM Mortgage Trust                                                   | COMM 2024-CBM Mortgage Trust                                                   | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $340107.64    | 0.06%             | 2029-12-12      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| COMM 2025-167G Mortgage Trust                                                  | COMM 2025-167G Mortgage Trust                                                  | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $560961.61    | 0.10%             | 2030-08-12      | Variable      | 8.47%                 | No            | 2                  | On Loan: No      |
| Trulite Holding Corp.                                                          | Trulite Holding Corp.                                                          | CUSIP: 89789MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1937500 | PA      | $1927812.50   | 0.34%             | 2031-02-15      | Floating      | 10.29%                | No            | 3                  | On Loan: No      |
| Tailored Brands Inc                                                            | Tailored Brands Inc                                                            | CUSIP: 58711MAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1063039 | PA      | $1064813.85   | 0.19%             | 2029-02-16      | Floating      | 10.80%                | No            | 3                  | On Loan: No      |
| Calderys Financing, LLC                                                        | Calderys Financing, LLC                                                        | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191004.13    | 0.03%             | 2028-06-01      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| Calderys Financing II, LLC                                                     | Calderys Financing II, LLC                                                     | CUSIP: 12878AAA9<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282272.45    | 0.05%             | 2028-06-01      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| Cape Lookout Re Ltd.                                                           | Cape Lookout Re Ltd.                                                           | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043500.00   | 0.18%             | 2027-04-05      | Floating      | 12.66%                | Yes           | 2                  | On Loan: No      |
| Cape Lookout Re Ltd.                                                           | Cape Lookout Re Ltd.                                                           | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1312250.00   | 0.23%             | 2028-03-13      | Floating      | 10.85%                | Yes           | 2                  | On Loan: No      |
| New Residential Mortgage LLC                                                   | New Residential Mortgage LLC                                                   | CUSIP: 62956YAA7<br>LEI: 549300FB4YR8GY21CA08 | Long             | ABS-MBS          | CORP              | US        |    606958 | PA      | $613441.35    | 0.11%             | 2029-11-25      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| Navient Corporation                                                            | Navient Corporation                                                            | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    380000 | PA      | $400490.74    | 0.07%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Neptune BidCo US Inc.                                                          | Neptune BidCo US Inc.                                                          | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $328874.92    | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| NRZ FHT Excess LLC                                                             | NRZ FHT Excess LLC                                                             | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731796 | PA      | $740651.19    | 0.13%             | 2032-03-25      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| Rackspace Finance, LLC                                                         | Rackspace Finance, LLC                                                         | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1411546 | PA      | $1424193.40   | 0.25%             | 2028-05-15      | Floating      | 10.54%                | No            | 2                  | On Loan: No      |
| SupplyOne, Inc                                                                 | SupplyOne, Inc                                                                 | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1970100 | PA      | $1976561.93   | 0.35%             | 2031-03-27      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Capstone Copper Corp.                                                          | Capstone Copper Corp.                                                          | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272717.29    | 0.05%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Castlelake Aircraft Structured Trust 2025-1                                    | Castlelake Aircraft Structured Trust 2025-1                                    | CUSIP: 14856VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    409400 | PA      | $400025.18    | 0.07%             | 2030-08-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Constellation Oil Services Holding S.A.                                        | Constellation Oil Services Holding S.A.                                        | CUSIP: 650921AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $436799.95    | 0.08%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                          | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    835000 | PA      | $884617.54    | 0.15%             | 2055-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                     | Mauser Packaging Solutions Holding Company                                     | CUSIP: 57763TAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1959799 | PA      | $1959035.05   | 0.34%             | 2027-04-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                     | Mauser Packaging Solutions Holding Company                                     | CUSIP: 57763TAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5025 | PA      | $5023.17      | 0.00%             | 2027-04-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                           | CEMEX S.A.B. de C.V.                                                           | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207598.93    | 0.04%             | 2500-12-31      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Noble Finance II LLC                                                           | Noble Finance II LLC                                                           | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310547.89    | 0.05%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Northshore Re II Limited                                                       | Northshore Re II Limited                                                       | CUSIP: 666842AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1782025.00   | 0.31%             | 2028-04-07      | Floating      | 9.32%                 | Yes           | 2                  | On Loan: No      |
| Novelis Corporation                                                            | Novelis Corporation                                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    570000 | PA      | $590461.06    | 0.10%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ORL 2024-GLKS Mortgage Trust                                                   | ORL 2024-GLKS Mortgage Trust                                                   | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250468.48    | 0.04%             | 2026-12-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                              | PennyMac Financial Services, Inc.                                              | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66331.67     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Sealed Air Corporation                                                         | Sealed Air Corporation                                                         | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72576.47     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| United Parks And Resorts Inc.                                                  | United Parks And Resorts Inc.                                                  | CUSIP: 81282UAG7<br>LEI: 529900G0H4NV3IIK3269 | Long             | DBT              | CORP              | US        |    665000 | PA      | $654754.23    | 0.11%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                       | BX Trust                                                                       | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340015 | PA      | $340834.80    | 0.06%             | 2026-02-17      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                          | BX Commercial Mortgage Trust 2024-XL5                                          | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277577 | PA      | $278097.55    | 0.05%             | 2026-03-15      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services Inc                                                  | Brand Industrial Services Inc                                                  | CUSIP: 10524MAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1114816 | PA      | $1007793.84   | 0.18%             | 2030-08-01      | Floating      | 8.80%                 | No            | 2                  | On Loan: No      |
| Brock Holdings III, Inc.                                                       | Brock Holdings III, Inc.                                                       | CUSIP: 11163AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1256429 | PA      | $1231300.00   | 0.22%             | 2030-05-01      | Floating      | 10.05%                | No            | 2                  | On Loan: No      |
| Sempra                                                                         | Sempra                                                                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    875000 | PA      | $894240.11    | 0.16%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                         | Sempra                                                                         | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1006244.20   | 0.18%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                            | Petroleos Mexicanos                                                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2107024.00   | 0.37%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| PetSmart, LLC                                                                  | PetSmart, LLC                                                                  | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $406075.01    | 0.07%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BX Trust 2024-VLT4                                                             | BX Trust 2024-VLT4                                                             | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382000 | PA      | $382477.16    | 0.07%             | 2026-06-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| BCI Miami                                                                      | BCI Miami                                                                      | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | US        |    305000 | PA      | $330120.34    | 0.06%             | 2500-12-31      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Brock Holdings III, Inc.                                                       | Brock Holdings III, Inc.                                                       | CUSIP: 11163AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228571 | PA      | $224000.00    | 0.04%             | 2030-05-01      | Floating      | 10.05%                | No            | 2                  | On Loan: No      |
| Summit Behavioral Healthcare LLC                                               | Summit Behavioral Healthcare LLC                                               | CUSIP: 86602KAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1974924 | PA      | $1718183.75   | 0.30%             | 2028-11-24      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                          | Banco Bilbao Vizcaya Argentaria, S.A.                                          | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | US        |    515000 | PA      | $544612.50    | 0.10%             | 2500-12-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Bank5 2025-5YR17                                                               | Bank5 2025-5YR17                                                               | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $264328.01    | 0.05%             | 2030-10-18      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Zorlu Enerji Elektrik Uretim Anonim Sirketi                                    | Zorlu Enerji Elektrik Uretim Anonim Sirketi                                    | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | CORP              | US        |    500000 | PA      | $460488.30    | 0.08%             | 2030-04-23      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Braskem Netherlands Finance B.V.                                               | Braskem Netherlands Finance B.V.                                               | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | US        |    500000 | PA      | $195011.63    | 0.03%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| PetSmart, LLC                                                                  | PetSmart, LLC                                                                  | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $212396.00    | 0.04%             | 2033-09-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Pluspetrol SA                                                                  | Pluspetrol SA                                                                  | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | US        |    489000 | PA      | $488978.84    | 0.09%             | 2032-05-30      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                            | Post Holdings, Inc.                                                            | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262800.83    | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PRM Trust 2025-PRM6                                                            | PRM Trust 2025-PRM6                                                            | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $831862.04    | 0.15%             | 2028-07-05      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Bank5 2025-5YR17                                                               | Bank5 2025-5YR17                                                               | CUSIP: 06211GBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $193447.67    | 0.03%             | 2030-10-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corporation                                                      | Bausch + Lomb Corporation                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1064446.91   | 0.19%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-3BP                                         | NYC Commercial Mortgage Trust 2025-3BP                                         | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $249823.04    | 0.04%             | 2027-02-16      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| OBX 2025-HE1 Trust                                                             | OBX 2025-HE1 Trust                                                             | CUSIP: 67121CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266000 | PA      | $260963.58    | 0.05%             | 2055-02-25      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Provident Funding Mortgage Loan Trust 2005-1                                   | Provident Funding Mortgage Loan Trust 2005-1                                   | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $280317.65    | 0.05%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Purple Re Ltd.                                                                 | Purple Re Ltd.                                                                 | CUSIP: 74639NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1856575.00   | 0.33%             | 2028-06-07      | Floating      | 11.22%                | Yes           | 2                  | On Loan: No      |
| Ocelot Re Ltd.                                                                 | Ocelot Re Ltd.                                                                 | CUSIP: 675951AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1960800.00   | 0.34%             | 2031-01-07      | Floating      | 12.07%                | Yes           | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation                                           | Olympus Water US Holding Corporation                                           | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70977.47     | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                   | ONE 2021-PARK Mortgage Trust                                                   | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466000 | PA      | $439554.08    | 0.08%             | 2028-03-15      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                               | One Market Plaza Trust 2017-1MKT                                               | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $100695.60    | 0.02%             | 2032-02-10      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CPI Property Group                                                             | CPI Property Group                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $255151.64    | 0.04%             | 2028-01-22      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| New Immo Holding                                                               | New Immo Holding                                                               | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121945.12    | 0.02%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| OneMain Finance Corporation                                                    | OneMain Finance Corporation                                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329320.95    | 0.06%             | 2029-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corporation                                                    | OneMain Finance Corporation                                                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223567.60    | 0.04%             | 2032-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Waterbridge Midstream Operating LLC                                            | Waterbridge Midstream Operating LLC                                            | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1980000 | PA      | $1981069.20   | 0.35%             | 2029-05-07      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands, Inc.                                              | Cornerstone Building Brands, Inc.                                              | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1648350 | PA      | $1495877.63   | 0.26%             | 2031-05-05      | Floating      | 8.65%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corporation                                                    | OneMain Finance Corporation                                                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170550.24    | 0.03%             | 2032-09-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| 1261229 B.C. Ltd.                                                              | 1261229 B.C. Ltd.                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $590496.72    | 0.10%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Opal Bidco SAS                                                                 | Opal Bidco SAS                                                                 | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209990.01    | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| The PNC Financial Services Group, Inc.                                         | The PNC Financial Services Group, Inc.                                         | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    805000 | PA      | $780445.65    | 0.14%             | 2500-12-31      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Palm Re Ltd.                                                                   | Palm Re Ltd.                                                                   | CUSIP: 69664FAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $792825.00    | 0.14%             | 2028-06-07      | Floating      | 11.83%                | Yes           | 2                  | On Loan: No      |
| Panther Escrow Issuer LLC                                                      | Panther Escrow Issuer LLC                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $457638.90    | 0.08%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK Financing I PLC                                                     | VMED O2 UK Financing I PLC                                                     | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $184083.11    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                               | Jaguar Land Rover Automotive PLC                                               | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $354141.82    | 0.06%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Darktrace PLC                                                                  | Darktrace PLC                                                                  | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $998750.00    | 0.17%             | 2032-07-02      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| CPI Holdco B LLC                                                               | CPI Holdco B LLC                                                               | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1994962 | PA      | $1992468.52   | 0.35%             | 2031-05-10      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| UGI International, LLC                                                         | UGI International, LLC                                                         | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |    100000 | PA      | $110487.56    | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK Financing I PLC                                                     | VMED O2 UK Financing I PLC                                                     | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    213000 | PA      | $255559.39    | 0.04%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Prosus N.V.                                                                    | Prosus N.V.                                                                    | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | US        |    390000 | PA      | $264013.43    | 0.05%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Presidencia de la Republica de El Salvador                                     | Presidencia de la Republica de El Salvador                                     | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | US        |    660000 | PA      | $701250.00    | 0.12%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| PENN Entertainment, Inc.                                                       | PENN Entertainment, Inc.                                                       | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $201560.91    | 0.04%             | 2029-07-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                              | PennyMac Financial Services, Inc.                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    395000 | PA      | $408118.86    | 0.07%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                              | PennyMac Financial Services, Inc.                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    405000 | PA      | $419819.75    | 0.07%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                       | Project Alpha Intermediate Holding, Inc.                                       | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1985000.00   | 0.35%             | 2032-11-22      | Floating      | 9.30%                 | No            | 2                  | On Loan: No      |
| Government of Commonwealth of the Bahamas                                      | Government of Commonwealth of the Bahamas                                      | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | US        |    660000 | PA      | $703725.00    | 0.12%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Banco Davivienda S A                                                           | Banco Davivienda S A                                                           | CUSIP: N/A<br>LEI: 549300P161V4IPKAQS70       | Long             | DBT              | CORP              | US        |    500000 | PA      | $464138.92    | 0.08%             | 2500-12-31      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| Ellucian Holdings, Inc.                                                        | Ellucian Holdings, Inc.                                                        | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2041660.00   | 0.36%             | 2032-11-14      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                         | LifePoint Health, Inc.                                                         | CUSIP: 75915TAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2493724 | PA      | $2480481.96   | 0.43%             | 2031-05-17      | Floating      | 7.66%                 | No            | 2                  | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver | Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver | CUSIP: N/A<br>LEI: 4469000001BLWI4LQJ08       | Long             | DBT              | CORP              | US        |    198101 | PA      | $211106.84    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil Del Norte S.A                                                  | Banco Mercantil Del Norte S.A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    415000 | PA      | $403969.81    | 0.07%             | 2500-12-31      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Gobierno de la Provincia de Buenos Aires                                       | Gobierno de la Provincia de Buenos Aires                                       | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | US        |   1157184 | PA      | $702989.28    | 0.12%             | 2037-09-01      | Variable      | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Presidencia de la Republica Dominicana                                         | Presidencia de la Republica Dominicana                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    534000 | PA      | $554025.00    | 0.10%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           | 2                  | On Loan: No      |
| Presidencia de la Republica Dominicana                                         | Presidencia de la Republica Dominicana                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |   1290000 | PA      | $1391587.50   | 0.24%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Gobierno de la Republica de Guatemala                                          | Gobierno de la Republica de Guatemala                                          | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |    960000 | PA      | $1017600.00   | 0.18%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Gobierno De La Republica De Honduras                                           | Gobierno De La Republica De Honduras                                           | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | US        |   1180000 | PA      | $1295050.00   | 0.23%             | 2034-11-27      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Republic of Suriname, Government of the                                        | Republic of Suriname, Government of the                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    100000 | PA      | $99000.00     | 0.02%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Gobierno de la Republica del Ecuador                                           | Gobierno de la Republica del Ecuador                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |    587189 | PA      | $529938.07    | 0.09%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Edelman Financial Center, LLC                                                  | Edelman Financial Center, LLC                                                  | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000310.00   | 0.18%             | 2028-10-23      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Waterbridge Midstream Operating LLC                                            | Waterbridge Midstream Operating LLC                                            | CUSIP: 94120XAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1488750 | PA      | $1489122.19   | 0.26%             | 2029-06-22      | Floating      | 9.03%                 | No            | 2                  | On Loan: No      |
| Team Services Group                                                            | Team Services Group                                                            | CUSIP: 87821EAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995000 | PA      | $990960.30    | 0.17%             | 2027-12-20      | Floating      | 9.56%                 | No            | 2                  | On Loan: No      |
| Star Holding LLC                                                               | Star Holding LLC                                                               | CUSIP: 85512FAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1980000 | PA      | $1961744.40   | 0.34%             | 2031-07-18      | Floating      | 8.82%                 | No            | 2                  | On Loan: No      |
| Amentum Government Services Holdings LLC                                       | Amentum Government Services Holdings LLC                                       | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    896000 | PA      | $894933.46    | 0.16%             | 2031-07-31      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Amspec Parent LLC                                                              | Amspec Parent LLC                                                              | CUSIP: 03218AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $120375.60    | 0.02%             | 2031-12-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Aretec Group, Inc.                                                             | Aretec Group, Inc.                                                             | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982600 | PA      | $982442.66    | 0.17%             | 2030-08-09      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Catawba Nation Gaming Authority                                                | Catawba Nation Gaming Authority                                                | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2042500.00   | 0.36%             | 2031-12-13      | Floating      | 9.05%                 | No            | 2                  | On Loan: No      |
| RealPage, Inc                                                                  | RealPage, Inc                                                                  | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492500 | PA      | $1496231.25   | 0.26%             | 2028-04-24      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                                | CommScope, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1868644 | PA      | $1889666.52   | 0.33%             | 2029-12-15      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| Great Outdoors Group, LLC                                                      | Great Outdoors Group, LLC                                                      | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1985000 | PA      | $1982518.75   | 0.35%             | 2032-01-20      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Jack Ohio Finance LLC                                                          | Jack Ohio Finance LLC                                                          | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1990000 | PA      | $1972090.00   | 0.35%             | 2032-01-28      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corporation                                               | Garda World Security Corporation                                               | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    987418 | PA      | $987170.92    | 0.17%             | 2029-02-01      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Dana Financing Luxembourg S.a r.l.                                             | Dana Financing Luxembourg S.a r.l.                                             | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $126357.20    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Guala Closures S.p.A.                                                          | Guala Closures S.p.A.                                                          | CUSIP: N/A<br>LEI: 81560065108651154262       | Long             | DBT              | CORP              | IT        |    188000 | PA      | $216768.40    | 0.04%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Flutter Treasury Designated Activity Company                                   | Flutter Treasury Designated Activity Company                                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    150000 | PA      | $181714.87    | 0.03%             | 2029-04-29      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.            | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $231287.98    | 0.04%             | 2500-12-31      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113145.61    | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Genuine Financial Holdings, LLC                                                | Genuine Financial Holdings, LLC                                                | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1975000 | PA      | $1813464.76   | 0.32%             | 2030-09-27      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Edgewater Generation, L.L.C.                                                   | Edgewater Generation, L.L.C.                                                   | CUSIP: 28031FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1861722 | PA      | $1864048.77   | 0.33%             | 2030-08-01      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Bending Spoons US Inc                                                          | Bending Spoons US Inc                                                          | CUSIP: 08167PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1950000 | PA      | $1945125.00   | 0.34%             | 2031-02-19      | Floating      | 9.47%                 | No            | 2                  | On Loan: No      |
| Kaseya Inc.                                                                    | Kaseya Inc.                                                                    | CUSIP: 48578AAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1499370.00   | 0.26%             | 2033-03-07      | Floating      | 9.32%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy Inc                                                        | New Fortress Energy Inc                                                        | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1980000 | PA      | $952201.80    | 0.17%             | 2028-10-30      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Confluence Technologies, Inc                                                   | Confluence Technologies, Inc                                                   | CUSIP: 20716HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    610943 | PA      | $606361.01    | 0.11%             | 2028-07-30      | Floating      | 9.23%                 | No            | 2                  | On Loan: No      |
| Orsted A/S                                                                     | Orsted A/S                                                                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    350000 | PA      | $421704.32    | 0.07%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| RAC Bond Co PLC                                                                | RAC Bond Co PLC                                                                | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $266497.21    | 0.05%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Natgasoline LLC                                                                | Natgasoline LLC                                                                | CUSIP: 63232EAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1481250 | PA      | $1494833.06   | 0.26%             | 2030-03-25      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| CohnReznick LLP                                                                | CohnReznick LLP                                                                | CUSIP: 19250AAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1615940 | PA      | $1616957.89   | 0.28%             | 2032-03-31      | Floating      | 7.99%                 | No            | 3                  | On Loan: No      |
| Orsted A/S                                                                     | Orsted A/S                                                                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    150000 | PA      | $180510.29    | 0.03%             | 3022-12-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France                                                          | Electricite de France                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $257704.12    | 0.05%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| 3264 Re Ltd.                                                                   | 3264 Re Ltd.                                                                   | CUSIP: 88577CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $522700.00    | 0.09%             | 2028-02-07      | Floating      | 25.55%                | Yes           | 2                  | On Loan: No      |
| Titania Re Ltd.                                                                | Titania Re Ltd.                                                                | CUSIP: 888329AE9<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2837450.00   | 0.50%             | 2027-11-26      | Floating      | 10.17%                | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd.                                                           | Torrey Pines Re Ltd.                                                           | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015800.00   | 0.18%             | 2026-06-05      | Floating      | 9.28%                 | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd.                                                           | Torrey Pines Re Ltd.                                                           | CUSIP: 89141WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $510050.00    | 0.09%             | 2028-06-07      | Floating      | 10.47%                | Yes           | 2                  | On Loan: No      |
| Ephios Subco 3 S.a r.l.                                                        | Ephios Subco 3 S.a r.l.                                                        | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $374623.13    | 0.07%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Air France - KLM                                                               | Air France - KLM                                                               | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $243352.53    | 0.04%             | 2029-05-23      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Raven Acquisition Holding LLC                                                  | Raven Acquisition Holding LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $400879.92    | 0.07%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SPX Flow, Inc.                                                                 | SPX Flow, Inc.                                                                 | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    690000 | PA      | $708607.02    | 0.12%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: —       |
| Kronos International, Inc.                                                     | Kronos International, Inc.                                                     | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    249000 | PA      | $307394.05    | 0.05%             | 2029-03-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Erste Group Bank AG                                                            | Erste Group Bank AG                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |    400000 | PA      | $508950.96    | 0.09%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                         | Telefonica Europe B.V.                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $126650.72    | 0.02%             | 2500-12-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                             | ABN AMRO Bank N.V.                                                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $511886.09    | 0.09%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2024 Limited                                           | Residential Reinsurance 2024 Limited                                           | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042500.00   | 0.18%             | 2028-12-06      | Floating      | 10.91%                | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2024 Limited                                           | Residential Reinsurance 2024 Limited                                           | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1294875.00   | 0.23%             | 2028-12-06      | Floating      | 9.35%                 | Yes           | 2                  | On Loan: No      |
| Darling Global Finance B.V.                                                    | Darling Global Finance B.V.                                                    | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $236533.64    | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                         | Telefonica Europe B.V.                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $248018.20    | 0.04%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Rossini S.a r.l.                                                               | Rossini S.a r.l.                                                               | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $123700.33    | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Globalworth Real Estate Investments Limited                                    | Globalworth Real Estate Investments Limited                                    | CUSIP: N/A<br>LEI: 213800R3E823B1UBIA81       | Long             | DBT              | CORP              | GG        |    282001 | PA      | $336609.15    | 0.06%             | 2030-03-31      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Northleaf Chorus Investors LP                                                  | Northleaf Chorus Investors LP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   1365776 | NS      | $1373150.93   | 0.24%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Harvest Commercial Capital, LLC                                                | Harvest Commercial Capital, LLC                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  10000000 | NS      | $10000000.00  | 1.75%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Q-Park Holding I B.V.                                                          | Q-Park Holding I B.V.                                                          | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121037.58    | 0.02%             | 2029-03-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                          | Banco Bilbao Vizcaya Argentaria, S.A.                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $506602.86    | 0.09%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                         | Techem Verwaltungsgesellschaft 675 mbH                                         | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |    378000 | PA      | $458214.36    | 0.08%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| EDP, S.A.                                                                      | EDP, S.A.                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    400000 | PA      | $484882.92    | 0.08%             | 2054-05-29      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Peer Holding III B.V.                                                          | Peer Holding III B.V.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.18%             | 2049-12-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FNAC Darty                                                                     | FNAC Darty                                                                     | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122487.53    | 0.02%             | 2029-04-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Cirsa Finance International S.a r.l.                                           | Cirsa Finance International S.a r.l.                                           | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    270000 | PA      | $327121.63    | 0.06%             | 2027-11-30      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| Holding D'infrastructures Des Metiers De L'environnement                       | Holding D'infrastructures Des Metiers De L'environnement                       | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $486690.96    | 0.09%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Kier Group PLC                                                                 | Kier Group PLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    100000 | PA      | $141312.62    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                 | COMMERZBANK Aktiengesellschaft                                                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $529496.85    | 0.09%             | 2500-12-31      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                               | Deutsche Bank Aktiengesellschaft                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $255943.04    | 0.04%             | 2500-12-31      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Pinewood Finco PLC                                                             | Pinewood Finco PLC                                                             | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    145000 | PA      | $195835.32    | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Alexandrite Monnet UK HoldCo PLC                                               | Alexandrite Monnet UK HoldCo PLC                                               | CUSIP: N/A<br>LEI: 254900UEO4639PJFQ079       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $255708.23    | 0.04%             | 2029-05-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Primo Water Holdings Inc.                                                      | Primo Water Holdings Inc.                                                      | CUSIP: N/A<br>LEI: 9845008F9A5F2E1D4832       | Long             | DBT              | CORP              | US        |    150000 | PA      | $175721.92    | 0.03%             | 2028-10-31      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Cullinan Holdco SCSp                                                           | Cullinan Holdco SCSp                                                           | CUSIP: N/A<br>LEI: 549300F81ZP47K818173       | Long             | DBT              | CORP              | LU        |     92214 | PA      | $85474.35     | 0.01%             | 2029-10-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Q-Park Holding I B.V.                                                          | Q-Park Holding I B.V.                                                          | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119088.65    | 0.02%             | 2030-09-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                        | Allwyn Entertainment Financing (UK) PLC                                        | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    201600 | PA      | $248260.32    | 0.04%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Essendi S.A.                                                                   | Essendi S.A.                                                                   | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $241474.04    | 0.04%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Bertrand Franchise Finance                                                     | Bertrand Franchise Finance                                                     | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111935.16    | 0.02%             | 2030-07-18      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| Fressnapf Holding SE                                                           | Fressnapf Holding SE                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |    350000 | PA      | $414994.04    | 0.07%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                  | Cheplapharm Arzneimittel GmbH                                                  | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $363105.69    | 0.06%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Engineering S.R.L.                                                             | Engineering S.R.L.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |    100000 | PA      | $124997.65    | 0.02%             | 2028-05-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| Perrigo Finance Unlimited Company                                              | Perrigo Finance Unlimited Company                                              | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $120967.14    | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Azelis Finance                                                                 | Azelis Finance                                                                 | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |    200000 | PA      | $241920.18    | 0.04%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Neopharmed Gentili S.p.A.                                                      | Neopharmed Gentili S.p.A.                                                      | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $122194.02    | 0.02%             | 2030-04-08      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                             | ABN AMRO Bank N.V.                                                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $498384.51    | 0.09%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Optics BidCo S.p.A.                                                            | Optics BidCo S.p.A.                                                            | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |    160000 | PA      | $207461.33    | 0.04%             | 2028-07-31      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121720.88    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Energizer Gamma Acquisition B.V.                                               | Energizer Gamma Acquisition B.V.                                               | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115086.32    | 0.02%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Intesa Sanpaolo SPA                                                            | Intesa Sanpaolo SPA                                                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    400000 | PA      | $509537.99    | 0.09%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Flora Food Management B.V.                                                     | Flora Food Management B.V.                                                     | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |    150000 | PA      | $175558.14    | 0.03%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Accor                                                                          | Accor                                                                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $257704.12    | 0.05%             | 2500-12-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TAP-Transportes Aereos Portugueses, SGPS, S.A.                                 | TAP-Transportes Aereos Portugueses, SGPS, S.A.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PT        |    300000 | PA      | $363236.01    | 0.06%             | 2029-11-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Almaviva - The Italian Innovation Company S.P.A. In Breve Almaviva S.P.A.      | Almaviva - The Italian Innovation Company S.P.A. In Breve Almaviva S.P.A.      | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $238372.20    | 0.04%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Roquette Freres                                                                | Roquette Freres                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119753.17    | 0.02%             | 2500-12-31      | Fixed         | 5.49%                 | Yes           | 2                  | On Loan: No      |
| Grifols, S.A.                                                                  | Grifols, S.A.                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    550000 | PA      | $679764.18    | 0.12%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| British Telecommunications Public Limited Company                              | British Telecommunications Public Limited Company                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    360000 | PA      | $519265.68    | 0.09%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                 | The Democratic Socialist Republic of Sri Lanka                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |    340000 | PA      | $318750.00    | 0.06%             | 2030-01-15      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| MCE Finance Limited                                                            | MCE Finance Limited                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    580000 | PA      | $578879.21    | 0.10%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Vedanta Resources Limited                                                      | Vedanta Resources Limited                                                      | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | US        |    450000 | PA      | $471695.07    | 0.08%             | 2029-09-17      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                 | The Democratic Socialist Republic of Sri Lanka                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |    310000 | PA      | $264662.50    | 0.05%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                 | The Democratic Socialist Republic of Sri Lanka                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |    660000 | PA      | $584100.00    | 0.10%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| United Group B.V.                                                              | United Group B.V.                                                              | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    150000 | PA      | $179849.89    | 0.03%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AA Bond Co Limited                                                             | AA Bond Co Limited                                                             | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $141010.02    | 0.02%             | 2031-07-31      | Fixed         | 6.85%                 | Yes           | 2                  | On Loan: No      |
| Pinnacle Bidco PLC                                                             | Pinnacle Bidco PLC                                                             | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $283520.95    | 0.05%             | 2028-10-11      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Heimstaden AB                                                                  | Heimstaden AB                                                                  | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    200000 | PA      | $243620.21    | 0.04%             | 2030-01-29      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Ambipar Lux S.a r.l.                                                           | Ambipar Lux S.a r.l.                                                           | CUSIP: N/A<br>LEI: 9845008C0E14F9BDEK55       | Long             | DBT              | CORP              | US        |    550000 | PA      | $95958.47     | 0.02%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Minerva Luxembourg S.A.                                                        | Minerva Luxembourg S.A.                                                        | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | US        |    330000 | PA      | $362295.17    | 0.06%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Eastern Power, LLC                                                             | Eastern Power, LLC                                                             | CUSIP: 87264NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1933786 | PA      | $1942488.46   | 0.34%             | 2028-04-03      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $483280.00    | 0.08%             | 2027-04-15      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp.                                                     | Gainwell Acquisition Corp.                                                     | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2493456 | PA      | $2450443.39   | 0.43%             | 2027-08-17      | Floating      | 8.40%                 | No            | 2                  | On Loan: No      |
| Team Services Group                                                            | Team Services Group                                                            | CUSIP: 87821EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    494832 | PA      | $492625.09    | 0.09%             | 2027-12-20      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Team Services Group                                                            | Team Services Group                                                            | CUSIP: 87821EAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $995000.00    | 0.17%             | 2028-12-18      | Floating      | 13.57%                | No            | 3                  | On Loan: No      |
| National Mentor Holdings, Inc.                                                 | National Mentor Holdings, Inc.                                                 | CUSIP: 63689EAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1976660.00   | 0.35%             | 2029-03-02      | Floating      | 11.65%                | No            | 2                  | On Loan: No      |
| MH Sub I, LLC                                                                  | MH Sub I, LLC                                                                  | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1725940.00   | 0.30%             | 2029-02-12      | Floating      | 10.57%                | No            | 2                  | On Loan: No      |
| S&S Holdings LLC                                                               | S&S Holdings LLC                                                               | CUSIP: 78524HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1964103 | PA      | $1954635.56   | 0.34%             | 2028-03-11      | Floating      | 9.27%                 | No            | 2                  | On Loan: No      |
| Akbank Turk Anonim Sirketi                                                     | Akbank Turk Anonim Sirketi                                                     | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | US        |    300000 | PA      | $300375.00    | 0.05%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                         | Arab Republic of Egypt                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | US        |   2370000 | PA      | $2103375.00   | 0.37%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                  | Nidda Healthcare Holding GmbH                                                  | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $240445.58    | 0.04%             | 2030-02-21      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Zegona Finance PLC                                                             | Zegona Finance PLC                                                             | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    180000 | PA      | $223402.35    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                           | Heimstaden Bostad AB                                                           | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102509.89    | 0.02%             | 2031-10-13      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Maison Finco PLC                                                               | Maison Finco PLC                                                               | CUSIP: N/A<br>LEI: 9845007743J958DAS530       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $266639.77    | 0.05%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Limak Cimento Sanayi Ve Ticaret Anonim Sirketi                                 | Limak Cimento Sanayi Ve Ticaret Anonim Sirketi                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    300000 | PA      | $309107.35    | 0.05%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Peraton Corp.                                                                  | Peraton Corp.                                                                  | CUSIP: 71360HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    790000 | PA      | $467087.50    | 0.08%             | 2029-02-01      | Floating      | 12.05%                | No            | 2                  | On Loan: No      |
| Vision Solutions, Inc.                                                         | Vision Solutions, Inc.                                                         | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1800000 | PA      | $1715256.00   | 0.30%             | 2029-04-23      | Floating      | 11.82%                | No            | 2                  | On Loan: No      |
| Dufry One B.V.                                                                 | Dufry One B.V.                                                                 | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |    253000 | PA      | $304303.26    | 0.05%             | 2032-05-23      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Ray Financing LLC                                                              | Ray Financing LLC                                                              | CUSIP: N/A<br>LEI: 254900IA5MVMGDF40Z19       | Long             | DBT              | CORP              | US        |    300000 | PA      | $358079.58    | 0.06%             | 2031-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Optics BidCo S.p.A.                                                            | Optics BidCo S.p.A.                                                            | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $250605.81    | 0.04%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Optics BidCo S.p.A.                                                            | Optics BidCo S.p.A.                                                            | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $109429.74    | 0.02%             | 2029-01-18      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Edge Finco PLC                                                                 | Edge Finco PLC                                                                 | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $286955.82    | 0.05%             | 2031-08-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Bubbles BidCo S.p.A.                                                           | Bubbles BidCo S.p.A.                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    250000 | PA      | $300263.46    | 0.05%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MPT Operating Partnership, L.P.                                                | MPT Operating Partnership, L.P.                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    200000 | PA      | $244991.50    | 0.04%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Atos SE                                                                        | Atos SE                                                                        | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $539195.73    | 0.09%             | 2029-12-18      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                          | Deutsche Lufthansa Aktiengesellschaft                                          | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $241854.44    | 0.04%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CPI Property Group                                                             | CPI Property Group                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    204000 | PA      | $231423.00    | 0.04%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Ontex Group                                                                    | Ontex Group                                                                    | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |    100000 | PA      | $120209.87    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Sigma Holdco B.V.                                                              | Sigma Holdco B.V.                                                              | CUSIP: N/A<br>LEI: 254900RAPCKVT00GAO59       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $107484.34    | 0.02%             | 2031-04-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Valeo                                                                          | Valeo                                                                          | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120449.38    | 0.02%             | 2031-05-20      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Centrient Holding B.V.                                                         | Centrient Holding B.V.                                                         | CUSIP: N/A<br>LEI: 549300QHIYIRIMCM2345       | Long             | DBT              | CORP              | NL        |    250000 | PA      | $284340.39    | 0.05%             | 2030-05-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Michaels Companies, Inc.                                                       | Michaels Companies, Inc.                                                       | CUSIP: 59408UAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $942500.00    | 0.17%             | 2028-04-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                           | Heimstaden Bostad AB                                                           | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    350000 | PA      | $403726.67    | 0.07%             | 2500-12-31      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Odido Group Holding B.V.                                                       | Odido Group Holding B.V.                                                       | CUSIP: N/A<br>LEI: 724500FOAL1MNGOJKP07       | Long             | DBT              | CORP              | NL        |    133000 | PA      | $157221.48    | 0.03%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TMNL Holding B.V                                                               | TMNL Holding B.V                                                               | CUSIP: N/A<br>LEI: 7245000O9YOLPPM9YB33       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116158.22    | 0.02%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Bellis Acquisition Company PLC                                                 | Bellis Acquisition Company PLC                                                 | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $128353.17    | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Benteler International Aktiengesellschaft                                      | Benteler International Aktiengesellschaft                                      | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |    200000 | PA      | $250652.77    | 0.04%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Jerrold Finco PLC                                                              | Jerrold Finco PLC                                                              | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $274378.32    | 0.05%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Trivium Packaging Finance B.V.                                                 | Trivium Packaging Finance B.V.                                                 | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |    150000 | PA      | $184905.94    | 0.03%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Punch Finance PLC                                                              | Punch Finance PLC                                                              | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $205164.41    | 0.04%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Currenta Group Holdings S.a r.l.                                               | Currenta Group Holdings S.a r.l.                                               | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    250000 | PA      | $300609.80    | 0.05%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                                           | Mehilainen Yhtiot Oy                                                           | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    200000 | PA      | $239154.12    | 0.04%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                          | Banco Santander, S.A.                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $664806.19    | 0.12%             | 2500-12-31      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| V.F. Corporation                                                               | V.F. Corporation                                                               | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    120000 | PA      | $141028.37    | 0.02%             | 2029-03-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                           | SoftBank Group Corp.                                                           | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    150000 | PA      | $184960.53    | 0.03%             | 2031-07-10      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CSN Islands XI Corp.                                                           | CSN Islands XI Corp.                                                           | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | US        |    350000 | PA      | $339962.11    | 0.06%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc.                                                                 | TransDigm Inc.                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303905.17    | 0.05%             | 2032-03-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Pachelbel BidCo S.p.A.                                                         | Pachelbel BidCo S.p.A.                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     50000 | PA      | $63115.79     | 0.01%             | 2031-05-17      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Motel One GmbH                                                                 | Motel One GmbH                                                                 | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $126329.03    | 0.02%             | 2031-04-02      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Franshion Brilliant Limited                                                    | Franshion Brilliant Limited                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $183553.90    | 0.03%             | 2029-07-23      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Fortune Star (BVI) Limited                                                     | Fortune Star (BVI) Limited                                                     | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | US        |    330000 | PA      | $326010.13    | 0.06%             | 2027-01-27      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119660.42    | 0.02%             | 2029-03-13      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Miller Homes Group (Finco) PLC                                                 | Miller Homes Group (Finco) PLC                                                 | CUSIP: N/A<br>LEI: 98450057058CDE2E9650       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $269593.17    | 0.05%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                                           | Koninklijke KPN N.V.                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $124302.61    | 0.02%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CPI Property Group                                                             | CPI Property Group                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $153007.57    | 0.03%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106801.04    | 0.02%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| IQVIA Inc.                                                                     | IQVIA Inc.                                                                     | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |    200000 | PA      | $229160.60    | 0.04%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Lune Holdings S.a r.l.                                                         | Lune Holdings S.a r.l.                                                         | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $53897.73     | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc.                                                                 | TransDigm Inc.                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196466.61    | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Transmontaigne Partners LLC                                                    | Transmontaigne Partners LLC                                                    | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $166842.74    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Abertis Infraestructuras Finance B.V.                                          | Abertis Infraestructuras Finance B.V.                                          | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $483708.87    | 0.08%             | 2500-12-31      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| B&M European Value Retail S.A.                                                 | B&M European Value Retail S.A.                                                 | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |    267000 | PA      | $363573.17    | 0.06%             | 2031-11-27      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Elior Group                                                                    | Elior Group                                                                    | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $240314.08    | 0.04%             | 2030-03-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Showtime Acquisition, L.L.C                                                    | Showtime Acquisition, L.L.C                                                    | CUSIP: 82540EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $1997493.75   | 0.35%             | 2031-08-13      | Floating      | 8.94%                 | No            | 2                  | On Loan: No      |
| Instructure Holdings, Inc.                                                     | Instructure Holdings, Inc.                                                     | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1516410.00   | 0.27%             | 2032-09-10      | Floating      | 9.21%                 | No            | 2                  | On Loan: No      |
| EDP, S.A.                                                                      | EDP, S.A.                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    100000 | PA      | $124302.61    | 0.02%             | 2083-04-23      | Fixed         | 5.94%                 | Yes           | 2                  | On Loan: No      |
| Eurofins Scientific SE                                                         | Eurofins Scientific SE                                                         | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $375549.46    | 0.07%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Help At Home, Inc.                                                             | Help At Home, Inc.                                                             | CUSIP: 40467AAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1963463 | PA      | $1762816.49   | 0.31%             | 2031-09-20      | Floating      | 9.32%                 | No            | 2                  | On Loan: No      |
| Synechron Inc                                                                  | Synechron Inc                                                                  | CUSIP: 87168HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $1980037.50   | 0.35%             | 2031-09-25      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Windstream Services, LLC                                                       | Windstream Services, LLC                                                       | CUSIP: 97381JAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1995000.00   | 0.35%             | 2031-09-26      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer, Inc.                                                            | Javelin Buyer, Inc.                                                            | CUSIP: 47189BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1995000.00   | 0.35%             | 2032-10-08      | Floating      | 9.20%                 | No            | 3                  | On Loan: No      |
| Ziggo B.V.                                                                     | Ziggo B.V.                                                                     | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111392.75    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| ZF Friedrichshafen AG                                                          | ZF Friedrichshafen AG                                                          | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $220320.00    | 0.04%             | 2028-05-03      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Glatfelter Corp                                                                | Glatfelter Corp                                                                | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2477500.00   | 0.43%             | 2031-10-10      | Floating      | 8.45%                 | No            | 2                  | On Loan: No      |
| Archkey Solutions LLC                                                          | Archkey Solutions LLC                                                          | CUSIP: 48205CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    892075 | PA      | $897462.69    | 0.16%             | 2031-10-10      | Floating      | 9.05%                 | No            | 2                  | On Loan: No      |
| Archkey Solutions LLC                                                          | Archkey Solutions LLC                                                          | CUSIP: 48205CAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103448 | PA      | $104073.11    | 0.02%             | 2031-10-10      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Viant Medical Holdings, Inc.                                                   | Viant Medical Holdings, Inc.                                                   | CUSIP: 92556MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2493719 | PA      | $2494242.27   | 0.44%             | 2031-10-15      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| TMC Buyer, Inc                                                                 | TMC Buyer, Inc                                                                 | CUSIP: 87258YAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1824618 | PA      | $1823487.24   | 0.32%             | 2030-10-27      | Floating      | 9.06%                 | No            | 2                  | On Loan: No      |
| TMC Buyer, Inc                                                                 | TMC Buyer, Inc                                                                 | CUSIP: 87258YAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166667 | PA      | $166563.34    | 0.03%             | 2030-11-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                                                     | Trident TPI Holdings, Inc.                                                     | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1970063 | PA      | $1932296.42   | 0.34%             | 2028-09-15      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                                                 | Raven Acquisition Holdings LLC                                                 | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1857333 | PA      | $1856181.78   | 0.33%             | 2031-10-25      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Romania, Government of                                                         | Romania, Government of                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2611000 | PA      | $3205537.18   | 0.56%             | 2033-09-18      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Lorca Telecom Bondco SA.                                                       | Lorca Telecom Bondco SA.                                                       | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |    500000 | PA      | $586860.96    | 0.10%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                                                 | Raven Acquisition Holdings LLC                                                 | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133333 | PA      | $133250.67    | 0.02%             | 2031-11-29      | Floating      | 3.25%                 | No            | 2                  | On Loan: No      |
| Cornerstone Generation LLC                                                     | Cornerstone Generation LLC                                                     | CUSIP: 21924NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2012500.00   | 0.35%             | 2031-10-15      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| EMG Utica, LLC                                                                 | EMG Utica, LLC                                                                 | CUSIP: 26869HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989978 | PA      | $1992465.56   | 0.35%             | 2029-10-24      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                           | Heimstaden Bostad AB                                                           | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $120340.19    | 0.02%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Grunenthal GmbH                                                                | Grunenthal GmbH                                                                | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $477913.76    | 0.08%             | 2031-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ADLER Financing S.a r.l.                                                       | ADLER Financing S.a r.l.                                                       | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |    204307 | PA      | $255162.12    | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                         | Telefonica Europe B.V.                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $444378.18    | 0.08%             | 2500-12-31      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Arqiva Broadcast Finance PLC                                                   | Arqiva Broadcast Finance PLC                                                   | CUSIP: N/A<br>LEI: 5493007PMKIGKNYH2S25       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $280301.26    | 0.05%             | 2030-07-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                          | Ahlstrom Holding 3 Oy                                                          | CUSIP: N/A<br>LEI: 743700UEY0YM039XN974       | Long             | DBT              | CORP              | FI        |    200000 | PA      | $231867.96    | 0.04%             | 2028-02-04      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Multiversity S.p.A.                                                            | Multiversity S.p.A.                                                            | CUSIP: N/A<br>LEI: 8156004B4DE591612588       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117882.90    | 0.02%             | 2028-10-30      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| Cutting Edge Group                                                             | Cutting Edge Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   1144583 | NS      | $1123179.62   | 0.20%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Cutting Edge Group                                                             | Cutting Edge Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   3227531 | NS      | $3167176.41   | 0.55%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Trident Energy Finance PLC                                                     | Trident Energy Finance PLC                                                     | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417104.83    | 0.07%             | 2029-11-30      | Fixed         | 12.50%                | Yes           | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                                                     | Trident TPI Holdings, Inc.                                                     | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    390000 | PA      | $416302.97    | 0.07%             | 2028-12-31      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| Cutting Edge Group                                                             | Cutting Edge Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |    111667 | NS      | $109578.50    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ironwood Funding XIV LLC                                                       | Ironwood Funding XIV LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   2649312 | NS      | $2606128.58   | 0.46%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Trivium Packaging Finance B.V.                                                 | Trivium Packaging Finance B.V.                                                 | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102837.50    | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | Yes           | 2                  | On Loan: No      |
| Trivium Packaging Finance B.V.                                                 | Trivium Packaging Finance B.V.                                                 | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106644.02    | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Nationwide Building Society                                                    | Nationwide Building Society                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $412709.30    | 0.07%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| EDP, S.A.                                                                      | EDP, S.A.                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    100000 | PA      | $120486.95    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| 1211 Avenue of The Americas                                                    | 1211 Avenue of The Americas                                                    | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $331862.70    | 0.06%             | 2035-08-10      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                   | UBS Group AG                                                                   | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    440000 | PA      | $524700.00    | 0.09%             | 2500-12-31      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.            | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    300000 | PA      | $374228.65    | 0.07%             | 2500-12-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Valeo                                                                          | Valeo                                                                          | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $358160.59    | 0.06%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| UKG Inc.                                                                       | UKG Inc.                                                                       | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    965000 | PA      | $995951.95    | 0.17%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| U.S. Bank National Association                                                 | U.S. Bank National Association                                                 | CUSIP: 90357PBG8<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |    326293 | PA      | $327848.21    | 0.06%             | 2032-02-25      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| AES Corporation, The                                                           | AES Corporation, The                                                           | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    720000 | PA      | $708676.71    | 0.12%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                | Acadia Healthcare Company, Inc.                                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333677.78    | 0.06%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Acrisure, LLC                                                                  | Acrisure, LLC                                                                  | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364773.61    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Playtech PLC                                                                   | Playtech PLC                                                                   | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | DBT              | CORP              | IM        |    260000 | PA      | $313522.48    | 0.05%             | 2028-06-28      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Peu (Fin) PLC                                                                  | Peu (Fin) PLC                                                                  | CUSIP: N/A<br>LEI: 213800G4WKC4TX8X3R23       | Long             | DBT              | CORP              | GB        |    250000 | PA      | $304745.40    | 0.05%             | 2028-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Acrisure, LLC                                                                  | Acrisure, LLC                                                                  | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310044.74    | 0.05%             | 2029-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Acrisure, LLC                                                                  | Acrisure, LLC                                                                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30919.93     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CD&R Firefly Bidco PLC                                                         | CD&R Firefly Bidco PLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    100000 | PA      | $141079.95    | 0.02%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Ceconomy AG                                                                    | Ceconomy AG                                                                    | CUSIP: N/A<br>LEI: 5299001X9L42HXEBCZ51       | Long             | DBT              | CORP              | DE        |    330000 | PA      | $407858.51    | 0.07%             | 2029-07-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Assemblin Caverion Group AB                                                    | Assemblin Caverion Group AB                                                    | CUSIP: N/A<br>LEI: 636700ULD38LN63RC248       | Long             | DBT              | CORP              | SE        |    350000 | PA      | $428361.19    | 0.08%             | 2030-07-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Schaeffler AG                                                                  | Schaeffler AG                                                                  | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $832880.93    | 0.15%             | 2030-03-28      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                         | Telefonica Europe B.V.                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $261813.30    | 0.05%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation                                           | Olympus Water US Holding Corporation                                           | CUSIP: N/A<br>LEI: 2549002I12VHJWR4RC85       | Long             | DBT              | CORP              | US        |    300000 | PA      | $369269.46    | 0.06%             | 2028-11-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| Uniti Group LP                                                                 | Uniti Group LP                                                                 | CUSIP: 91327TAC5<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315271.91    | 0.06%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                 | Upgrade Master Pass-Thru Trust                                                 | CUSIP: 91533KAB6<br>LEI: N/A                  | Long             | EC               | PF                | US        |  11000000 | NS      | $7806590.00   | 1.37%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ahead DB Holdings, LLC                                                         | Ahead DB Holdings, LLC                                                         | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    825000 | PA      | $825707.78    | 0.14%             | 2028-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Alamo Re Ltd.                                                                  | Alamo Re Ltd.                                                                  | CUSIP: 011395AN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1216470.00   | 0.21%             | 2027-06-07      | Floating      | 10.49%                | Yes           | 2                  | On Loan: No      |
| Alamo Re Ltd.                                                                  | Alamo Re Ltd.                                                                  | CUSIP: 011395AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $536550.00    | 0.09%             | 2027-06-07      | Floating      | 12.38%                | Yes           | 2                  | On Loan: No      |
| Albion Financing 1 S.a r.l.                                                    | Albion Financing 1 S.a r.l.                                                    | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | US        |    765000 | PA      | $791742.34    | 0.14%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Ursa Re II Ltd.                                                                | Ursa Re II Ltd.                                                                | CUSIP: 91734PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262750.00   | 0.22%             | 2028-06-07      | Floating      | 13.11%                | Yes           | 2                  | On Loan: No      |
| USA Compression Finance Corp.                                                  | USA Compression Finance Corp.                                                  | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $687629.31    | 0.12%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Alliant Energy Corporation                                                     | Alliant Energy Corporation                                                     | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    565000 | PA      | $566203.85    | 0.10%             | 2056-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                             | Alliant Holdings Intermediate, LLC                                             | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330416.03    | 0.06%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Ats Consolidated, Inc.                                                         | Ats Consolidated, Inc.                                                         | CUSIP: 91835HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129268.13    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                                               | Veraison Re Ltd.                                                               | CUSIP: 92335TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024400.00   | 0.18%             | 2027-03-08      | Floating      | 8.76%                 | Yes           | 2                  | On Loan: No      |
| Landesbank Baden-Wurttemberg                                                   | Landesbank Baden-Wurttemberg                                                   | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $245376.59    | 0.04%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Boels Topholding B.V.                                                          | Boels Topholding B.V.                                                          | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121520.11    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                                               | Veraison Re Ltd.                                                               | CUSIP: 92335TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500900.00   | 0.26%             | 2028-03-08      | Floating      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                                               | Veraison Re Ltd.                                                               | CUSIP: 92335TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009500.00   | 0.18%             | 2028-03-08      | Floating      | 9.02%                 | Yes           | 2                  | On Loan: No      |
| Verde Purchaser, LLC                                                           | Verde Purchaser, LLC                                                           | CUSIP: 92339LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $676180.93    | 0.12%             | 2030-11-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust 2025-3                                              | Verus Securitization Trust 2025-3                                              | CUSIP: 924928AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $275850.98    | 0.05%             | 2070-05-25      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                                                | CaixaBank, S.A.                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $261226.27    | 0.05%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Iliad Holding                                                                  | Iliad Holding                                                                  | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $249013.80    | 0.04%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CT Investment GmbH                                                             | CT Investment GmbH                                                             | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $243354.87    | 0.04%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Progroup AG                                                                    | Progroup AG                                                                    | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $354772.28    | 0.06%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Aramark International Finance S.a r.l.                                         | Aramark International Finance S.a r.l.                                         | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $175862.81    | 0.03%             | 2033-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Forvia                                                                         | Forvia                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    350000 | PA      | $421831.71    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Viking Cruises Limited                                                         | Viking Cruises Limited                                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199821.31    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd                                              | Viking Ocean Cruises Ship VII Ltd                                              | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $385013.27    | 0.07%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Proximus                                                                       | Proximus                                                                       | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |    300000 | PA      | $355737.35    | 0.06%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| A2a S.P.A.                                                                     | A2a S.P.A.                                                                     | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $244202.54    | 0.04%             | 2500-12-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ING Groep N.V.                                                                 | ING Groep N.V.                                                                 | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |    615000 | PA      | $545043.75    | 0.10%             | 2500-12-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Coventry Building Society                                                      | Coventry Building Society                                                      | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $428686.71    | 0.08%             | 2500-12-31      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                  | Dynasty Acquisition Co., Inc.                                                  | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1329519 | PA      | $1329452.39   | 0.23%             | 2031-10-24      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Inversiones CMPC S.A.                                                          | Inversiones CMPC S.A.                                                          | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204505.31    | 0.04%             | 2057-12-09      | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| Inversion Escrow Issuer, LLC                                                   | Inversion Escrow Issuer, LLC                                                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    935000 | PA      | $921640.98    | 0.16%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JNL Government Money Market Fund                                               | JNL Government Money Market Fund                                               | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  13301356 | NS      | $13301356.31  | 2.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                  | Dynasty Acquisition Co., Inc.                                                  | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    505707 | PA      | $505681.27    | 0.09%             | 2031-10-24      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Worldwide Express Operations, LLC                                              | Worldwide Express Operations, LLC                                              | CUSIP: 00435UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1979434 | PA      | $1966508.73   | 0.34%             | 2028-07-26      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Champ Acquisition Corporation                                                  | Champ Acquisition Corporation                                                  | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1644188 | PA      | $1653444.28   | 0.29%             | 2031-11-08      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568000 | PA      | $471070.06    | 0.08%             | 2027-01-08      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| ELM Trust 2024-ELM                                                             | ELM Trust 2024-ELM                                                             | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $326485.64    | 0.06%             | 2027-06-11      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| ELM Trust 2024-ELM                                                             | ELM Trust 2024-ELM                                                             | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $279787.23    | 0.05%             | 2027-06-11      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Easton Re Pte. Ltd.                                                            | Easton Re Pte. Ltd.                                                            | CUSIP: 27777AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1955860.00   | 0.34%             | 2027-01-08      | Floating      | 11.46%                | Yes           | 2                  | On Loan: No      |
| EJF CRT 2024-R1 LLC                                                            | EJF CRT 2024-R1 LLC                                                            | CUSIP: 282930AA4<br>LEI: N/A                  | Long             | EC               | PF                | US        |   5308776 | NS      | $5307183.24   | 0.93%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ellucian Holdings Inc.                                                         | Ellucian Holdings Inc.                                                         | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $198652.30    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Excelerate Energy Limited Partnership                                          | Excelerate Energy Limited Partnership                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $851808.05    | 0.15%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| FS Luxembourg S.a r.l.                                                         | FS Luxembourg S.a r.l.                                                         | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | US        |    582000 | PA      | $612495.44    | 0.11%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| First Quantum Minerals Ltd                                                     | First Quantum Minerals Ltd                                                     | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206773.59    | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| FloodSmart Re Ltd.                                                             | FloodSmart Re Ltd.                                                             | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530600.00    | 0.09%             | 2027-03-12      | Floating      | 18.33%                | Yes           | 2                  | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                  | Fortress Intermediate 3, Inc.                                                  | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $613418.22    | 0.11%             | 2031-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Four Lakes Re Ltd.                                                             | Four Lakes Re Ltd.                                                             | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520100.00   | 0.27%             | 2028-01-07      | Floating      | 9.80%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac MSCR Trust MN8                                                     | Freddie Mac MSCR Trust MN8                                                     | CUSIP: 35563RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287536 | PA      | $290768.42    | 0.05%             | 2029-05-25      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                         | Federal Home Loan Mortgage Corporation                                         | CUSIP: 35564KKK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    890000 | PA      | $906617.55    | 0.16%             | 2041-09-25      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                         | Federal Home Loan Mortgage Corporation                                         | CUSIP: 35564KPN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    745000 | PA      | $765489.96    | 0.13%             | 2030-12-25      | Floating      | 8.11%                 | No            | 2                  | On Loan: No      |
| Jane Street Group, LLC                                                         | Jane Street Group, LLC                                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176654.95    | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JELD-WEN Holding, Inc.                                                         | JELD-WEN Holding, Inc.                                                         | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $329530.75    | 0.06%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                                         | GS Mortgage Securities Trust 2018-GS10                                         | CUSIP: 36250SAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $27914.74     | 0.00%             | 2028-07-12      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                          | GS Mortgage Securities Trust 2016-GS2                                          | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286000 | PA      | $276952.50    | 0.05%             | 2026-05-12      | Variable      | 4.69%                 | No            | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                 | K. Hovnanian Enterprises, Inc.                                                 | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112777.78    | 0.02%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                 | K. Hovnanian Enterprises, Inc.                                                 | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107670.63    | 0.02%             | 2033-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Kendall Re Ltd.                                                                | Kendall Re Ltd.                                                                | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1579350.00   | 0.28%             | 2027-04-30      | Floating      | 10.38%                | Yes           | 2                  | On Loan: No      |
| Kendall Re Ltd.                                                                | Kendall Re Ltd.                                                                | CUSIP: 48878QAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $788475.00    | 0.14%             | 2027-04-30      | Floating      | 11.85%                | Yes           | 2                  | On Loan: No      |
| Kilimanjaro III Re Limited                                                     | Kilimanjaro III Re Limited                                                     | CUSIP: 49407PAH3<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284872.50    | 0.05%             | 2026-04-20      | Floating      | 16.71%                | Yes           | 2                  | On Loan: No      |
| Kilimanjaro III Re Limited                                                     | Kilimanjaro III Re Limited                                                     | CUSIP: 49407PAJ9<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506700.00    | 0.09%             | 2026-04-20      | Floating      | 9.21%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro III Re Limited                                                     | Kilimanjaro III Re Limited                                                     | CUSIP: 49407PAK6<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506950.00    | 0.09%             | 2026-04-20      | Floating      | 8.91%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro Re Limited                                                         | Kilimanjaro Re Limited                                                         | CUSIP: 49407QAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1203130.00   | 0.21%             | 2028-06-30      | Floating      | 10.60%                | Yes           | 2                  | On Loan: No      |
| Kilimanjaro Re Limited                                                         | Kilimanjaro Re Limited                                                         | CUSIP: 49407QAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $517150.00    | 0.09%             | 2029-07-09      | Floating      | 10.52%                | Yes           | 2                  | On Loan: No      |
| Kilimanjaro Re Limited                                                         | Kilimanjaro Re Limited                                                         | CUSIP: 49407QAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023900.00   | 0.18%             | 2030-07-08      | Floating      | 8.02%                 | Yes           | 2                  | On Loan: No      |
| HCM 2021-1, LLC                                                                | HCM 2021-1, LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  12000000 | NS      | $12224400.00  | 2.14%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Kodiak Gas Services, LLC                                                       | Kodiak Gas Services, LLC                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152691.56    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Kodiak Gas Services, LLC                                                       | Kodiak Gas Services, LLC                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148869.67    | 0.03%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Axonic Coinvest II, LP                                                         | Axonic Coinvest II, LP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   8000000 | NS      | $8748800.00   | 1.53%             |  |  |  | Yes           | N/A                | On Loan: No      |
| AX Southeast Loan Investor LLC                                                 | AX Southeast Loan Investor LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   8000000 | NS      | $9209600.00   | 1.61%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Eiger Funding (PCC) Ltd.                                                       | Eiger Funding (PCC) Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | GB        |   8107062 | NS      | $12026211.12  | 2.11%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Foundation Building Materials Holding Company LLC                              | Foundation Building Materials Holding Company LLC                              | CUSIP: 35039KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $2002840.35   | 0.35%             | 2031-01-29      | Floating      | 9.55%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                          | GS Mortgage Securities Trust 2017-GS6                                          | CUSIP: 36253PAH5<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $162574.43    | 0.03%             | 2027-05-12      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| Gol Finance LLP                                                                | Gol Finance LLP                                                                | CUSIP: 36254VAN8<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360209.15    | 0.06%             | 2030-06-05      | Fixed         | 14.38%                | Yes           | 2                  | On Loan: No      |
| Corporation De Securite Garda World                                            | Corporation De Securite Garda World                                            | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |    655000 | PA      | $679505.91    | 0.12%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Gateway Re Ltd                                                                 | Gateway Re Ltd                                                                 | CUSIP: 36779CAN6<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525400.00    | 0.09%             | 2027-07-07      | Floating      | 13.45%                | Yes           | 2                  | On Loan: No      |
| Osttra Group Ltd                                                               | Osttra Group Ltd                                                               | CUSIP: 68631KAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2006660.00   | 0.35%             | 2049-12-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Gategroup Fin Luxembourg SA                                                    | Gategroup Fin Luxembourg SA                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1995000 | PA      | $2009962.50   | 0.35%             | 2032-06-16      | Floating      | 8.56%                 | No            | 2                  | On Loan: No      |
| Spa Holdings 3 Oy                                                              | Spa Holdings 3 Oy                                                              | CUSIP: 78475BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2496875.00   | 0.44%             | 2030-05-22      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| Bingo Holdings I LLC                                                           | Bingo Holdings I LLC                                                           | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $998440.00    | 0.17%             | 2032-06-11      | Floating      | 9.05%                 | No            | 2                  | On Loan: No      |
| LGI Homes, Inc.                                                                | LGI Homes, Inc.                                                                | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    970000 | PA      | $947460.51    | 0.17%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LATAM Airlines Group S.A.                                                      | LATAM Airlines Group S.A.                                                      | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52177.50     | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Amspec Parent LLC                                                              | Amspec Parent LLC                                                              | CUSIP: 03218AAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1296750 | PA      | $1300808.83   | 0.23%             | 2031-12-22      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| Amspec Parent LLC                                                              | Amspec Parent LLC                                                              | CUSIP: 03218AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $80049.77     | 0.01%             | 2031-12-22      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Gateway Re Ltd                                                                 | Gateway Re Ltd                                                                 | CUSIP: 36779CAP1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743925.00    | 0.13%             | 2025-12-22      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Gateway Re Ltd                                                                 | Gateway Re Ltd                                                                 | CUSIP: 36779CAQ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533300.00    | 0.09%             | 2028-07-07      | Floating      | 14.45%                | Yes           | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                                                      | Bausch & Lomb Corporation                                                      | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $1993344.15   | 0.35%             | 2030-12-17      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| Nourish Buyer I Inc                                                            | Nourish Buyer I Inc                                                            | CUSIP: 66979CAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1997500.00   | 0.35%             | 2032-07-08      | Floating      | 8.82%                 | No            | 3                  | On Loan: No      |
| Albion Financing 3 SARL                                                        | Albion Financing 3 SARL                                                        | CUSIP: 01330EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1566576 | PA      | $1569521.24   | 0.27%             | 2031-05-21      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Albion Financing 3 SARL                                                        | Albion Financing 3 SARL                                                        | CUSIP: 01330EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408524 | PA      | $409291.81    | 0.07%             | 2031-05-21      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                        | Level 3 Financing, Inc.                                                        | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265399.18    | 0.05%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                        | Level 3 Financing, Inc.                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    490000 | PA      | $499567.26    | 0.09%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Gateway Re II Ltd.                                                             | Gateway Re II Ltd.                                                             | CUSIP: 367927AA8<br>LEI: 5493000ENKV5WXNA8Z86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261325.00    | 0.05%             | 2026-04-27      | Floating      | 13.53%                | Yes           | 2                  | On Loan: No      |
| Shift4 Payments, LLC                                                           | Shift4 Payments, LLC                                                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $211888.90    | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Auris Luxembourg III S.a.r.l.                                                  | Auris Luxembourg III S.a.r.l.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1980038 | PA      | $1971780.74   | 0.35%             | 2029-02-28      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Prairie ECI Acquiror LP                                                        | Prairie ECI Acquiror LP                                                        | CUSIP: 73955HAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1970137 | PA      | $1979160.54   | 0.35%             | 2029-08-01      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Sierra Timeshare 2022-2 Receivables Funding LLC                                | Sierra Timeshare 2022-2 Receivables Funding LLC                                | CUSIP: 82650TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287791 | PA      | $294350.33    | 0.05%             | 2040-06-20      | Fixed         | 9.22%                 | No            | 2                  | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                | Sierra Timeshare 2024-3 Receivables Funding LLC                                | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279504 | PA      | $279269.87    | 0.05%             | 2041-08-20      | Fixed         | 6.93%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                                 | Olympus Water US Holding Corp.                                                 | CUSIP: 68163YAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1983580.00   | 0.35%             | 2049-12-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Radar Bidco Sarl                                                               | Radar Bidco Sarl                                                               | CUSIP: L7781HAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1666635 | PA      | $1672885.35   | 0.29%             | 2031-04-04      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings, Inc.                                                     | Team Health Holdings, Inc.                                                     | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $1989593.55   | 0.35%             | 2028-06-30      | Floating      | 8.80%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                            | LBM Acquisition LLC                                                            | CUSIP: 50179JAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1600000 | PA      | $1592288.00   | 0.28%             | 2031-06-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                    | Allied Universal Holdco LLC                                                    | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2006360.00   | 0.35%             | 2032-08-06      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Heartland Dental, LLC                                                          | Heartland Dental, LLC                                                          | CUSIP: 42236WAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989962 | PA      | $1985504.60   | 0.35%             | 2032-07-31      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| NEXUS Buyer LLC                                                                | NEXUS Buyer LLC                                                                | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1995500.00   | 0.35%             | 2032-01-30      | Floating      | 10.07%                | No            | 2                  | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                            | Peninsula Pacific Entertainment LLC                                            | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1620253 | PA      | $1616202.53   | 0.28%             | 2032-08-14      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                            | Peninsula Pacific Entertainment LLC                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    379747 | PA      | $378797.47    | 0.07%             | 2032-08-14      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Summit Behavioral Healthcare LLC                                               | Summit Behavioral Healthcare LLC                                               | CUSIP: 86602KAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334321 | PA      | $341425.35    | 0.06%             | 2029-12-31      | Floating      | 9.74%                 | No            | 2                  | On Loan: No      |
| Gobierno de la Republica del Ecuador                                           | Gobierno de la Republica del Ecuador                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |   1370084 | PA      | $1042976.45   | 0.18%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Sierracol Energy Andina, LLC                                                   | Sierracol Energy Andina, LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    750000 | PA      | $726582.61    | 0.13%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Banque Ouest Africaine De Developpement                                        | Banque Ouest Africaine De Developpement                                        | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | US        |    240000 | PA      | $225976.82    | 0.04%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Government of the People's Republic of Benin                                   | Government of the People's Republic of Benin                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    570000 | PA      | $583537.50    | 0.10%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           | 2                  | On Loan: No      |
| Lindblad Expeditions, LLC                                                      | Lindblad Expeditions, LLC                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336386.88    | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| London Bridge 2 PCC Limited                                                    | London Bridge 2 PCC Limited                                                    | CUSIP: 54180CAA0<br>LEI: 549300TUFAUPZXE4UR14 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2076200.00   | 0.36%             | 2029-01-09      | Floating      | 11.85%                | Yes           | 2                  | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                                         | MED Commercial Mortgage Trust 2024-MOB                                         | CUSIP: 55287BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411000 | PA      | $406495.36    | 0.07%             | 2026-04-15      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| MIWD Holdco II LLC                                                             | MIWD Holdco II LLC                                                             | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410354.28    | 0.07%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MAD Commercial Mortgage Trust 2025-11MD                                        | MAD Commercial Mortgage Trust 2025-11MD                                        | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    944000 | PA      | $944202.39    | 0.17%             | 2042-10-11      | Fixed         | 6.36%                 | No            | 2                  | On Loan: No      |
| MAD Commercial Mortgage Trust 2025-11MD                                        | MAD Commercial Mortgage Trust 2025-11MD                                        | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $508520.39    | 0.09%             | 2042-10-11      | Fixed         | 7.33%                 | No            | 2                  | On Loan: No      |
| Eleven Madison Trust 2015-11MD Mortgage Trust                                  | Eleven Madison Trust 2015-11MD Mortgage Trust                                  | CUSIP: 556227AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334000 | PA      | $330697.34    | 0.06%             | 2035-09-12      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                                | Madison IAQ LLC                                                                | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    555000 | PA      | $548324.55    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                     | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215450.38    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                     | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75791.84     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Marlon Ltd.                                                                    | Marlon Ltd.                                                                    | CUSIP: 571253AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1901380.00   | 0.33%             | 2027-06-07      | Floating      | 11.32%                | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                                              | Matterhorn Re Ltd                                                              | CUSIP: 577092AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003900.00   | 0.18%             | 2025-12-08      | Floating      | 10.19%                | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                                              | Matterhorn Re Ltd                                                              | CUSIP: 577092AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040000.00   | 0.18%             | 2028-02-04      | Floating      | 16.58%                | Yes           | 2                  | On Loan: No      |
| Purple Re Ltd.                                                                 | Purple Re Ltd.                                                                 | CUSIP: 74639NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $522100.00    | 0.09%             | 2028-06-07      | Floating      | 11.72%                | Yes           | 2                  | On Loan: No      |
| Waga Bondco Limited                                                            | Waga Bondco Limited                                                            | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | GB        |    114000 | PA      | $143288.44    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Queen Street 2023 Re Designated Activity Company                               | Queen Street 2023 Re Designated Activity Company                               | CUSIP: 747977AA4<br>LEI: 635400VHHVVMXL5BJI05 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2424000.00   | 0.42%             | 2025-12-08      | Floating      | 11.46%                | Yes           | 2                  | On Loan: No      |
| Queen Mergerco, Inc.                                                           | Queen Mergerco, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $389370.89    | 0.07%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                        | Quikrete Holdings, Inc.                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    465000 | PA      | $481782.72    | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                        | Quikrete Holdings, Inc.                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301373.11    | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| RHP Hotel Properties, LP                                                       | RHP Hotel Properties, LP                                                       | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154465.13    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Nexans                                                                         | Nexans                                                                         | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $363581.18    | 0.06%             | 2030-03-11      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                           | IHO Verwaltungs GmbH                                                           | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    250000 | PA      | $306758.89    | 0.05%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                     | Grifols Escrow Issuer S.A.                                                     | CUSIP: N/A<br>LEI: 959800HLB3PGTGSLVV62       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114622.57    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Loxama                                                                         | Loxama                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    180000 | PA      | $218636.88    | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Fedrigoni S.P.A.                                                               | Fedrigoni S.P.A.                                                               | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |    250000 | PA      | $291381.76    | 0.05%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Virgin Media Vendor Financing Notes III Designated Activity Company            | Virgin Media Vendor Financing Notes III Designated Activity Company            | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | GB        |    350000 | PA      | $457996.10    | 0.08%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Altice France                                                                  | Altice France                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $303605.98    | 0.05%             | 2029-01-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| BCP V Modular Services Finance PLC                                             | BCP V Modular Services Finance PLC                                             | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $175769.47    | 0.03%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                | Teva Pharmaceutical Finance Netherlands II B.V.                                | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $599816.61    | 0.11%             | 2030-05-09      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Government of the Republic of Serbia                                           | Government of the Republic of Serbia                                           | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    374000 | PA      | $341023.09    | 0.06%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                            | Rakuten Group, Inc.                                                            | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $229526.90    | 0.04%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| PCF GmbH                                                                       | PCF GmbH                                                                       | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |    150000 | PA      | $135125.60    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CPI Property Group                                                             | CPI Property Group                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $105371.05    | 0.02%             | 2500-12-31      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Vodafone Group Public Limited Company                                          | Vodafone Group Public Limited Company                                          | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    403000 | PA      | $454808.15    | 0.08%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CTEC II GmbH                                                                   | CTEC II GmbH                                                                   | CUSIP: N/A<br>LEI: 98450044C9BACG3DA974       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $217067.88    | 0.04%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CAB                                                                            | CAB                                                                            | CUSIP: N/A<br>LEI: 9695008EGX5O9K1MS743       | Long             | DBT              | CORP              | FR        |    308000 | PA      | $337799.36    | 0.06%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Prysmian S.p.A.                                                                | Prysmian S.p.A.                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $244789.56    | 0.04%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Albion Financing 1 S.a r.l.                                                    | Albion Financing 1 S.a r.l.                                                    | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $182227.34    | 0.03%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| VZ Vendor Financing II B.V.                                                    | VZ Vendor Financing II B.V.                                                    | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110376.02    | 0.02%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Boels Topholding B.V.                                                          | Boels Topholding B.V.                                                          | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    125000 | PA      | $151408.51    | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CohnReznick LLP                                                                | CohnReznick LLP                                                                | CUSIP: 19250AAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375940 | PA      | $376176.69    | 0.07%             | 2049-12-31      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Level 3 Financing Inc.                                                         | Level 3 Financing Inc.                                                         | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.26%             | 2032-03-20      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| ITG Communications, LLC                                                        | ITG Communications, LLC                                                        | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1973760.00   | 0.35%             | 2031-07-01      | Floating      | 8.95%                 | No            | 2                  | On Loan: No      |
| Bausch Health Companies Inc.                                                   | Bausch Health Companies Inc.                                                   | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $1963199.70   | 0.34%             | 2030-09-25      | Floating      | 10.57%                | No            | 2                  | On Loan: No      |
| United Group B.V.                                                              | United Group B.V.                                                              | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116231.02    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Snf Group                                                                      | Snf Group                                                                      | CUSIP: N/A<br>LEI: 969500F7036FEDYPRV54       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120213.40    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Vertical Midco GmbH                                                            | Vertical Midco GmbH                                                            | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |    160000 | PA      | $187902.58    | 0.03%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Eroski Sociedad Cooperativa                                                    | Eroski Sociedad Cooperativa                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |    300000 | PA      | $373830.65    | 0.07%             | 2029-04-30      | Fixed         | 10.63%                | Yes           | 2                  | On Loan: No      |
| Veolia Environnement                                                           | Veolia Environnement                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $449661.40    | 0.08%             | 2500-12-31      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Wintershall Dea GmbH                                                           | Wintershall Dea GmbH                                                           | CUSIP: N/A<br>LEI: 529900PP4O3OCBMO9C52       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $339007.13    | 0.06%             | 2500-12-31      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Icebox Holdco III, Inc.                                                        | Icebox Holdco III, Inc.                                                        | CUSIP: 45114NAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1016250.00   | 0.18%             | 2029-12-21      | Floating      | 11.31%                | No            | 2                  | On Loan: No      |
| Cast and Crew Payroll, LLC                                                     | Cast and Crew Payroll, LLC                                                     | CUSIP: 14835JAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1969302 | PA      | $1772687.23   | 0.31%             | 2028-12-30      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico | BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |    359000 | PA      | $378116.75    | 0.07%             | 2035-02-11      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C31                                                 | BBCMS Mortgage Trust 2024-5C31                                                 | CUSIP: 07336YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $342984.74    | 0.06%             | 2029-12-17      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                              | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                              | CUSIP: 07337GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $800000.00    | 0.14%             | 2048-07-27      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                              | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                              | CUSIP: 07337GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300000.00    | 0.05%             | 2048-07-27      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                              | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                              | CUSIP: 07337GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262000 | PA      | $262000.00    | 0.05%             | 2048-07-27      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Beazer Homes USA, Inc.                                                         | Beazer Homes USA, Inc.                                                         | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    545000 | PA      | $553286.25    | 0.10%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bell Canada inc.                                                               | Bell Canada inc.                                                               | CUSIP: 0778FPAP4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $544410.93    | 0.10%             | 2055-09-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Bell Canada inc.                                                               | Bell Canada inc.                                                               | CUSIP: 0778FPAQ2<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |    680000 | PA      | $709743.34    | 0.12%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                              | Benchmark 2020-B16 Mortgage Trust                                              | CUSIP: 08161NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373000 | PA      | $327869.54    | 0.06%             | 2030-01-17      | Variable      | 3.18%                 | No            | 2                  | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                              | Benchmark 2020-B16 Mortgage Trust                                              | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298000 | PA      | $247841.06    | 0.04%             | 2030-01-17      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                              | Benchmark 2020-B19 Mortgage Trust                                              | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $336707.08    | 0.06%             | 2030-09-17      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                              | Benchmark 2020-B19 Mortgage Trust                                              | CUSIP: 08162WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156000 | PA      | $121363.37    | 0.02%             | 2030-09-17      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                               | Benchmark 2024-V5 Mortgage Trust                                               | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $56534.73     | 0.01%             | 2029-01-12      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                | Blackstone Mortgage Trust, Inc.                                                | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    380000 | PA      | $400990.37    | 0.07%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| IRIS Holdings Inc.                                                             | IRIS Holdings Inc.                                                             | CUSIP: 46271BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1021061 | PA      | $989795.77    | 0.17%             | 2028-06-15      | Floating      | 9.16%                 | No            | 2                  | On Loan: No      |
| IRIS Holdings Inc.                                                             | IRIS Holdings Inc.                                                             | CUSIP: 46271BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    964902 | PA      | $935356.91    | 0.16%             | 2028-06-15      | Floating      | 9.16%                 | No            | 2                  | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                    | BMO 2024-5C3 Mortgage Trust                                                    | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $248035.34    | 0.04%             | 2029-02-16      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| BMO 2024-5C6 Mortgage Trust                                                    | BMO 2024-5C6 Mortgage Trust                                                    | CUSIP: 09661XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281000 | PA      | $255575.54    | 0.04%             | 2057-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc.                                                                | Bombardier Inc.                                                                | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    575000 | PA      | $609527.54    | 0.11%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Bombardier Inc.                                                                | Bombardier Inc.                                                                | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20873.97     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Bonanza Re Ltd                                                                 | Bonanza Re Ltd                                                                 | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535250.00   | 0.27%             | 2027-12-20      | Floating      | 9.58%                 | Yes           | 2                  | On Loan: No      |
| Bridge STR RE Ltd.                                                             | Bridge STR RE Ltd.                                                             | CUSIP: 10807LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3062700.00   | 0.54%             | 2028-01-07      | Floating      | 8.33%                 | Yes           | 3                  | On Loan: No      |
| BroadStreet Partners, Inc.                                                     | BroadStreet Partners, Inc.                                                     | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648413.43    | 0.11%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Builders FirstSource, Inc.                                                     | Builders FirstSource, Inc.                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    730000 | PA      | $763518.94    | 0.13%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities 2024-2, LLC                                            | Business Jet Securities 2024-2, LLC                                            | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    319254 | PA      | $314657.00    | 0.06%             | 2030-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities 2024-1, LLC                                            | Business Jet Securities 2024-1, LLC                                            | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262797 | PA      | $266738.88    | 0.05%             | 2030-05-15      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| Century Aluminum Company                                                       | Century Aluminum Company                                                       | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    665000 | PA      | $689640.93    | 0.12%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Champions Financing, Inc.                                                      | Champions Financing, Inc.                                                      | CUSIP: 15870LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $492082.00    | 0.09%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Galaxy US Opco Inc.                                                            | Galaxy US Opco Inc.                                                            | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1360394 | PA      | $1232014.03   | 0.22%             | 2029-04-19      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc.                                                            | Galaxy US Opco Inc.                                                            | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    660191 | PA      | $597889.21    | 0.10%             | 2029-04-19      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                      | Zayo Group Holdings, Inc.                                                      | CUSIP: 98919XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1456270 | PA      | $1453662.87   | 0.25%             | 2027-03-09      | Floating      | 8.49%                 | No            | 2                  | On Loan: No      |
| 888 Acquisitions Limited                                                       | 888 Acquisitions Limited                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1957018 | PA      | $1872865.80   | 0.33%             | 2028-07-01      | Floating      | 9.66%                 | No            | 2                  | On Loan: No      |
| WatchGuard Technologies Inc.                                                   | WatchGuard Technologies Inc.                                                   | CUSIP: 94110LAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1984655 | PA      | $1979693.09   | 0.35%             | 2029-07-02      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                           | Neptune Bidco US Inc                                                           | CUSIP: 64069JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1994898 | PA      | $1896908.57   | 0.33%             | 2029-04-11      | Floating      | 9.43%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 64072UAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $992930.00    | 0.17%             | 2028-01-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                              | CSC Holdings, LLC                                                              | CUSIP: 64072UAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2487245 | PA      | $2469660.08   | 0.43%             | 2028-01-17      | Floating      | 8.65%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC                                          | Charter Communications Operating, LLC                                          | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915474.93   | 0.34%             | 2035-12-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Chartwell Re Ltd.                                                              | Chartwell Re Ltd.                                                              | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1311125.00   | 0.23%             | 2028-06-07      | Floating      | 9.97%                 | Yes           | 2                  | On Loan: No      |
| EP Purchaser, LLC                                                              | EP Purchaser, LLC                                                              | CUSIP: 26881KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1504569 | PA      | $1384203.43   | 0.24%             | 2028-11-06      | Floating      | 9.06%                 | No            | 2                  | On Loan: No      |
| LSF12 Badger Bidco LLC                                                         | LSF12 Badger Bidco LLC                                                         | CUSIP: 50221PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1922895 | PA      | $1918087.50   | 0.34%             | 2030-07-25      | Floating      | 10.32%                | No            | 2                  | On Loan: No      |
| Star Parent Inc.                                                               | Star Parent Inc.                                                               | CUSIP: 87169DAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1556801 | PA      | $1556146.85   | 0.27%             | 2030-09-19      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                                                      | Bausch & Lomb Corporation                                                      | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1960000 | PA      | $1957550.00   | 0.34%             | 2028-09-14      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| Max US Bidco Inc                                                               | Max US Bidco Inc                                                               | CUSIP: 57778YAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989899 | PA      | $1937883.02   | 0.34%             | 2030-10-02      | Floating      | 9.32%                 | No            | 2                  | On Loan: No      |
| Veritiv Corporation                                                            | Veritiv Corporation                                                            | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1980000 | PA      | $1957447.76   | 0.34%             | 2030-11-30      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Northeast Grocery, Inc.                                                        | Northeast Grocery, Inc.                                                        | CUSIP: 66417AAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1812500 | PA      | $1820058.13   | 0.32%             | 2028-12-05      | Floating      | 11.69%                | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                        | Level 3 Financing, Inc.                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289889.71    | 0.05%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Light and Wonder International, Inc.                                           | Light and Wonder International, Inc.                                           | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    680000 | PA      | $681068.88    | 0.12%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Lifepoint Health, Inc.                                                         | Lifepoint Health, Inc.                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $388989.90    | 0.07%             | 2032-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Lightning Power, LLC                                                           | Lightning Power, LLC                                                           | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    868000 | PA      | $919413.78    | 0.16%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                             | Alliant Holdings Intermediate, LLC                                             | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72346.08     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                             | Alliant Holdings Intermediate, LLC                                             | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351165.27    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                    | Allied Universal Holdco LLC                                                    | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270400.40    | 0.05%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                    | Allied Universal Holdco LLC                                                    | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304220.12    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Alpha Generation LLC                                                           | Alpha Generation LLC                                                           | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $991926.26    | 0.17%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Amentum Escrow Corp.                                                           | Amentum Escrow Corp.                                                           | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $394813.70    | 0.07%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| American Electric Power Company, Inc.                                          | American Electric Power Company, Inc.                                          | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360732.33    | 0.06%             | 2056-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Amsted Industries Incorporated                                                 | Amsted Industries Incorporated                                                 | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380096.34    | 0.07%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Amynta Agency Borrower Inc.                                                    | Amynta Agency Borrower Inc.                                                    | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71905.79     | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Archrock Partners, L.P.                                                        | Archrock Partners, L.P.                                                        | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287415.70    | 0.05%             | 2032-09-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Presidencia De La Nacion                                                       | Presidencia De La Nacion                                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |   1466400 | PA      | $1008150.00   | 0.18%             | 2030-07-09      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Presidencia De La Nacion                                                       | Presidencia De La Nacion                                                       | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    505909 | PA      | $266867.04    | 0.05%             | 2046-07-09      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Ascent Resources - Utica, LLC                                                  | Ascent Resources - Utica, LLC                                                  | CUSIP: 04364VAU7<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |    620000 | PA      | $619386.48    | 0.11%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Ascent Resources - Utica, LLC                                                  | Ascent Resources - Utica, LLC                                                  | CUSIP: 04364VBA0<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360882.06    | 0.06%             | 2033-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Genesis Energy, L.P.                                                           | Genesis Energy, L.P.                                                           | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    440000 | PA      | $458834.10    | 0.08%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Ghana, Government of                                                           | Ghana, Government of                                                           | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |    983760 | PA      | $828817.80    | 0.15%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Global Partners LP                                                             | Global Partners LP                                                             | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333484.71    | 0.06%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Global Aviation Leasing Co., Ltd.                                              | Global Aviation Leasing Co., Ltd.                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $370521.07    | 0.06%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Atela Re Ltd.                                                                  | Atela Re Ltd.                                                                  | CUSIP: 04681FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $828225.00    | 0.15%             | 2027-05-09      | Floating      | 18.20%                | Yes           | 2                  | On Loan: No      |
| Atlas Capital Designated Activity Company                                      | Atlas Capital Designated Activity Company                                      | CUSIP: 049207AC7<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516950.00   | 0.27%             | 2028-06-07      | Floating      | 13.32%                | Yes           | 2                  | On Loan: No      |
| Avient Corporation                                                             | Avient Corporation                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426483.34    | 0.07%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Avianca MidCo 2 PLC                                                            | Avianca MidCo 2 PLC                                                            | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $449506.36    | 0.08%             | 2030-02-14      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| BAMLL Trust 2024-BHP                                                           | BAMLL Trust 2024-BHP                                                           | CUSIP: 05493WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $388535.36    | 0.07%             | 2026-08-17      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| Goat Holdco, LLC                                                               | Goat Holdco, LLC                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $637157.04    | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-1                                  | GreenSky Home Improvement Issuer Trust 2025-1                                  | CUSIP: 39571NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    832000 | PA      | $847404.73    | 0.15%             | 2060-03-25      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| Grupo Nutresa S.A.                                                             | Grupo Nutresa S.A.                                                             | CUSIP: 40055CAA1<br>LEI: 549300TN5BQ4P1MC6407 | Long             | DBT              | CORP              | US        |    440000 | PA      | $471941.27    | 0.08%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Hanwha Life Insurance Co., Ltd.                                                | Hanwha Life Insurance Co., Ltd.                                                | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314365.53    | 0.06%             | 2055-06-24      | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| Harvest Midstream I, L.P.                                                      | Harvest Midstream I, L.P.                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348652.66    | 0.06%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Herbie Re Ltd.                                                                 | Herbie Re Ltd.                                                                 | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2331225.00   | 0.41%             | 2029-01-08      | Floating      | 11.55%                | Yes           | 2                  | On Loan: No      |
| Herbie Re Ltd.                                                                 | Herbie Re Ltd.                                                                 | CUSIP: 42703VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1338125.00   | 0.23%             | 2029-01-08      | Floating      | 15.05%                | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc.                                                             | Herc Holdings Inc.                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    457000 | PA      | $474742.85    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc.                                                             | Herc Holdings Inc.                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318668.27    | 0.06%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Hestia Re Ltd                                                                  | Hestia Re Ltd                                                                  | CUSIP: 42815KAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1305250.00   | 0.23%             | 2026-04-07      | Floating      | 14.88%                | Yes           | 2                  | On Loan: No      |
| Hestia Re Ltd                                                                  | Hestia Re Ltd                                                                  | CUSIP: 42815KAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $777825.00    | 0.14%             | 2028-03-13      | Floating      | 12.25%                | Yes           | 2                  | On Loan: No      |
| Hilcorp Energy I, L.P.                                                         | Hilcorp Energy I, L.P.                                                         | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269690.95    | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Hilcorp Energy I, L.P.                                                         | Hilcorp Energy I, L.P.                                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    365000 | PA      | $383147.19    | 0.07%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Hilcorp Energy I, L.P.                                                         | Hilcorp Energy I, L.P.                                                         | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265399.28    | 0.05%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Hillenbrand, Inc.                                                              | Hillenbrand, Inc.                                                              | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    380000 | PA      | $357803.41    | 0.06%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                          | Howard Midstream Energy Partners, LLC                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $601705.37    | 0.11%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HUB International Limited                                                      | HUB International Limited                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1001457.78   | 0.18%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Hypatia Ltd.                                                                   | Hypatia Ltd.                                                                   | CUSIP: 44914CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1721775.00   | 0.30%             | 2026-04-08      | Floating      | 14.83%                | Yes           | 2                  | On Loan: No      |
| IHOL-Verwaltungs-GmbH                                                          | IHOL-Verwaltungs-GmbH                                                          | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341219.13    | 0.06%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Churchill Downs Incorporated                                                   | Churchill Downs Incorporated                                                   | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118015.88    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                           | Clear Channel Outdoor Holdings, Inc.                                           | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $346714.24    | 0.06%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                           | Clear Channel Outdoor Holdings, Inc.                                           | CUSIP: 18453HAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $350646.39    | 0.06%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                     | Cloud Software Group, Inc.                                                     | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    760000 | PA      | $774218.06    | 0.14%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                  | Departamento Administrativo De La Presidencia De La Republica                  | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   2250000 | PA      | $2369432.25   | 0.42%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CommScope, LLC.                                                                | CommScope, LLC.                                                                | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517581.16    | 0.09%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                          | Compania de Minas Buenaventura S.A.A.                                          | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413290.72    | 0.07%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Comstock Resources, Inc.                                                       | Comstock Resources, Inc.                                                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    770000 | PA      | $768739.66    | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CONE Trust 2024-DFW1                                                           | CONE Trust 2024-DFW1                                                           | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $241998.77    | 0.04%             | 2041-08-15      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                                   | Connecticut Avenue Securities Trust 2022-R02                                   | CUSIP: 20754BAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    606000 | PA      | $629971.78    | 0.11%             | 2042-01-27      | Floating      | 8.86%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                   | Connecticut Avenue Securities Trust 2022-R08                                   | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $187455.07    | 0.03%             | 2042-07-25      | Floating      | 9.96%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finan                             | Consolidated Communications LLC/Fidium Fiber Finan                             | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1051289.10   | 0.18%             | 2030-05-20      | Fixed         | 9.41%                 | No            | 2                  | On Loan: No      |
| Consolidated Energy Finance S.A.                                               | Consolidated Energy Finance S.A.                                               | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | US        |    306000 | PA      | $280774.22    | 0.05%             | 2031-02-15      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                      | Cougar JV Subsidiary, LLC                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $766194.99    | 0.13%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                                   | UBS Group AG                                                                   | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    770000 | PA      | $789250.00    | 0.14%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Crockett Partners Equipment Company IIA LLC                                    | Crockett Partners Equipment Company IIA LLC                                    | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    157576 | PA      | $160476.59    | 0.03%             | 2030-01-20      | Fixed         | 6.78%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Limited                                          | Digicel International Finance Limited                                          | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $357935.57    | 0.06%             | 2032-08-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Discovery Communications, LLC                                                  | Discovery Communications, LLC                                                  | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67519.06     | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                          | Dominion Energy, Inc.                                                          | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1004936.98   | 0.18%             | 2055-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Azule Energy Finance PLC                                                       | Azule Energy Finance PLC                                                       | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454423.70    | 0.08%             | 2030-01-23      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                         | BX Commercial Mortgage Trust 2021-VOLT                                         | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372999 | PA      | $372308.78    | 0.07%             | 2036-09-15      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                       | BX Trust                                                                       | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378000 | PA      | $376700.55    | 0.07%             | 2029-02-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Chartwell Re Ltd.                                                              | Chartwell Re Ltd.                                                              | CUSIP: 16140YAB8<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035400.00   | 0.18%             | 2028-06-07      | Floating      | 10.97%                | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** Jackson Credit Opportunities Fund

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer