# EDGAR Filing Document

**Accession Number:** 0001139819
**File Stem:** 0001752724-23-073895
**Filing Date:** 2023-3
**Character Count:** 300548
**Document Hash:** dd66c0d32b3d23b7185d42262a0fa2b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073895.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073895

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT TRUST I
- **CENTRAL INDEX KEY:** 0001139819
- **IRS NUMBER:** 223805271
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10371
- **FILM NUMBER:** 23778665

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **STREET 2:** 11TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07301-3973
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **STREET 2:** 11TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302-3973

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT EQUITY TRUST
- **DATE OF NAME CHANGE:** 20110729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT BLEND TRUST
- **DATE OF NAME CHANGE:** 20010502

## Series and Classes Contracts Data

### Lord Abbett Short Duration High Yield Fund (Series ID: S000068467)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000218932 | Class R6     | LSYUX           |
| C000218933 | Class R5     | LSYTX           |
| C000218934 | Class R4     | LSYSX           |
| C000218935 | Class R3     | LSYQX           |
| C000218936 | Class A      | LSYAX           |
| C000218937 | Class I      | LSYIX           |
| C000218938 | Class F3     | LSYNX           |
| C000218939 | Class F      | LSYFX           |
| C000218940 | Class C      | LSYCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT TRUST I

- **b. Investment Company Act file number:** 811-10371

- **c. CIK number of Registrant:** 0001139819

- **d. LEI of Registrant:** 549300XXOBNDWQ1JMK89

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

  - **Street Address 1:** 90 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Lord Abbett Short Duration High Yield Fund

- **b. EDGAR series identifier (if any):** S000068467

- **c. LEI of Series:** 549300PE25FMO4K2B320

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $407277080.17

**Total Liabilities:** $41193753.18

**Net Assets:** $366083326.99

**Delayed Delivery Securities:** $25389878.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -105.74000000 | **1-Year:** -1493.58000000 | **5-Year:** -4778.63000000 | **10-Year:** -701.75000000 | **30-Year:** -1112.39000000

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

- **3-Month:** -604.56000000 | **1-Year:** -32422.60000000 | **5-Year:** -79059.32000000 | **10-Year:** -5481.93000000 | **30-Year:** -2967.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218937 | 1.64%                | -0.24%               | 2.85%                |
| Class ID C000218939 | 1.64%                | -0.24%               | 2.85%                |
| Class ID C000218934 | 1.73%                | -0.37%               | 2.93%                |
| Class ID C000218935 | 1.71%                | -0.39%               | 2.91%                |
| Class ID C000218933 | 1.75%                | -0.35%               | 2.95%                |
| Class ID C000218940 | 1.68%                | -0.42%               | 2.77%                |
| Class ID C000218936 | 1.73%                | -0.36%               | 2.94%                |
| Class ID C000218932 | 1.75%                | -0.34%               | 2.96%                |
| Class ID C000218938 | 1.75%                | -0.34%               | 2.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-55920.45               | $1801468.36                                |
| Month 2  | $-232939.14              | $-2029032.46                               |
| Month 3  | $205841.33               | $6457531.82                                |

**Designated Index Information**

- **Index Name:** BoFAML U.S. High Yield Constrained

- **Index Identifier:** VWA

### Schedule of Portfolio Investments

| Name                                       | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC                        | United Airlines Inc                                                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $560809.69    | 0.15%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                                                                                        | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1054865.20   | 0.29%             | 2025-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| USIC Holdings, Inc.                        | USIC Holdings, Inc. 2021 2nd Lien Term Loan                                                                                                | CUSIP: 90290HAR3<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |     16454 | PA      | $15585.06     | 0.00%             | 2029-05-14      | Floating      | 11.07%                | No            | 2                  | On Loan: No      |
| CMBF LLC                                   | CMBF LLC Term Loan                                                                                                                         | CUSIP: 29286JAB8<br>LEI: 254900VEJCW8TYEZ4290 | Long             | LON              | CORP              | US        |     16366 | PA      | $14974.60     | 0.00%             | 2028-08-02      | Floating      | 10.46%                | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                                                                                 | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $782198.77    | 0.21%             | 2029-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BAYTEX ENERGY CORP                         | Baytex Energy Corp                                                                                                                         | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   1066000 | PA      | $1104477.27   | 0.30%             | 2027-04-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                   | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $759754.85    | 0.21%             | 2028-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Cengage Learning Inc                       | Cengage Learning Inc                                                                                                                       | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    689000 | PA      | $671103.23    | 0.18%             | 2024-06-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                        | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1085000 | PA      | $1020334.00   | 0.28%             | 2027-01-23      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Fixed Income Clearing Corp                 | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  10192391 | PA      | $10192391.38  | 2.78%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5334.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Berry Petroleum Co LLC                     | Berry Petroleum Co LLC                                                                                                                     | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1396999.08   | 0.38%             | 2026-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 Holdco LLC                        | LSF11 A5 Holdco LLC Term Loan                                                                                                              | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |    274309 | PA      | $266651.71    | 0.07%             | 2028-10-15      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                      | AssuredPartners, Inc. 2020 Term Loan B                                                                                                     | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    500000 | PA      | $495520.00    | 0.14%             | 2027-02-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ARMOR HOLDCO INC                           | Armor Holdco Inc                                                                                                                           | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427105.00    | 0.12%             | 2029-11-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                                                                                                  | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    312000 | PA      | $283301.14    | 0.08%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| USIC Holdings, Inc.                        | USIC Holdings, Inc. 2021 Term Loan                                                                                                         | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    349116 | PA      | $340061.83    | 0.09%             | 2028-05-12      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                    | Asbury Automotive Group Inc                                                                                                                | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    715000 | PA      | $647144.32    | 0.18%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                    | NMG Holding Co Inc / Neiman Marcus Group LLC                                                                                               | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $473375.52    | 0.13%             | 2026-04-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Allison Transmission Inc                   | Allison Transmission Inc                                                                                                                   | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    710000 | PA      | $674098.85    | 0.18%             | 2027-10-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                        | Allegiant Travel Co                                                                                                                        | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    562000 | PA      | $550159.96    | 0.15%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Allied Universal                           | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $776015.98    | 0.21%             | 2026-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TAP ROCK RESOURCES LLC                     | Tap Rock Resources LLC                                                                                                                     | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1521531.98   | 0.42%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ENQUEST PLC                                | EnQuest PLC                                                                                                                                | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $639629.25    | 0.17%             | 2027-11-01      | Fixed         | 11.62%                | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                          | DISH Network Corp                                                                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2393414.50   | 0.65%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                   | Spirit Aerosystems, Inc. 2022 Term Loan                                                                                                    | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    400000 | PA      | $401250.00    | 0.11%             | 2027-01-15      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| BAFFINLAND IRON CORP/LP                    | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                      | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    496000 | PA      | $482490.35    | 0.13%             | 2026-07-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                  | Pike Corp                                                                                                                                  | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    491000 | PA      | $433998.07    | 0.12%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc                      | SS&C Technologies Inc                                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    654000 | PA      | $629755.70    | 0.17%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507030.60    | 0.14%             | 2059-05-23      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                    | American Axle & Manufacturing Inc                                                                                                          | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    875000 | PA      | $808246.25    | 0.22%             | 2027-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                     | Chesapeake Energy Corp                                                                                                                     | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $519244.75    | 0.14%             | 2026-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NCR CORP                                   | NCR Corp                                                                                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352832.00    | 0.10%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                    | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAA6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    111000 | PA      | $72150.00     | 0.02%             | 2025-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                   | Texas Capital Bancshares Inc                                                                                                               | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22772.67     | 0.01%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AG TTMT ESCROW ISSUER                      | AG TTMT Escrow Issuer LLC                                                                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $556819.34    | 0.15%             | 2027-09-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                    | INEOS Quattro Finance 2 Plc                                                                                                                | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $472234.32    | 0.13%             | 2026-01-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1179000 | PA      | $1153704.56   | 0.32%             | 2025-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NorthRiver Midstream Finance LP            | NorthRiver Midstream Finance LP 2018 Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |    673242 | PA      | $673662.96    | 0.18%             | 2025-10-01      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| GRIFOLS SA                                 | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    425000 | PA      | $404101.52    | 0.11%             | 2027-11-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| SUMMIT MATERIALS LLC                       | Summit Materials LLC Term Loan B                                                                                                           | CUSIP: 86614DAJ7<br>LEI: 549300C97P3BW8QROE16 | Long             | LON              | CORP              | US        |    600000 | PA      | $602376.00    | 0.16%             | 2027-12-14      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co                        | Callon Petroleum Co                                                                                                                        | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    429000 | PA      | $413621.00    | 0.11%             | 2026-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SHOPIFY INC                                | Shopify Inc                                                                                                                                | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $493640.00    | 0.13%             | 2025-11-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Wind River CLO Ltd                         | THL Credit Wind River 2019-3 Clo Ltd                                                                                                       | CUSIP: 97314JAE5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $950000.00    | 0.26%             | 2031-04-15      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $845222.21    | 0.23%             | 2027-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                    | Quikrete Holdings, Inc. 2016 1st Lien Term Loan                                                                                            | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    723972 | PA      | $721075.83    | 0.20%             | 2027-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                | Vistra Corp                                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1275288.27   | 0.35%             | 2026-12-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                                                                                                  | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1061808.83   | 0.29%             | 2027-07-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| PATRICK INDUSTRIES INC                     | Patrick Industries Inc                                                                                                                     | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396390.00    | 0.11%             | 2027-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Open Text Corporation                      | Open Text Corporation 2022 Term Loan B                                                                                                     | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    700000 | PA      | $700000.00    | 0.19%             | 2029-11-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                   | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                                       | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    991817 | PA      | $948420.05    | 0.26%             | 2026-01-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1537.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $667947.00    | 0.18%             | 2027-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                      | TENET HEALTHCARE CORP                                                                                                                      | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1202135.38   | 0.33%             | 2027-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                                                                              | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $219696.00    | 0.06%             | 2026-02-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CARNIVAL HLDGS BM LTD                      | Carnival Holdings Bermuda Ltd                                                                                                              | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $267124.33    | 0.07%             | 2028-05-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                       | CHART INDUSTRIES INC                                                                                                                       | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    875000 | PA      | $878281.25    | 0.24%             | 2029-12-07      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Cloud Software Group, Inc.                 | Cloud Software Group, Inc. 2022 USD Term Loan                                                                                              | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    485000 | PA      | $448928.13    | 0.12%             | 2029-03-30      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                   | Agile Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $315084.77    | 0.09%             | 2025-01-02      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Precision Drilling Corp                    | Precision Drilling Corp                                                                                                                    | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    788000 | PA      | $781353.81    | 0.21%             | 2026-01-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                    | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                                                                            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $407730.12    | 0.11%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Corp.              | Frontier Communications Corp. 2021 1st Lien Term Loan                                                                                      | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $982890.00    | 0.27%             | 2028-05-01      | Floating      | 8.50%                 | No            | 2                  | On Loan: No      |
| GPS HOSPITALITY HOLDING                    | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $136698.10    | 0.04%             | 2028-08-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-33102.77    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Medline Borrower, LP                       | Medline Borrower, LP USD Term Loan B                                                                                                       | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    723995 | PA      | $704334.90    | 0.19%             | 2028-10-23      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| BUKIT MAKMUR MANDIRI UTA                   | Bukit Makmur Mandiri Utama PT                                                                                                              | CUSIP: 000000000<br>LEI: 254900Z05E8W7X31K395 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $367180.00    | 0.10%             | 2026-02-10      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Ziggo Bond Co BV                           | Ziggo Bond Co BV                                                                                                                           | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    975000 | PA      | $923208.00    | 0.25%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                   | Advisor Group Holdings Inc                                                                                                                 | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    615000 | PA      | $635327.02    | 0.17%             | 2027-08-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| TWILIO INC                                 | Twilio Inc                                                                                                                                 | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425170.00    | 0.12%             | 2029-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| SWAP CCPC BANK OF AMERICA COC              | SWAP CCPC BANK OF AMERICA COC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3858538 | NS      | $3858538.09   | 1.05%             |  |  |  | No            | 1                  | On Loan: No      |
| VITERRA FINANCE BV                         | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $577215.38    | 0.16%             | 2027-04-21      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AIR CANADA                                 | Air Canada                                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    918000 | PA      | $850395.87    | 0.23%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SUNCOKE ENERGY INC                         | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    565000 | PA      | $497818.68    | 0.14%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                          | Iliad Holding SASU                                                                                                                         | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    975000 | PA      | $1013046.62   | 0.28%             | 2026-10-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| CLEAN HARBORS INC                          | Clean Harbors Inc                                                                                                                          | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    850000 | PA      | $821125.50    | 0.22%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MHP SE                                     | MHP SE                                                                                                                                     | CUSIP: 55302TAD7<br>LEI: 213800D7DXFXGA292757 | Long             | DBT              | CORP              | CY        |    400000 | PA      | $203376.00    | 0.06%             | 2024-05-10      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LITHIA MOTORS INC                          | Lithia Motors Inc                                                                                                                          | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    410000 | PA      | $381777.65    | 0.10%             | 2027-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                   | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1400781.50   | 0.38%             | 2027-11-02      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                    | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    921000 | PA      | $790198.97    | 0.22%             | 2028-09-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BREAD FINANCIAL HLDGS                      | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346390.88    | 0.09%             | 2026-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                   | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    965000 | PA      | $907657.29    | 0.25%             | 2028-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CPV Shore Holdings, LLC                    | CPV Shore Holdings, LLC Term Loan                                                                                                          | CUSIP: 12626DAG5<br>LEI: 549300Y8LWNFUD6ECV25 | Long             | LON              | CORP              | US        |     98237 | PA      | $91660.03     | 0.03%             | 2025-12-29      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                                                                                                           | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    794000 | PA      | $829896.16    | 0.23%             | 2027-11-29      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| NOVA Chemicals Corp                        | NOVA Chemicals Corp                                                                                                                        | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $698520.00    | 0.19%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CQP Holdco LP                              | CQP Holdco LP 2021 Term Loan B                                                                                                             | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    917482 | PA      | $920294.06    | 0.25%             | 2028-06-05      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited           | Bain Capital Credit CLO 2020-5 Ltd                                                                                                         | CUSIP: 05683FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243954.25    | 0.07%             | 2032-01-20      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC.                            | Sabre GLBL Inc. 2022 1st Lien Term Loan B                                                                                                  | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    532233 | PA      | $510446.24    | 0.14%             | 2028-06-30      | Variable      | 9.66%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                       | Oceaneering International Inc                                                                                                              | CUSIP: 675232AA0<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    277000 | PA      | $269007.37    | 0.07%             | 2024-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CORONADO FINANCE PTY LTD                   | Coronado Finance Pty Ltd                                                                                                                   | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    563000 | PA      | $581922.95    | 0.16%             | 2026-05-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc.                            | Sabre GLBL Inc. 2021 Term Loan B1                                                                                                          | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     21095 | PA      | $19513.17     | 0.01%             | 2027-12-17      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                   | Marriott Ownership Resorts Inc                                                                                                             | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    870000 | PA      | $786045.00    | 0.21%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AA Bond Co Ltd                             | AA Bond Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $484031.52    | 0.13%             | 2024-07-31      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $289.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-5442.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CULLINAN HOLDCO                            | Cullinan Holdco Scsp                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $268910.65    | 0.07%             | 2026-10-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| EVERGREEN ACQCO/TVI INC                    | Evergreen Acqco 1 LP / TVI Inc                                                                                                             | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $566628.00    | 0.15%             | 2028-04-26      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| DAVE & BUSTER'S INC                        | Dave & Buster's Inc                                                                                                                        | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    436000 | PA      | $443651.80    | 0.12%             | 2025-11-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| ETSY INC                                   | Etsy Inc                                                                                                                                   | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    193000 | PA      | $331670.50    | 0.09%             | 2026-10-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| PMHC II, Inc.                              | PMHC II, Inc. 2022 Term Loan B                                                                                                             | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    299250 | PA      | $263410.32    | 0.07%             | 2029-04-23      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| AHLSTROM-MUNKSJO HLDG 3                    | Ahlstrom-Munksjo Holding 3 Oy                                                                                                              | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    326000 | PA      | $282094.67    | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                      | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    444000 | PA      | $445167.72    | 0.12%             | 2027-05-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Niagara Park CLO, Ltd.                     | Niagara Park Clo Ltd                                                                                                                       | CUSIP: 65357LAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243790.50    | 0.07%             | 2032-07-17      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                               | Navient Corp                                                                                                                               | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    509000 | PA      | $450658.42    | 0.12%             | 2028-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                        | White Cap Buyer LLC Term Loan B                                                                                                            | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274307 | PA      | $272592.88    | 0.07%             | 2027-10-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Motion Finco Sarl                          | Motion Finco Sarl USD Term Loan B1                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    655544 | PA      | $647418.83    | 0.18%             | 2026-11-12      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC  | Oryx Midstream Services Permian Basin LLC Term Loan B                                                                                      | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    982611 | PA      | $981176.37    | 0.27%             | 2028-10-05      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $1001.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co                                                                                                                              | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    360000 | PA      | $375408.00    | 0.10%             | 2028-10-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                   | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                         | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1638718.92   | 0.45%             | 2026-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TULLOW OIL PLC                             | Tullow Oil PLC                                                                                                                             | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $647872.50    | 0.18%             | 2026-05-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |         1 | NC      | $3756.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                   | Permian Resources Operating LLC                                                                                                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    167000 | PA      | $158061.33    | 0.04%             | 2026-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LONGFOR HOLDINGS LTD                       | Longfor Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $396524.31    | 0.11%             | 2027-04-13      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Hexcel Corp                                | Hexcel Corp                                                                                                                                | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479566.23    | 0.13%             | 2027-02-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                       | Michaels Cos Inc/The                                                                                                                       | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    403000 | PA      | $306783.75    | 0.08%             | 2029-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                  | Atlas CC Acquisition Corp Term Loan C                                                                                                      | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     92958 | PA      | $81919.02     | 0.02%             | 2028-05-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1671.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    176000 | PA      | $179060.64    | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BREAD FINANCIAL HLDGS                      | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    757000 | PA      | $688060.01    | 0.19%             | 2024-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                            | Gen Digital Inc                                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    646000 | PA      | $655722.30    | 0.18%             | 2027-09-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                               | Calpine Corp                                                                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $911193.87    | 0.25%             | 2028-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| KUEHG Corp.                                | KUEHG Corp. 2018 Incremental Term Loan                                                                                                     | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    500000 | PA      | $487470.00    | 0.13%             | 2025-02-21      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| EARTHSTONE ENERGY HOL                      | Earthstone Energy Holdings LLC                                                                                                             | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1833641.64   | 0.50%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| HADRIAN MERGER SUB                         | Hadrian Merger Sub Inc                                                                                                                     | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $379395.60    | 0.10%             | 2026-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4131.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TerraForm Power Operating, LLC             | TerraForm Power Operating, LLC 2022 Term Loan B                                                                                            | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |    623434 | PA      | $624505.90    | 0.17%             | 2029-05-21      | Variable      | 7.43%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp                                                                                                                       | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1033022.73   | 0.28%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PLT VII FINANCE SARL                       | PLT VII Finance Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $488637.80    | 0.13%             | 2026-01-05      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| MEG ENERGY CORP                            | MEG Energy Corp                                                                                                                            | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $645431.63    | 0.18%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PINNACLE BIDCO PLC                         | Pinnacle Bidco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $759544.74    | 0.21%             | 2025-02-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp                                                                                                                        | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $513345.88    | 0.14%             | 2027-06-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| US ACUTE CARE SOLUTIONS                    | US Acute Care Solutions LLC                                                                                                                | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1037427.25   | 0.28%             | 2026-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    330000 | PA      | $285859.20    | 0.08%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                           | IRB Holding Corp 2020 Term Loan B                                                                                                          | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    284254 | PA      | $284209.86    | 0.08%             | 2025-02-05      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                                                                                      | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $861169.78    | 0.24%             | 2027-01-15      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities Inc                                                                                                            | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    520000 | PA      | $511664.40    | 0.14%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-18867.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AETHON UN/AETHIN UN FIN                    | Aethon United BR LP / Aethon United Finance Corp                                                                                           | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    973000 | PA      | $969438.82    | 0.26%             | 2026-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Zekelman Industries, Inc.                  | Zekelman Industries, Inc. 2020 Term Loan                                                                                                   | CUSIP: 98931YAC7<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    775000 | PA      | $770516.63    | 0.21%             | 2027-01-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JB Poindexter & Co Inc                     | JB Poindexter & Co Inc                                                                                                                     | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    779000 | PA      | $770345.31    | 0.21%             | 2026-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| AERCAP GLOBAL AVIATION T                   | AerCap Global Aviation Trust                                                                                                               | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489422.50    | 0.13%             | 2045-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PEOPLECERT WISDOM ISSUER                   | PeopleCert Wisdom Issuer PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800PZ81RFLCN9GD51 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $406216.14    | 0.11%             | 2026-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd                             | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    991000 | PA      | $888307.63    | 0.24%             | 2027-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                   | Permian Resources Operating LLC                                                                                                            | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1266201.75   | 0.35%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $5476.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1090745.51   | 0.30%             | 2026-08-18      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CSI COMPRESSCO LP/FINANC                   | CSI Compressco LP / CSI Compressco Finance Inc                                                                                             | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $444004.24    | 0.12%             | 2025-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| IRIS HOLDING INC                           | Iris Holding Inc                                                                                                                           | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    455000 | PA      | $366387.11    | 0.10%             | 2028-12-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MODIVCARE INC                              | ModivCare Inc                                                                                                                              | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    829000 | PA      | $802364.23    | 0.22%             | 2025-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    599000 | PA      | $585492.06    | 0.16%             | 2023-11-17      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| ALTA EQUIPMENT GROUP                       | Alta Equipment Group Inc                                                                                                                   | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1044789.80   | 0.29%             | 2026-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                       | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    792000 | PA      | $804002.76    | 0.22%             | 2028-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| AA BOND CO LTD                             | AA Bond Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    445000 | PA      | $461448.67    | 0.13%             | 2026-01-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| PELOTON INTERACTIVE INC                    | Peloton Interactive Inc                                                                                                                    | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    601000 | PA      | $465791.14    | 0.13%             | 2026-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Coty Inc.                                  | Coty Inc. 2018 USD Term Loan B                                                                                                             | CUSIP: 22207EBG8<br>LEI: 549300BO9IWPF3S48F93 | Long             | LON              | CORP              | US        |    384910 | PA      | $384669.37    | 0.11%             | 2025-04-07      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                       | EnLink Midstream LLC                                                                                                                       | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    545000 | PA      | $533337.00    | 0.15%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                        | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    855000 | PA      | $795556.13    | 0.22%             | 2028-04-19      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5794.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUNNOVA ENERGY CORP                        | Sunnova Energy Corp                                                                                                                        | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $980739.52    | 0.27%             | 2026-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MAXAR TECHNOLOGIES INC                     | Maxar Technologies Inc                                                                                                                     | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    198000 | PA      | $207283.23    | 0.06%             | 2027-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Navient Corp                               | Navient Corp                                                                                                                               | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    645000 | PA      | $638585.48    | 0.17%             | 2024-10-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Parkway Generation, LLC                    | Parkway Generation, LLC Term Loan C                                                                                                        | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     46114 | PA      | $45560.74     | 0.01%             | 2029-02-18      | Variable      | 9.43%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |    368000 | PA      | $327067.36    | 0.09%             | 2026-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HECLA MINING CO                            | Hecla Mining Co                                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    698000 | PA      | $696770.44    | 0.19%             | 2028-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| NASCAR Holdings, Inc                       | NASCAR Holdings, Inc Term Loan B                                                                                                           | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |    532029 | PA      | $532914.78    | 0.15%             | 2026-10-19      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                   | Mohegan Tribal Gaming Authority                                                                                                            | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    411000 | PA      | $390982.25    | 0.11%             | 2026-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                        | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    321000 | PA      | $294194.90    | 0.08%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Chassix Inc.                               | Chassix Inc. 2017 1st Lien Term Loan                                                                                                       | CUSIP: 16169TAD1<br>LEI: 2549001WCU4UIV6EH563 | Long             | LON              | CORP              | US        |     93590 | PA      | $79692.11     | 0.02%             | 2023-11-15      | Floating      | 12.25%                | No            | 2                  | On Loan: No      |
| LOXAM SAS                                  | Loxam SAS                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    515000 | PA      | $539335.29    | 0.15%             | 2025-01-14      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| VITERRA FINANCE BV                         | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $308774.89    | 0.08%             | 2026-04-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EFS Cogen Holdings I LLC                   | EFS Cogen Holdings I LLC 2020 Term Loan B                                                                                                  | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |     81977 | PA      | $81516.29     | 0.02%             | 2027-10-01      | Floating      | 8.24%                 | No            | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                       | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $299297.27    | 0.08%             | 2025-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ZF FINANCE GMBH                            | ZF Finance GmbH                                                                                                                            | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $517491.16    | 0.14%             | 2025-09-21      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Oregon Clean Energy, LLC                   | Oregon Clean Energy, LLC Term Loan                                                                                                         | CUSIP: 68583LAF2<br>LEI: 549300F5O4JADXBZO874 | Long             | LON              | CORP              | US        |    398937 | PA      | $389961.17    | 0.11%             | 2026-03-01      | Floating      | 8.43%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $630559.60    | 0.17%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V | Axalta Coating Systems Dutch Holding B B.V 2022 USD Term Loan B                                                                            | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    500000 | PA      | $502812.50    | 0.14%             | 2029-12-20      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                      | Scotts Miracle-Gro Co/The                                                                                                                  | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17683.38     | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Vue International Bidco p.l.c.             | Vue International Bidco p.l.c. 2019 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |     51659 | PA      | $30102.34     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bulldog Purchaser Inc.                     | Bulldog Purchaser Inc. 2018 Term Loan                                                                                                      | CUSIP: 12021UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15608 | PA      | $14349.51     | 0.00%             | 2025-09-05      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                           | Vital Energy Inc                                                                                                                           | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222270.40    | 0.06%             | 2025-01-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                     | Lendmark Funding Trust 2022-1                                                                                                              | CUSIP: 52608JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $293755.38    | 0.08%             | 2032-07-20      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                       | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $460500.00    | 0.13%             | 2026-04-08      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    914000 | PA      | $851048.25    | 0.23%             | 2027-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Gray Television Inc                        | Gray Television Inc                                                                                                                        | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1316561.18   | 0.36%             | 2027-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                                                                              | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    403000 | PA      | $414648.72    | 0.11%             | 2027-08-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| NEW GOLD INC                               | New Gold Inc                                                                                                                               | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $302068.40    | 0.08%             | 2027-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Vertex Aerospace Services Corp.            | Vertex Aerospace Services Corp. 2021 First Lien Term Loan                                                                                  | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    398995 | PA      | $398147.11    | 0.11%             | 2028-12-06      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                      | American Airlines Inc                                                                                                                      | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1090757.75   | 0.30%             | 2025-07-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    630000 | PA      | $599322.15    | 0.16%             | 2026-07-29      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Esdec Solar Group B.V.                     | Esdec Solar Group B.V. Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: 724500UTJRTIU7878U15 | Long             | LON              | CORP              | NL        |    394737 | PA      | $393750.00    | 0.11%             | 2028-08-30      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: BLZE13TH1 IRS USD R V 12MUSCPI INF_SLZE13TH1 CCPINFLATIONZERO / Short: BLZE13TH1 IRS USD P F  4.90000 FIX_SLZE13TH1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  41000000 | OU      | $-67110.85    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Post Holdings Inc                          | Post Holdings Inc                                                                                                                          | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    727000 | PA      | $700617.17    | 0.19%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                     | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -46 | NC      | $89.55        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Virgin Media Bristol LLC                   | Virgin Media Bristol LLC USD Term Loan N                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    625000 | PA      | $622659.38    | 0.17%             | 2028-01-31      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                    | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                      | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    818000 | PA      | $775701.22    | 0.21%             | 2026-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                                                                                                        | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    520000 | PA      | $501030.40    | 0.14%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                     | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1445310.00   | 0.39%             | 2026-08-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp.                 | Gainwell Acquisition Corp. Term Loan B                                                                                                     | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650000 | PA      | $636025.00    | 0.17%             | 2027-10-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                  | Anchorage Capital CLO 4-R Ltd                                                                                                              | CUSIP: 03328LAE2<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1912500.00   | 0.52%             | 2031-01-28      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| Icebox Holdco III, Inc.                    | Icebox Holdco III, Inc. 2021 1st Lien Term Loan                                                                                            | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |      6840 | PA      | $6600.51      | 0.00%             | 2028-12-22      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                                                                                                                   | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1661000 | PA      | $1635329.25   | 0.45%             | 2025-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                | Jazz Financing Lux S.a.r.l. USD Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1022965 | PA      | $1023123.70   | 0.28%             | 2028-05-05      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| URBAN ONE INC                              | Urban One Inc                                                                                                                              | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    611000 | PA      | $556520.19    | 0.15%             | 2028-02-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTL LTD                       | Weatherford International Ltd                                                                                                              | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     42000 | PA      | $43319.62     | 0.01%             | 2024-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $3288.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1068380.50   | 0.29%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LP                   | Viper Energy Partners LP                                                                                                                   | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    620000 | PA      | $600761.40    | 0.16%             | 2027-11-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                   | Option Care Health, Inc. 2021 Term Loan B                                                                                                  | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    473804 | PA      | $474514.24    | 0.13%             | 2028-10-27      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $646.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Organon & Co                               | Organon & Co USD Term Loan                                                                                                                 | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    650000 | PA      | $650201.50    | 0.18%             | 2028-06-02      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| Synovus Financial Corp                     | Synovus Financial Corp                                                                                                                     | CUSIP: 87161C600<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      1200 | NS      | $29880.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CALIFORNIA RESOURCES CRP                   | California Resources Corp                                                                                                                  | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1241958.90   | 0.34%             | 2026-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $625023.00    | 0.17%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                       | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $351880.54    | 0.10%             | 2024-01-27      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CHORD ENERGY CORP                          | Chord Energy Corp                                                                                                                          | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1144009.40   | 0.31%             | 2026-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                        | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $642691.15    | 0.18%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands, Inc.          | Cornerstone Building Brands, Inc. 2021 Term Loan B                                                                                         | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    149619 | PA      | $140474.56    | 0.04%             | 2028-04-12      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                   | Connect Finco SARL / Connect US Finco LLC                                                                                                  | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1300000 | PA      | $1244724.00   | 0.34%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment, LLC                     | ECL Entertainment, LLC Term Loan                                                                                                           | CUSIP: 26826TAB9<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    249367 | PA      | $249913.20    | 0.07%             | 2028-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                    | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    835000 | PA      | $834807.95    | 0.23%             | 2028-02-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                   | Solaris Midstream Holdings LLC                                                                                                             | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    805000 | PA      | $805966.00    | 0.22%             | 2026-04-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd                      | HUB International Ltd                                                                                                                      | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148698.75    | 0.04%             | 2026-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CINEMARK USA INC                           | Cinemark USA Inc                                                                                                                           | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    410000 | PA      | $368743.75    | 0.10%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-7600.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fluor Corp                                 | Fluor Corp                                                                                                                                 | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    580000 | PA      | $541638.80    | 0.15%             | 2028-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $195807.92    | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                       | IHO Verwaltungs GmbH                                                                                                                       | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1650000 | PA      | $1510913.25   | 0.41%             | 2026-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Jeld-Wen Inc                               | JELD-WEN Inc                                                                                                                               | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    866000 | PA      | $708734.40    | 0.19%             | 2027-12-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MERCER INTL INC                            | Mercer International Inc                                                                                                                   | CUSIP: 588056AW1<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    380000 | PA      | $368041.40    | 0.10%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EMPIRE RESORTS INC                         | Empire Resorts Inc                                                                                                                         | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    700000 | PA      | $568692.12    | 0.16%             | 2026-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Stena International SA                     | Stena International SA                                                                                                                     | CUSIP: 85858EAA1<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    975000 | PA      | $969531.78    | 0.26%             | 2024-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $891.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                   | Indika Energy Capital IV Pte Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |    550000 | PA      | $552407.52    | 0.15%             | 2025-10-22      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                        | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1425000 | PA      | $1401023.99   | 0.38%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                   | Permian Resources Operating LLC                                                                                                            | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281588.25    | 0.08%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                    | EnerSys                                                                                                                                    | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554880.00    | 0.15%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GRANITE US HOLDINGS CORP                   | Granite US Holdings Corp                                                                                                                   | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $281396.08    | 0.08%             | 2027-10-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-326285.54   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| ESC GCB HERTZ CORP                         | ESC GCB HERTZ CORP                                                                                                                         | CUSIP: 428ESCAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $60.00        | 0.00%             | 2022-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                      | Nabors Industries Ltd                                                                                                                      | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    725000 | PA      | $692179.25    | 0.19%             | 2028-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                   | Enviva Partners LP / Enviva Partners Finance Corp                                                                                          | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    659000 | PA      | $615868.45    | 0.17%             | 2026-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NortonLifeLock Inc.                        | NortonLifeLock Inc. 2022 Term Loan B                                                                                                       | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    522060 | PA      | $521568.88    | 0.14%             | 2029-09-12      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH                      | Cablevision Lightpath LLC                                                                                                                  | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    665000 | PA      | $565901.57    | 0.15%             | 2027-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $558.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERISURE HOLDING AB                        | Verisure Holding AB                                                                                                                        | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    460000 | PA      | $464637.83    | 0.13%             | 2026-07-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VITAL ENERGY INC                           | Vital Energy Inc                                                                                                                           | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1469520.38   | 0.40%             | 2028-01-15      | Fixed         | 10.12%                | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                        | CDW LLC / CDW Finance Corp                                                                                                                 | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $436982.50    | 0.12%             | 2028-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Astoria Energy LLC                         | Astoria Energy LLC 2020 Term Loan B                                                                                                        | CUSIP: 04626LAE9<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    284475 | PA      | $283306.02    | 0.08%             | 2027-12-10      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp                              | DISH DBS Corp                                                                                                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1138865.00   | 0.31%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKNG SOL HLDG COMP                | MAUSER PACKNG SOL HLDG COMP                                                                                                                | CUSIP: 000000000<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    209666 | PA      | $208093.51    | 0.06%             | 2026-08-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                   | Advanced Drainage Systems Inc                                                                                                              | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    755000 | PA      | $720106.54    | 0.20%             | 2027-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                      | NESCO Holdings II Inc                                                                                                                      | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1007367.20   | 0.28%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kosmos Energy Ltd                          | Kosmos Energy Ltd                                                                                                                          | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905740.00    | 0.25%             | 2026-04-04      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                            | Sealed Air Corp                                                                                                                            | CUSIP: 000000000<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    256000 | PA      | $258534.40    | 0.07%             | 2028-02-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: BLK00BDA2 IRS USD R V 12MUSCPI INF_SLK00BDA2 CCPINFLATIONZERO / Short: BLK00BDA2 IRS USD P F  4.11000 FIX_SLK00BDA2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   1432559 | OU      | $4468.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWAP STATE STREET BANK COCCO C             | SWAP STATE STREET BANK COCCO C                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    540000 | NS      | $540000.00    | 0.15%             |  |  |  | No            | N/A                | On Loan: No      |
| SMYRNA READY MIX CONCRET                   | Smyrna Ready Mix Concrete LLC                                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457142.50    | 0.12%             | 2028-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Coty Inc                                   | Coty Inc                                                                                                                                   | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    635000 | PA      | $626748.18    | 0.17%             | 2026-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                      | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385444.00    | 0.11%             | 2027-11-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                     | Guidewire Software Inc                                                                                                                     | CUSIP: 40171VAA8<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323107.50    | 0.09%             | 2025-03-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: BLK00BD79 IRS USD R V 12MUSCPI INF_SLK00BD79 CCPINFLATIONZERO / Short: BLK00BD79 IRS USD P F  2.41000 FIX_SLK00BD79 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   2042563 | OU      | $4485.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC                         | Forestar Group Inc                                                                                                                         | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1036093.72   | 0.28%             | 2026-05-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Birkenstock GmbH & Co. KG                  | Birkenstock GmbH & Co. KG USD Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 5299000ZMFOERHT5OW39 | Long             | LON              | CORP              | US        |    434253 | PA      | $433777.66    | 0.12%             | 2028-04-28      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd                           | CPUK Finance Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    385000 | PA      | $453393.32    | 0.12%             | 2025-08-28      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                                                                                                                   | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    550000 | PA      | $498687.78    | 0.14%             | 2028-02-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC                          | American Builders & Contractors Supply Co Inc                                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    596000 | PA      | $543650.34    | 0.15%             | 2028-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH INC                     | Option Care Health Inc                                                                                                                     | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    446000 | PA      | $385866.60    | 0.11%             | 2029-10-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                    | American Airlines, Inc. 2021 Term Loan                                                                                                     | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   1025000 | PA      | $1054145.88   | 0.29%             | 2028-04-20      | Floating      | 9.56%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                    | LCPR Senior Secured Financing DAC                                                                                                          | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1073193.00   | 0.29%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BRINKER INTERNATIONAL IN                   | Brinker International Inc                                                                                                                  | CUSIP: 109641AH3<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1391088.80   | 0.38%             | 2024-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KERNEL HOLDING SA                          | Kernel Holding SA                                                                                                                          | CUSIP: 49229QAB0<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $332500.00    | 0.09%             | 2024-10-17      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SIERRACOL ENRGY ANDINA                     | SierraCol Energy Andina LLC                                                                                                                | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1074195.75   | 0.29%             | 2028-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ExGen Renewables IV, LLC                   | ExGen Renewables IV, LLC 2020 Term Loan                                                                                                    | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    575000 | PA      | $575046.00    | 0.16%             | 2027-12-15      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| FIRSTCASH INC                              | FirstCash Inc                                                                                                                              | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    900000 | PA      | $809775.00    | 0.22%             | 2028-09-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                                                                                                  | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    434000 | PA      | $432762.23    | 0.12%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    218000 | PA      | $189421.29    | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UPC Holding BV                             | UPC Holding BV                                                                                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $456925.00    | 0.12%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DPL INC                                    | DPL Inc                                                                                                                                    | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $850477.97    | 0.23%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                      | KKR Clo 33 Ltd                                                                                                                             | CUSIP: 48254QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1897500.00   | 0.52%             | 2034-07-20      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Vermilion Energy Inc                       | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AB1<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $604555.60    | 0.17%             | 2025-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Yamana Gold Inc                            | Yamana Gold Inc                                                                                                                            | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $703062.68    | 0.19%             | 2027-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                               | Novelis Corp                                                                                                                               | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    576000 | PA      | $522239.04    | 0.14%             | 2026-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                              | Nordstrom Inc                                                                                                                              | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    558000 | PA      | $482638.60    | 0.13%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                   | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $177761.63    | 0.05%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Koppers Inc                                | Koppers Inc                                                                                                                                | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |    740000 | PA      | $729640.00    | 0.20%             | 2025-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-16063.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TRIUMPH GROUP INC                          | Triumph Group Inc                                                                                                                          | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    858000 | PA      | $829420.36    | 0.23%             | 2024-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EMPRESA GEN ELEC HAINA                     | Empresa Generadora de Electricidad Haina SA                                                                                                | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |    605000 | PA      | $547162.00    | 0.15%             | 2028-11-08      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                      | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAH8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76511.43     | 0.02%             | 2025-02-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| GUARDANT HEALTH INC                        | Guardant Health Inc                                                                                                                        | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    275000 | PA      | $184772.50    | 0.05%             | 2027-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ulterra Drilling Technologies, LP          | Ulterra Drilling Technologies, LP Term Loan B                                                                                              | CUSIP: 05550UAB2<br>LEI: 54930015GKWCWUK75Q85 | Long             | LON              | CORP              | US        |    758852 | PA      | $733719.21    | 0.20%             | 2025-11-26      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp                              | DISH DBS Corp                                                                                                                              | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    856000 | PA      | $808920.00    | 0.22%             | 2024-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower, LLC      | Prime Security Services Borrower, LLC 2021 Term Loan                                                                                       | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    473794 | PA      | $474090.54    | 0.13%             | 2026-09-23      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| LSB INDUSTRIES                             | LSB Industries Inc                                                                                                                         | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    536000 | PA      | $483632.80    | 0.13%             | 2028-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                   | Midcap Financial Issuer Trust                                                                                                              | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $528732.00    | 0.14%             | 2028-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Vector Group Ltd                           | Vector Group Ltd                                                                                                                           | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428361.75    | 0.12%             | 2026-11-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Bank of America N.A.                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $2380.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Athenahealth, Inc.                         | Athenahealth, Inc. 2022 Term Loan B                                                                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     12251 | PA      | $11643.82     | 0.00%             | 2029-02-15      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN AIRLINES 13-1A                    | Hawaiian Airlines 2013-1 Class A Pass Through Certificates                                                                                 | CUSIP: 419838AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60725 | PA      | $54459.17     | 0.01%             | 2026-01-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                            | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203371.88    | 0.06%             | 2028-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NINE ENERGY SERVICE INC                    | Nine Energy Service Inc                                                                                                                    | CUSIP: 65441VAC5<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    670000 | PA      | $690873.85    | 0.19%             | 2028-02-01      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| IPD 3 BV                                   | IPD 3 BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $471737.18    | 0.13%             | 2025-12-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Churchill Downs Inc                        | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    435000 | PA      | $422416.00    | 0.12%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| STUDIO CITY CO LTD                         | Studio City Co Ltd                                                                                                                         | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    875000 | PA      | $844234.00    | 0.23%             | 2027-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Elwood Energy LLC                          | Elwood Energy LLC                                                                                                                          | CUSIP: 290408AB9<br>LEI: 5493008JH2Q2O8Y5MU55 | Long             | DBT              | CORP              | US        |      8373 | PA      | $7410.11      | 0.00%             | 2026-07-05      | Fixed         | 8.16%                 | No            | 2                  | On Loan: No      |
| Motion Finco Sarl                          | Motion Finco Sarl Delayed Draw Term Loan B2                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93456 | PA      | $92297.32     | 0.03%             | 2026-11-12      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                       | SRS Distribution Inc                                                                                                                       | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    564000 | PA      | $515919.39    | 0.14%             | 2028-07-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                | Vistra Corp                                                                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34354.60     | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| INTER MEDIA COMMUNICATIO                   | Inter Media and Communication SpA                                                                                                          | CUSIP: 000000000<br>LEI: 81560082CE2ED97AFD36 | Long             | DBT              | CORP              | IT        |    760000 | PA      | $787256.64    | 0.22%             | 2027-02-09      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ESC GCB144A HERTZ CORP                     | ESC GCB144A HERTZ CORP                                                                                                                     | CUSIP: 428ESCAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $660.00       | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                   | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $489528.16    | 0.13%             | 2028-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| EXACT SCIENCES CORP                        | Exact Sciences Corp                                                                                                                        | CUSIP: 30063PAA3<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $354450.00    | 0.10%             | 2025-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Covetrus, Inc.                             | Covetrus, Inc. Term Loan                                                                                                                   | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |    193072 | PA      | $184946.56    | 0.05%             | 2029-10-13      | Variable      | 9.58%                 | No            | 2                  | On Loan: No      |
| WATCO COS LLC/FINANCE CO                   | Watco Cos LLC / Watco Finance Corp                                                                                                         | CUSIP: 941130AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $411372.98    | 0.11%             | 2027-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                    | Gulfport Energy Corp                                                                                                                       | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |   1124731 | PA      | $1116025.58   | 0.30%             | 2026-05-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| SM Energy Co                               | SM Energy Co                                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123213.75    | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                    | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    913000 | PA      | $877730.81    | 0.24%             | 2026-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                            | Danske Bank A/S                                                                                                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    510000 | PA      | $449853.15    | 0.12%             | 2026-05-18      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources Inc                                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1271815.17   | 0.35%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solut                     | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1002945.78   | 0.27%             | 2025-04-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ECO MATERIAL TECH INC                      | Eco Material Technologies Inc                                                                                                              | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $977856.08    | 0.27%             | 2027-01-31      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| KOBE US MIDCO 2 INC                        | Kobe US Midco 2 Inc                                                                                                                        | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $551023.20    | 0.15%             | 2026-11-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| PDC Energy Inc                             | PDC Energy Inc                                                                                                                             | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1648233.82   | 0.45%             | 2026-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CommScope Inc                              | CommScope Inc                                                                                                                              | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1016195.50   | 0.28%             | 2026-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                   | Jones Deslauriers Insurance Management Inc                                                                                                 | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    554000 | PA      | $563248.81    | 0.15%             | 2030-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                          | Newell Brands Inc                                                                                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    825000 | PA      | $830234.63    | 0.23%             | 2027-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                   | Northriver Midstream Finance LP                                                                                                            | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    503000 | PA      | $483714.98    | 0.13%             | 2026-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    855000 | PA      | $827249.35    | 0.23%             | 2027-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| AECOM                                      | AECOM                                                                                                                                      | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    364000 | PA      | $358030.40    | 0.10%             | 2027-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Intelsat Jackson Holdings S.A.             | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |    500000 | PA      | $493090.00    | 0.13%             | 2029-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Hub International Limited                  | Hub International Limited 2022 Term Loan B                                                                                                 | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    250000 | PA      | $250195.00    | 0.07%             | 2029-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GTCR AP Finance Inc                        | GTCR AP Finance Inc                                                                                                                        | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $221277.38    | 0.06%             | 2027-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ACProducts, Inc.                           | ACProducts, Inc. 2021 Term Loan B                                                                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    489757 | PA      | $398622.99    | 0.11%             | 2028-05-17      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                   | Lindblad Expeditions LLC                                                                                                                   | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1082092.37   | 0.30%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Murphy Oil USA Inc                         | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983110.00    | 0.27%             | 2027-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES GROUP                    | American Airlines Group Inc                                                                                                                | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $302937.77    | 0.08%             | 2025-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Imprivata, Inc                             | Imprivata, Inc Term Loan                                                                                                                   | CUSIP: 45323KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $490357.50    | 0.13%             | 2027-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                        | Boxer Parent Co Inc                                                                                                                        | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    490000 | PA      | $485850.30    | 0.13%             | 2025-10-02      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                          | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1394022.50   | 0.38%             | 2027-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BRISTOW GROUP INC                          | Bristow Group Inc                                                                                                                          | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    483000 | PA      | $460852.04    | 0.13%             | 2028-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| DirecTV Financing, LLC                     | DirecTV Financing, LLC Term Loan                                                                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1311470 | PA      | $1292689.53   | 0.35%             | 2027-08-02      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| CARRIAGE PURCHASER INC                     | Carriage Purchaser Inc                                                                                                                     | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $10924.95     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                       | BWX Technologies Inc                                                                                                                       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    970000 | PA      | $869250.29    | 0.24%             | 2029-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Kestrel Acquisition, LLC                   | Kestrel Acquisition, LLC 2018 Term Loan B                                                                                                  | CUSIP: 49254YAB1<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    138173 | PA      | $135021.66    | 0.04%             | 2025-06-02      | Floating      | 8.82%                 | No            | 2                  | On Loan: No      |
| Brink's Co/The                             | Brink's Co/The                                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    925000 | PA      | $864090.79    | 0.24%             | 2027-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY OPERATING                   | NextEra Energy Operating Partners LP                                                                                                       | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1116844.73   | 0.31%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-7508.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SM Energy Co                               | SM Energy Co                                                                                                                               | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1508106.07   | 0.41%             | 2027-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                    | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    825000 | PA      | $741213.00    | 0.20%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    324000 | PA      | $308103.75    | 0.08%             | 2024-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                             | Open Text Corp                                                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    526000 | PA      | $539057.95    | 0.15%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                   | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402300.41    | 0.11%             | 2026-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                   | EQM Midstream Partners LP                                                                                                                  | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    605000 | PA      | $596284.98    | 0.16%             | 2025-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| W & T OFFSHORE INC                         | W&T Offshore Inc                                                                                                                           | CUSIP: 92922PAM8<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    327000 | PA      | $331556.36    | 0.09%             | 2026-02-01      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| W & T OFFSHORE INC                         | W&T Offshore Inc                                                                                                                           | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435442.26    | 0.12%             | 2023-11-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                      | United Airlines, Inc. 2021 Term Loan B                                                                                                     | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    998223 | PA      | $1000085.04   | 0.27%             | 2028-04-21      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                   | Compass Group Diversified Holdings LLC                                                                                                     | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    725000 | PA      | $653326.50    | 0.18%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                   | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    505000 | PA      | $487011.90    | 0.13%             | 2028-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                  | Block Inc                                                                                                                                  | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331500.00    | 0.09%             | 2025-03-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| PetSmart, Inc.                             | PetSmart, Inc. 2021 Term Loan B                                                                                                            | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    957343 | PA      | $952158.92    | 0.26%             | 2028-02-11      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| ROCC HOLDINGS LLC                          | ROCC Holdings LLC                                                                                                                          | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1272810.00   | 0.35%             | 2026-08-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                    | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $285017.80    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHEESECAKE FACTORY (THE)                   | Cheesecake Factory Inc/The                                                                                                                 | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    472000 | PA      | $412705.00    | 0.11%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2058000 | PA      | $2186625.00   | 0.60%             | 2027-08-15      | Fixed         | 11.62%                | No            | 2                  | On Loan: No      |
| SCIENCE APPLICATIONS INT                   | Science Applications International Corp                                                                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    725000 | PA      | $680557.50    | 0.19%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                   | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    145000 | PA      | $140445.14    | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                          | EURO-BOBL FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -73 | NC      | $19046.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: SPKK09R19 CDS USD R F  5.00000 F_SPKK09R19 CCPCDX / Short: SPKK09R19 CDS USD P V 03MEVENT P_SPKK09R19 CCPCDX                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  35447000 | OU      | $1189822.59   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                    | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1196652.05   | 0.33%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMN HEALTHCARE INC                         | AMN Healthcare Inc                                                                                                                         | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $487614.75    | 0.13%             | 2027-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CALUMET SPECIALTY PROD                     | Calumet Specialty Products Partners LP / Calumet Finance Corp                                                                              | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $729380.68    | 0.20%             | 2027-01-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                     | Energizer Holdings Inc                                                                                                                     | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $537735.00    | 0.15%             | 2028-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SCIH SALT HOLDINGS INC                     | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $471492.83    | 0.13%             | 2028-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                          | Stonegate Pub Co Financing 2019 PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $488396.15    | 0.13%             | 2025-07-31      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| VEDANTA UK INVESTMENTS                     | Vedanta Resources Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $492466.00    | 0.13%             | 2024-08-09      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Matador Resources Co                       | Matador Resources Co                                                                                                                       | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1094972.50   | 0.30%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                         | PBF Holding Co LLC / PBF Finance Corp                                                                                                      | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $330475.25    | 0.09%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PINDUODUO INC                              | Pinduoduo Inc                                                                                                                              | CUSIP: 722304AB8<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $449475.00    | 0.12%             | 2024-10-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    875000 | PA      | $969053.75    | 0.26%             | 2027-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden Senior Loan Fund                                                                                                                    | CUSIP: 26245EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245890.41    | 0.07%             | 2028-04-15      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    869000 | PA      | $803772.86    | 0.22%             | 2028-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Miller's Ale House, Inc.                   | Miller's Ale House, Inc. 2018 Term Loan                                                                                                    | CUSIP: 60063GAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $489250.00    | 0.13%             | 2025-05-30      | Floating      | 9.33%                 | No            | 2                  | On Loan: No      |
| NEUROCRINE BIOSCIENCES                     | Neurocrine Biosciences Inc                                                                                                                 | CUSIP: 64125CAD1<br>LEI: 549300FECER0XBN49756 | Long             | DBT              | CORP              | US        |    161000 | PA      | $237394.50    | 0.06%             | 2024-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SOTHEBY'S                                  | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1164108.03   | 0.32%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                     | Aramark Services, Inc. 2018 Term Loan B3                                                                                                   | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    430000 | PA      | $429058.30    | 0.12%             | 2025-03-11      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| API GROUP DE, INC.                         | APi Group DE, Inc. 2021 Incremental Term Loan B                                                                                            | CUSIP: 00186XAJ2<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    544699 | PA      | $545382.70    | 0.15%             | 2029-01-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                   | Jefferson Capital Holdings LLC                                                                                                             | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    828000 | PA      | $692368.70    | 0.19%             | 2026-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Grinding Media Inc.                        | Grinding Media Inc. 2021 Term Loan B                                                                                                       | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    870511 | PA      | $855276.92    | 0.23%             | 2028-10-12      | Floating      | 8.77%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                           | Altice France SA/France                                                                                                                    | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1501952.00   | 0.41%             | 2027-02-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| COMPASS POWER GENERATION LLC               | Compass Power Generation LLC 2022 Term Loan B2                                                                                             | CUSIP: 20451VAE3<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    484688 | PA      | $485463.81    | 0.13%             | 2029-04-14      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Verscend Escrow Corp                       | Verscend Escrow Corp                                                                                                                       | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $673140.63    | 0.18%             | 2026-08-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solut                     | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    880000 | PA      | $880404.80    | 0.24%             | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                            | Murphy Oil Corp                                                                                                                            | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    401000 | PA      | $397007.15    | 0.11%             | 2028-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: BLA12DJX9 IRS USD R V 12MUSCPI INF_SLA12DJX9 CCPINFLATIONZERO / Short: BLA12DJX9 IRS USD P F  2.38250 FIX_SLA12DJX9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   8465000 | OU      | $-13704.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.       | Scientific Games International, Inc. 2022 USD Term Loan                                                                                    | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    500000 | PA      | $500177.50    | 0.14%             | 2029-04-14      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| ATI INC                                    | ATI Inc                                                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $990132.05    | 0.27%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Athenahealth, Inc.                         | Athenahealth, Inc. 2022 Delayed Draw Term Loan                                                                                             | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      1501 | PA      | $1426.83      | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited           | Bain Capital Credit CLO 2020-4 Ltd                                                                                                         | CUSIP: 05684KAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $361320.52    | 0.10%             | 2033-10-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                     | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286983.65    | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                           | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1019000 | PA      | $974495.18    | 0.27%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Great Wolf Trust                           | Great Wolf Trust 2019-WOLF                                                                                                                 | CUSIP: 39152TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $14641.52     | 0.00%             | 2036-12-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                    | Legacy LifePoint Health LLC                                                                                                                | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976400.00    | 0.27%             | 2025-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                   | Weekley Homes LLC / Weekley Finance Corp                                                                                                   | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $466314.03    | 0.13%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DUFRY ONE BV                               | Dufry One BV                                                                                                                               | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    736000 | PA      | $696124.09    | 0.19%             | 2028-04-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP             | Freeport LNG Investments, LLLP Term Loan B                                                                                                 | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    619075 | PA      | $602387.41    | 0.16%             | 2028-12-21      | Floating      | 8.31%                 | No            | 2                  | On Loan: No      |
| WANDA PROPERTIES GLOBA                     | Wanda Properties Global Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300XK04MG2KHWVP36 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $395177.31    | 0.11%             | 2025-01-20      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                    | Rockcliff Energy II LLC                                                                                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400106.76    | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CENTURY COMMUNITIES                        | Century Communities Inc                                                                                                                    | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493672.45    | 0.13%             | 2027-06-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HUSKY III HOLDING LTD                      | Husky III Holding Ltd                                                                                                                      | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1047000 | PA      | $972977.10    | 0.27%             | 2025-02-15      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                        | Petroleos Mexicanos                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    225000 | PA      | $230059.74    | 0.06%             | 2025-11-24      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| VISTAJET MALTA/XO MGMT                     | VistaJet Malta Finance PLC / XO Management Holding Inc                                                                                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1464000 | PA      | $1421917.32   | 0.39%             | 2027-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC / SCIL USA H                   | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                        | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $448818.87    | 0.12%             | 2026-11-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc.                            | Sabre GLBL Inc. 2021 Term Loan B2                                                                                                          | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     33627 | PA      | $31105.15     | 0.01%             | 2027-12-17      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| COTY INC                                   | Coty Inc                                                                                                                                   | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    368000 | PA      | $352740.88    | 0.10%             | 2026-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MARKS & SPENCER PLC                        | Marks & Spencer PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $453317.29    | 0.12%             | 2027-07-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| WHITE CAP PARENT LLC                       | White Cap Parent LLC                                                                                                                       | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $388384.13    | 0.11%             | 2026-03-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TRI POINTE HOMES INC                       | Tri Pointe Homes Inc                                                                                                                       | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $417261.70    | 0.11%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TruGreen Limited Partnership               | TruGreen Limited Partnership 2020 Term Loan                                                                                                | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    500000 | PA      | $464875.00    | 0.13%             | 2027-11-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                    | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $512745.91    | 0.14%             | 2025-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TITAN INTERNATIONAL INC                    | Titan International Inc                                                                                                                    | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1038804.20   | 0.28%             | 2028-04-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                        | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221358.74    | 0.06%             | 2025-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Vue International Bidco p.l.c.             | Vue International Bidco p.l.c. 2022 EUR Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |      6827 | PA      | $6605.91      | 0.00%             | 2027-06-30      | Floating      | 9.77%                 | No            | 2                  | On Loan: No      |
| Burnham Park CLO Ltd.                      | Burnham Park Clo Ltd                                                                                                                       | CUSIP: 12232KAJ9<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236637.18    | 0.06%             | 2029-10-20      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $3147.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEP/NCP Holdco, Inc.                       | NEP/NCP Holdco, Inc. 2018 2nd Lien Term Loan                                                                                               | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $37650.00     | 0.01%             | 2026-10-19      | Floating      | 11.57%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $9969.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Helix Gen Funding, LLC                     | Helix Gen Funding, LLC Term Loan B                                                                                                         | CUSIP: 42330EAB8<br>LEI: 549300WDTXL9N4J1KT74 | Long             | LON              | CORP              | US        |    680313 | PA      | $678751.57    | 0.19%             | 2024-06-03      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3613421.87   | 0.99%             | 2025-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-344.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                   | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                       | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150813.00    | 0.04%             | 2025-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| DOUGLAS GMBH                               | Douglas GmbH                                                                                                                               | CUSIP: 000000000<br>LEI: 529900381YTPHVY9AI06 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $377621.66    | 0.10%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                   | YPF Energia Electrica SA                                                                                                                   | CUSIP: 98424MAA1<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |    142000 | PA      | $132824.76    | 0.04%             | 2026-07-25      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| SELECT MEDICAL CORP                        | Select Medical Corp                                                                                                                        | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1419961.62   | 0.39%             | 2026-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| R1 RCM, Inc.                               | R1 RCM, Inc. 2022 Term Loan B                                                                                                              | CUSIP: 74919EAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    399000 | PA      | $399249.38    | 0.11%             | 2029-06-21      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                                                                             | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    448000 | PA      | $448770.17    | 0.12%             | 2025-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: BLK00BDV6 IRS USD R V 12MUSCPI INF_SLK00BDV6 CCPINFLATIONZERO / Short: BLK00BDV6 IRS USD P F  4.41500 FIX_SLK00BDV6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   1676000 | OU      | $5794.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| H&E EQUIPMENT SERVICES                     | H&E Equipment Services Inc                                                                                                                 | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    915000 | PA      | $806494.73    | 0.22%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-351.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                   | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    995000 | PA      | $876991.76    | 0.24%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                        | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $679346.25    | 0.19%             | 2027-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    557000 | PA      | $538611.65    | 0.15%             | 2027-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                     | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    840000 | PA      | $843880.80    | 0.23%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER                      | Grifols Escrow Issuer SA                                                                                                                   | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $871010.00    | 0.24%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NEXSTAR BROADCASTING INC                   | Nexstar Media Inc                                                                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    634000 | PA      | $573107.47    | 0.16%             | 2028-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                   | Aston Martin Capital Holdings Ltd                                                                                                          | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    461000 | PA      | $450996.98    | 0.12%             | 2025-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $623551.50    | 0.17%             | 2026-08-10      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| TD Securities USA LLC                      | TD~4.33~20230201                                                                                                                           | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |  19999542 | PA      | $19999541.85  | 5.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Formula One Holdings Limited.              | Formula One Holdings Limited. Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    500000 | PA      | $502552.50    | 0.14%             | 2030-01-15      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| Tullow Oil PLC                             | Tullow Oil PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $284851.06    | 0.08%             | 2025-03-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| NEXSTAR BROADCASTING INC                   | Nexstar Media Inc                                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    520000 | PA      | $496069.60    | 0.14%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                      | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1376214.00   | 0.38%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PRECISION DRILLING CORP                    | Precision Drilling Corp                                                                                                                    | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $467721.88    | 0.13%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                        | Travel + Leisure Co                                                                                                                        | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    639000 | PA      | $635026.51    | 0.17%             | 2026-07-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SPX FLOW, INC.                             | SPX Flow, Inc. 2022 Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    873597 | PA      | $842863.90    | 0.23%             | 2029-04-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MKS Instruments, Inc.                      | MKS Instruments, Inc. 2022 USD Term Loan B                                                                                                 | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    733162 | PA      | $733488.76    | 0.20%             | 2029-08-17      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                           | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441000.00    | 0.12%             | 2024-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                               | Entegris Inc                                                                                                                               | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $312570.00    | 0.09%             | 2028-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| WARRIOR MET COAL INC                       | Warrior Met Coal Inc                                                                                                                       | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    887000 | PA      | $875021.07    | 0.24%             | 2028-12-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                   | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1541000 | PA      | $1512429.71   | 0.41%             | 2026-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| IMOLA MERGER CORP                          | Imola Merger Corp                                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $375590.64    | 0.10%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: BLK00BCP0 IRS USD R V 12MUSCPI INF_SLK00BCP0 CCPINFLATIONZERO / Short: BLK00BCP0 IRS USD P F  4.90000 FIX_SLK00BCP0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   2137000 | OU      | $-3497.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENERFLEX LTD                               | Enerflex Ltd                                                                                                                               | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    870000 | PA      | $887278.20    | 0.24%             | 2027-10-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| ALLIANCE RES OP/FINANCE                    | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp                                                                   | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1019577.75   | 0.28%             | 2025-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Select Medical Corporation                 | Select Medical Corporation 2017 Term Loan B                                                                                                | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    725000 | PA      | $722734.38    | 0.20%             | 2025-03-06      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc.                     | SS&C Technologies Inc. 2022 Term Loan B6                                                                                                   | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    291211 | PA      | $291103.59    | 0.08%             | 2029-03-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JUVENTUS FOOTBALL CLUB                     | Juventus Football Club SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 815600A253A0AF58C166 | Long             | DBT              | CORP              | IT        |    210000 | PA      | $219446.89    | 0.06%             | 2024-02-19      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                     | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       153 | NC      | $-60876.40    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                         | CNX Resources Corp                                                                                                                         | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    572000 | PA      | $569960.82    | 0.16%             | 2027-03-14      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                            | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    455000 | PA      | $401041.55    | 0.11%             | 2028-06-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219413.87    | 0.06%             | 2026-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $935267.35    | 0.26%             | 2027-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| MEDCO OAK TREE PTE LTD                     | Medco Oak Tree Pte Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |    850000 | PA      | $851912.50    | 0.23%             | 2026-05-14      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-23080.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IQIYI INC                                  | iQIYI Inc                                                                                                                                  | CUSIP: 46267XAD0<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | KY        |    654000 | PA      | $643863.00    | 0.18%             | 2025-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-14635.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NAVIENT CORP                               | Navient Corp                                                                                                                               | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    348000 | PA      | $308371.50    | 0.08%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HUDBAY MINERALS INC                        | Hudbay Minerals Inc                                                                                                                        | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    421000 | PA      | $388423.02    | 0.11%             | 2026-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOYNE USA INC                              | Boyne USA Inc                                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $443769.54    | 0.12%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                       | Booking Holdings Inc                                                                                                                       | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    375000 | PA      | $535800.00    | 0.15%             | 2025-05-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                   | Electricite de France SA                                                                                                                   | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1295000 | PA      | $1261330.00   | 0.34%             | 2024-01-22      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UNITED STATES STEEL CORP                   | United States Steel Corp                                                                                                                   | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    696000 | PA      | $704157.12    | 0.19%             | 2029-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BAH8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124765.63    | 0.03%             | 2023-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CINEMARK USA INC                           | Cinemark USA Inc                                                                                                                           | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41045.00     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PENN ENTERTAINMENT INC                     | Penn Entertainment Inc                                                                                                                     | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $559895.00    | 0.15%             | 2027-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                    | Virgin Media Vendor Financing Notes III DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $311120.06    | 0.08%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                              | PRA Group Inc                                                                                                                              | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754272.23    | 0.21%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORG                           | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $543420.00    | 0.15%             | 2028-04-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CIKARANG LISTRINDO PT                      | Cikarang Listrindo Tbk PT                                                                                                                  | CUSIP: 536576AD3<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    635000 | PA      | $601594.71    | 0.16%             | 2026-09-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1869000 | PA      | $1786483.65   | 0.49%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1496721.20   | 0.41%             | 2027-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| STENA INTERNATIONAL SA                     | Stena International SA                                                                                                                     | CUSIP: 85858EAB9<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $332709.51    | 0.09%             | 2025-02-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                   | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $346612.78    | 0.09%             | 2027-08-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                    | Uber Technologies, Inc. 2021 1st Lien Term Loan B                                                                                          | CUSIP: 90351JAG9<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |    548564 | PA      | $549598.01    | 0.15%             | 2025-04-04      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                     | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    104000 | PA      | $113154.08    | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $579687.00    | 0.16%             | 2029-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                          | Clarios Global LP 2021 USD Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    377000 | PA      | $376562.68    | 0.10%             | 2026-04-30      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-20890.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                   | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $827619.50    | 0.23%             | 2026-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Cengage Learning, Inc.                     | Cengage Learning, Inc. 2021 Term Loan B                                                                                                    | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    159420 | PA      | $152405.60    | 0.04%             | 2026-07-14      | Floating      | 9.88%                 | No            | 2                  | On Loan: No      |
| CALLON PETROLEUM                           | Callon Petroleum Co                                                                                                                        | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    825000 | PA      | $826018.88    | 0.23%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| INSTRUCTURE HOLDINGS, INC.                 | Instructure Holdings, Inc. 2021 Term Loan B                                                                                                | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274309 | PA      | $274310.42    | 0.07%             | 2028-10-30      | Floating      | 7.85%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp                       | Range Resources Corp                                                                                                                       | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1146514.34   | 0.31%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 HOLDCO LLC                        | LSF11 A5 Holdco LLC 2023 Incremental Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |   1000000 | PA      | $977500.00    | 0.27%             | 2028-10-15      | Variable      | 8.93%                 | No            | 3                  | On Loan: No      |
| RAIN CII CARBON LLC/CII                    | Rain CII Carbon LLC / CII Carbon Corp                                                                                                      | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $960750.17    | 0.26%             | 2025-04-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| GENTING NY LLC/GENNY CAP                   | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $402966.13    | 0.11%             | 2026-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Tank Holding Corp.                         | Tank Holding Corp. 2022 Term Loan                                                                                                          | CUSIP: 87583FAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20198 | PA      | $19264.32     | 0.01%             | 2028-03-31      | Variable      | 10.41%                | No            | 2                  | On Loan: No      |
| Jazz Acquisition, Inc.                     | Jazz Acquisition, Inc. 2019 1st Lien Term Loan                                                                                             | CUSIP: 47214DAK0<br>LEI: 549300L8N9LERNS63192 | Long             | LON              | CORP              | US        |    274291 | PA      | $269282.68    | 0.07%             | 2026-06-19      | Variable      | 8.66%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                    | Standard Industries Inc/NJ                                                                                                                 | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    940000 | PA      | $892005.64    | 0.24%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UNDER ARMOUR INC                           | Under Armour Inc                                                                                                                           | CUSIP: 904311AC1<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    275000 | PA      | $339453.13    | 0.09%             | 2024-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DexKo Global Inc.                          | DexKo Global Inc. 2021 USD Term Loan B                                                                                                     | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |     49749 | PA      | $46136.58     | 0.01%             | 2028-10-04      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                   | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    420000 | PA      | $387018.50    | 0.11%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Scientific Games Holdings LP               | Scientific Games Holdings LP 2022 USD Term Loan B                                                                                          | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    600000 | PA      | $591171.00    | 0.16%             | 2029-04-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-6936.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LEEWARD RENEWABL                           | Leeward Renewable Energy Operations LLC                                                                                                    | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    941000 | PA      | $829371.83    | 0.23%             | 2029-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                   | Univision Communications Inc                                                                                                               | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $565758.10    | 0.15%             | 2025-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                   | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $377391.36    | 0.10%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Harbor Park CLO Ltd                        | Harbor Park CLO 18-1 Ltd                                                                                                                   | CUSIP: 41154XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245312.97    | 0.07%             | 2031-01-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL GAME TECH                    | International Game Technology PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1164906.03   | 0.32%             | 2026-06-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GO DADDY OPCO/FINCO                        | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                              | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $462232.08    | 0.13%             | 2027-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SEB Funding LLC                            | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997500 | PA      | $889471.45    | 0.24%             | 2052-01-30      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| BANIJAY ENTERTAINMENT                      | Banijay Entertainment SASU                                                                                                                 | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $474054.83    | 0.13%             | 2025-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Emera Inc                                  | Emera Inc                                                                                                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $680259.39    | 0.19%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LABL INC                                   | LABL Inc                                                                                                                                   | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1003135.97   | 0.27%             | 2026-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1918531.25   | 0.52%             | 2027-11-04      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| ATS CORP                                   | ATS Corp                                                                                                                                   | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1163000 | PA      | $1043321.49   | 0.28%             | 2028-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp                                                                                                                       | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    965000 | PA      | $957955.50    | 0.26%             | 2024-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CCM MERGER INC                             | CCM Merger Inc                                                                                                                             | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    739000 | PA      | $715795.40    | 0.20%             | 2026-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ROLLS-ROYCE PLC                            | Rolls-Royce PLC                                                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    879000 | PA      | $855978.99    | 0.23%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                  | Atlas CC Acquisition Corp Term Loan B                                                                                                      | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    457042 | PA      | $402768.48    | 0.11%             | 2028-05-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd 2019-III                                                                                                                   | CUSIP: 06761KAQ4<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244690.28    | 0.07%             | 2031-04-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Harsco Corporation                         | Harsco Corporation 2021 Term Loan                                                                                                          | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    728230 | PA      | $698904.29    | 0.19%             | 2028-03-10      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                            | TransDigm, Inc. 2022 Term Loan H                                                                                                           | CUSIP: 89364MBU7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    750000 | PA      | $752343.75    | 0.21%             | 2027-02-22      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| COMPASS MINERALS INTERNA                   | Compass Minerals International Inc                                                                                                         | CUSIP: 20451NAE1<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    292000 | PA      | $283261.58    | 0.08%             | 2024-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                   | Virgin Media Secured Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $567881.31    | 0.16%             | 2027-04-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CULLINAN HOLDCO                            | Cullinan Holdco Scsp                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $684499.85    | 0.19%             | 2026-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                   | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    841000 | PA      | $815139.25    | 0.22%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                   | Holly Energy Partners LP / Holly Energy Finance Corp                                                                                       | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $890887.50    | 0.24%             | 2027-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                       | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $548400.00    | 0.15%             | 2028-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| WILLIAM CARTER                             | William Carter Co/The                                                                                                                      | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730530.07    | 0.20%             | 2027-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BANCO DE SABADELL SA                       | Banco de Sabadell SA                                                                                                                       | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $220404.51    | 0.06%             | 2026-05-06      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Iron Mountain Inc                          | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    565000 | PA      | $532687.65    | 0.15%             | 2027-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio Inc                        | Sirius XM Radio Inc                                                                                                                        | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1255636.25   | 0.34%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUFRY ONE BV                               | Dufry One BV                                                                                                                               | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $404383.18    | 0.11%             | 2026-04-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                                                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3277000 | PA      | $3133109.68   | 0.86%             | 2027-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| M/I HOMES INC                              | M/I Homes Inc                                                                                                                              | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    590000 | PA      | $544965.30    | 0.15%             | 2028-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                             | Sabre GLBL Inc                                                                                                                             | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    309000 | PA      | $303501.97    | 0.08%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc                             | Bombardier Inc                                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2410000 | PA      | $2411151.43   | 0.66%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                   | Performance Food Group Inc                                                                                                                 | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $684269.72    | 0.19%             | 2027-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WASH MULTIFAM ACQ INC                      | WASH Multifamily Acquisition Inc                                                                                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1115290.22   | 0.30%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GDS HOLDINGS LIMITED                       | GDS Holdings Ltd                                                                                                                           | CUSIP: 36165LAB4<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |    553000 | PA      | $551894.00    | 0.15%             | 2025-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ENCINO ACQUISITION PARTN                   | Encino Acquisition Partners Holdings LLC                                                                                                   | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396901.21    | 0.11%             | 2028-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                                     | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $668120.22    | 0.18%             | 2026-11-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                     | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $471158.40    | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                                                                                                  | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1662006.19   | 0.45%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WELLTEC INTERNATIONAL                      | Welltec International ApS                                                                                                                  | CUSIP: 95039LAA6<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $404076.40    | 0.11%             | 2026-10-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                    | Atlantica Sustainable Infrastructure PLC                                                                                                   | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    258000 | PA      | $229936.05    | 0.06%             | 2028-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                       | Oceaneering International Inc                                                                                                              | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    735000 | PA      | $703794.11    | 0.19%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PAMPA ENERGIA SA                           | Pampa Energia SA                                                                                                                           | CUSIP: 000000000<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    150000 | PA      | $141628.50    | 0.04%             | 2027-01-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                    | Standard Industries Inc/NJ                                                                                                                 | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284259.91    | 0.08%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                             | Bombardier Inc                                                                                                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $261172.56    | 0.07%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CEC ENTERTAINMENT LLC                      | CEC Entertainment LLC                                                                                                                      | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $454803.48    | 0.12%             | 2026-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                  | Ball Corp                                                                                                                                  | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    139000 | PA      | $143535.57    | 0.04%             | 2028-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GEOPARK LTD                                | Geopark Ltd                                                                                                                                | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $533306.21    | 0.15%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                        | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AS0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44649.96     | 0.01%             | 2078-01-22      | Variable      | 8.84%                 | No            | 2                  | On Loan: No      |
| Triumph Group Inc                          | Triumph Group Inc                                                                                                                          | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    486000 | PA      | $413469.36    | 0.11%             | 2025-08-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                     | TK Elevator Midco GmbH                                                                                                                     | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |   1770000 | PA      | $1746866.59   | 0.48%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                   | SEG Holding LLC / SEG Finance Corp                                                                                                         | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $936943.43    | 0.26%             | 2028-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $389937.50    | 0.11%             | 2027-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SSH Group Holdings, Inc.                   | SSH Group Holdings, Inc. 2018 1st Lien Term Loan                                                                                           | CUSIP: 78482HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $494532.50    | 0.14%             | 2025-07-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                                                                                                                   | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    655000 | PA      | $638576.35    | 0.17%             | 2024-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Oscar AcquisitionCo, LLC                   | Oscar AcquisitionCo, LLC Term Loan B                                                                                                       | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    700000 | PA      | $679777.00    | 0.19%             | 2029-04-29      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                   | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                                                                                      | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $220740.35    | 0.06%             | 2028-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| CERIDIAN HCM HOLDING INC                   | Ceridian HCM Holding Inc                                                                                                                   | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |    896000 | PA      | $817600.00    | 0.22%             | 2026-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                   | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                                                                                      | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $618736.59    | 0.17%             | 2027-04-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                       | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    460000 | PA      | $451301.40    | 0.12%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CONSOL Energy Inc                          | CONSOL Energy Inc                                                                                                                          | CUSIP: 20854LAA6<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175684.55    | 0.05%             | 2025-11-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                   | Altice France Holding SA                                                                                                                   | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $688324.00    | 0.19%             | 2027-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| GRIFFON CORPORATION                        | Griffon Corp                                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    460000 | PA      | $435889.10    | 0.12%             | 2028-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Parkway Generation, LLC                    | Parkway Generation, LLC Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |    369126 | PA      | $365434.45    | 0.10%             | 2029-02-18      | Variable      | 9.43%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                     | Williams Scotsman International Inc                                                                                                        | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $963025.26    | 0.26%             | 2028-08-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                    | Global Aircraft Leasing Co Ltd                                                                                                             | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1025000 | PA      | $936541.25    | 0.26%             | 2024-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                   | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc                                                                            | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    750000 | PA      | $657138.75    | 0.18%             | 2025-09-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| TASEKO MINES LTD                           | Taseko Mines Ltd                                                                                                                           | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   1196000 | PA      | $1134938.22   | 0.31%             | 2026-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Griffon Corporation                        | Griffon Corporation Term Loan B                                                                                                            | CUSIP: 39843GAJ2<br>LEI: 5493000C2SGNC7ZN3242 | Long             | LON              | CORP              | US        |    697177 | PA      | $695347.32    | 0.19%             | 2029-01-24      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| WHITE CAP BUYER LLC                        | White Cap Buyer LLC                                                                                                                        | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $218850.80    | 0.06%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Nathan's Famous Inc                        | Nathan's Famous Inc                                                                                                                        | CUSIP: 632347AC4<br>LEI: 54930034SKNSF1JIE673 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17838.81     | 0.00%             | 2025-11-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $642180.59    | 0.18%             | 2027-07-27      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    930000 | PA      | $972877.65    | 0.27%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| COMPASS MINERALS INTERNA                   | Compass Minerals International Inc                                                                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    259000 | PA      | $252995.85    | 0.07%             | 2027-12-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd                     | MGM China Holdings Ltd                                                                                                                     | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $852601.50    | 0.23%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TRANSALTA CORP                             | TransAlta Corp                                                                                                                             | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    472000 | PA      | $485946.80    | 0.13%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-29001.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                     | Full House Resorts Inc                                                                                                                     | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1079357.20   | 0.29%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CROCS, INC.                                | Crocs, Inc. Term Loan B                                                                                                                    | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    936076 | PA      | $931540.66    | 0.25%             | 2029-02-20      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                | City Football Group Limited Term Loan                                                                                                      | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    850000 | PA      | $823437.50    | 0.22%             | 2028-07-21      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                   | Cloud Software Group Holdings Inc                                                                                                          | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $179300.52    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                   | Prudential Financial Inc                                                                                                                   | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490852.86    | 0.13%             | 2045-05-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group Inc                                                                                                                   | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    310000 | PA      | $265744.40    | 0.07%             | 2051-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CITGO HOLDING INC                          | Citgo Holding Inc                                                                                                                          | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427641.38    | 0.12%             | 2024-08-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                   | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                   | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $490642.26    | 0.13%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| INGEVITY CORP                              | Ingevity Corp                                                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    570000 | PA      | $500310.85    | 0.14%             | 2028-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GLOBAL ATLANTIC                            | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $331976.19    | 0.09%             | 2051-10-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                   | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc                                                                     | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    873000 | PA      | $805717.89    | 0.22%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PICARD BONDCO                              | Picard Bondco SA                                                                                                                           | CUSIP: 000000000<br>LEI: 52990070XME2A28A7N53 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $375353.87    | 0.10%             | 2027-07-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                   | International Consolidated Airlines Group SA                                                                                               | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $511138.58    | 0.14%             | 2025-03-25      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Madison IAQ LLC                            | Madison IAQ LLC Term Loan                                                                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    775000 | PA      | $743314.13    | 0.20%             | 2028-06-21      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                    | Adani Ports & Special Economic Zone Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    550000 | PA      | $442734.14    | 0.12%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COEUR MINING INC                           | Coeur Mining Inc                                                                                                                           | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    975000 | PA      | $786272.90    | 0.21%             | 2029-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                   | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1105000 | PA      | $1086808.84   | 0.30%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GUESS INC                                  | Guess? Inc                                                                                                                                 | CUSIP: 401617AD7<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $335062.50    | 0.09%             | 2024-04-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    408000 | PA      | $325877.76    | 0.09%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc.                     | SS&C Technologies Inc. 2022 Term Loan B7                                                                                                   | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    438789 | PA      | $438626.31    | 0.12%             | 2029-03-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                         | PBF Holding Co LLC / PBF Finance Corp                                                                                                      | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    698000 | PA      | $696310.84    | 0.19%             | 2025-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| LIFE TIME INC                              | Life Time Inc                                                                                                                              | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    890000 | PA      | $856482.60    | 0.23%             | 2026-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FIVERR INTERNATIONAL LTD                   | Fiverr International Ltd                                                                                                                   | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |    575000 | PA      | $489497.50    | 0.13%             | 2025-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMSTED INDUSTRIES                          | Amsted Industries Inc                                                                                                                      | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1028018.75   | 0.28%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Jane Street Group, LLC                     | Jane Street Group, LLC 2021 Term Loan                                                                                                      | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    673282 | PA      | $672073.91    | 0.18%             | 2028-01-26      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                   | EQM Midstream Partners LP                                                                                                                  | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300362.31    | 0.08%             | 2027-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| DELEK LOG PART/FINANCE                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $795529.73    | 0.22%             | 2028-06-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                   | Chobani LLC / Chobani Finance Corp Inc                                                                                                     | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1045957.50   | 0.29%             | 2028-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                     | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $327452.86    | 0.09%             | 2029-04-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Tiger Acquisition, LLC                     | Tiger Acquisition, LLC 2021 Term Loan                                                                                                      | CUSIP: 88675UAB8<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    498734 | PA      | $485682.31    | 0.13%             | 2028-06-01      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| WEST CHINA CEMENT LTD                      | West China Cement Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 529900MMG3NBTIWPPR63 | Long             | DBT              | CORP              | JE        |    700000 | PA      | $623945.00    | 0.17%             | 2026-07-08      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** LORD ABBETT TRUST I

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer